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ARCOS DORADOS HOLDINGS INC. ARCO

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Market datapartial · fetched 2026-10-22T17:10:03.902Z

Delta surfaceAlpaca · derived absolute-delta buckets · 2026-11-20

Calculation methodology

Options historyIV: ThetaData historical Greeks, equal-weight mean of call/put 50-delta IV across the next four listed Friday-cycle expirations, including holiday shifts verified against ThetaData’s market calendar. Missing inputs leave gaps. Skew and implied move: recorded expiration-specific observations.

History data

PriceAlpaca · sip · 2026-10-22T17:09:55.90161412Z

FundamentalsAlpha Vantage · unavailable

Share price$7.92
1D-1.3%
$7.89$7.94$7.99$8.04$8.095:30 AM6:30 AM9:00 AM1:00 PMARCO
Sold putSold call

ARCOS DORADOS HOLDINGS INC. options

Live interpolated ARCO call and put midpoint premiums by absolute delta.ARCOS DORADOS HOLDINGS INC.$0.26$0.70$1.14$1.59$2.03$-0.12$0.19$0.50$0.81$1.1220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICEARCO PRICE$0.30$0.35$0.39$0.44$0.48$0.53$0.57$0.62$0.66$0.71$0.98$1.44$1.90$0.35$0.34$0.33
PutsExpensive3.60×
CallsExpensive2.05×
SkewBearish+67.99 pp
Implied move——
TiltBullish80.4% CALL
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ12.44148.6%61.1%5.06227.9%40.4%
25Δ11.92138.6%55.0%5.96166.0%29.0%
30Δ11.40128.7%49.0%6.86104.1%17.6%
35Δ10.87118.8%42.9%
40Δ10.35108.9%36.9%
45Δ9.8398.9%30.8%
50Δ9.3089.0%24.8%
55Δ8.7879.1%18.7%
60Δ8.2669.2%12.7%
65Δ7.7359.2%6.6%
70Δ7.2263.3%3.7%
75Δ6.7378.4%3.2%
80Δ6.2393.6%2.8%

20Δ

Calls
Pseudo strike
12.44
IV
148.6%
B/E move
61.1%
Puts
Pseudo strike
5.06
IV
227.9%
B/E move
40.4%

25Δ

Calls
Pseudo strike
11.92
IV
138.6%
B/E move
55.0%
Puts
Pseudo strike
5.96
IV
166.0%
B/E move
29.0%

30Δ

Calls
Pseudo strike
11.40
IV
128.7%
B/E move
49.0%
Puts
Pseudo strike
6.86
IV
104.1%
B/E move
17.6%

35Δ

Calls
Pseudo strike
10.87
IV
118.8%
B/E move
42.9%
Puts
Pseudo strike
IV
B/E move

40Δ

Calls
Pseudo strike
10.35
IV
108.9%
B/E move
36.9%
Puts
Pseudo strike
IV
B/E move

45Δ

Calls
Pseudo strike
9.83
IV
98.9%
B/E move
30.8%
Puts
Pseudo strike
IV
B/E move

50Δ

Calls
Pseudo strike
9.30
IV
89.0%
B/E move
24.8%
Puts
Pseudo strike
IV
B/E move

55Δ

Calls
Pseudo strike
8.78
IV
79.1%
B/E move
18.7%
Puts
Pseudo strike
IV
B/E move

60Δ

Calls
Pseudo strike
8.26
IV
69.2%
B/E move
12.7%
Puts
Pseudo strike
IV
B/E move

65Δ

Calls
Pseudo strike
7.73
IV
59.2%
B/E move
6.6%
Puts
Pseudo strike
IV
B/E move

70Δ

Calls
Pseudo strike
7.22
IV
63.3%
B/E move
3.7%
Puts
Pseudo strike
IV
B/E move

75Δ

Calls
Pseudo strike
6.73
IV
78.4%
B/E move
3.2%
Puts
Pseudo strike
IV
B/E move

80Δ

Calls
Pseudo strike
6.23
IV
93.6%
B/E move
2.8%
Puts
Pseudo strike
IV
B/E move

Options history

No recorded observations