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Anheuser-Busch INBEV SA/NV BUD

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Market datapartial · fetched 2026-11-07T04:04:12.289Z

Delta surfaceAlpaca · derived absolute-delta buckets · 2026-11-13

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: equal-weight mean of put minus call IV across those four expirations. IV-implied move history: mean of each expiration’s average call/put IV multiplied by the square root of remaining calendar days divided by 365.25; percentage of spot, not a quoted straddle premium.

History data

PriceAlpaca · sip · 2026-11-07T00:00:00.002702527Z

FundamentalsAlpha Vantage · unavailable

Share price$83.96
1D+0.6%
AH$83.04$83.51$83.99$84.46$84.935:30 AM6:30 AM9:00 AM1:00 PM2:00 PMBUD
Sold putSold callAH

Anheuser-Busch INBEV SA/NV options

Live interpolated BUD call and put midpoint premiums by absolute delta.Anheuser-Busch INBEV SA/NV$0.24$1.27$2.31$3.35$4.39$77.83$80.84$83.85$86.86$89.8720Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ65Δ C unavailable: no unambiguous, price-consistent delta bracketC —OPTION PRICELive BUD spot · $83.96BUD PRICE$0.35$0.47$0.60$0.75$0.91$1.06$1.22$1.43$1.66$2.89$3.54$3.92$0.42$0.54$0.70$0.87$1.05$1.22$1.46$1.98$2.38$2.62$3.12$3.81$4.09
PutsCheap0.76×
Calls——
Skew——
Implied moveBearish±$2.68
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ86.7927.0%3.8%81.0831.3%3.9%
25Δ86.2627.1%3.3%81.7130.5%3.3%
30Δ85.7827.4%2.9%82.2530.4%2.9%
35Δ85.3527.7%2.6%82.7230.8%2.5%
40Δ84.9227.9%2.2%83.1930.7%2.2%
45Δ84.5027.4%1.9%83.6429.9%1.8%
50Δ84.0926.8%1.6%84.1230.3%1.5%
55Δ83.6826.8%1.4%84.6834.8%1.5%
60Δ83.2827.0%1.2%85.2136.7%1.3%
65Δ85.7035.0%1.1%
70Δ81.9536.1%1.0%86.3835.9%0.8%
75Δ81.1638.4%0.9%87.1838.0%0.7%
80Δ80.6136.7%0.7%87.6535.3%0.5%

20Δ

Calls
Pseudo strike
86.79
IV
27.0%
B/E move
3.8%
Puts
Pseudo strike
81.08
IV
31.3%
B/E move
3.9%

25Δ

Calls
Pseudo strike
86.26
IV
27.1%
B/E move
3.3%
Puts
Pseudo strike
81.71
IV
30.5%
B/E move
3.3%

30Δ

Calls
Pseudo strike
85.78
IV
27.4%
B/E move
2.9%
Puts
Pseudo strike
82.25
IV
30.4%
B/E move
2.9%

35Δ

Calls
Pseudo strike
85.35
IV
27.7%
B/E move
2.6%
Puts
Pseudo strike
82.72
IV
30.8%
B/E move
2.5%

40Δ

Calls
Pseudo strike
84.92
IV
27.9%
B/E move
2.2%
Puts
Pseudo strike
83.19
IV
30.7%
B/E move
2.2%

45Δ

Calls
Pseudo strike
84.50
IV
27.4%
B/E move
1.9%
Puts
Pseudo strike
83.64
IV
29.9%
B/E move
1.8%

50Δ

Calls
Pseudo strike
84.09
IV
26.8%
B/E move
1.6%
Puts
Pseudo strike
84.12
IV
30.3%
B/E move
1.5%

55Δ

Calls
Pseudo strike
83.68
IV
26.8%
B/E move
1.4%
Puts
Pseudo strike
84.68
IV
34.8%
B/E move
1.5%

60Δ

Calls
Pseudo strike
83.28
IV
27.0%
B/E move
1.2%
Puts
Pseudo strike
85.21
IV
36.7%
B/E move
1.3%

65Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
85.70
IV
35.0%
B/E move
1.1%

70Δ

Calls
Pseudo strike
81.95
IV
36.1%
B/E move
1.0%
Puts
Pseudo strike
86.38
IV
35.9%
B/E move
0.8%

75Δ

Calls
Pseudo strike
81.16
IV
38.4%
B/E move
0.9%
Puts
Pseudo strike
87.18
IV
38.0%
B/E move
0.7%

80Δ

Calls
Pseudo strike
80.61
IV
36.7%
B/E move
0.7%
Puts
Pseudo strike
87.65
IV
35.3%
B/E move
0.5%

Options history

IV · four-Friday blend26.36%
Daily close
BUD17.5%36.0%54.5%2026-08-10: 24.60%2026-08-11: 24.23%2026-08-12: 25.34%2026-08-13: 21.96%2026-08-14: 20.72%2026-08-17: 23.69%2026-08-18: 23.70%2026-08-19: 23.55%2026-08-20: 22.45%2026-08-21: 23.65%2026-08-24: 23.38%2026-08-25: 21.57%2026-08-26: 23.54%2026-08-27: 24.39%2026-08-28: 21.52%2026-08-31: 24.33%2026-09-01: 24.13%2026-09-02: 20.03%2026-09-03: 24.39%2026-09-04: 22.58%2026-09-08: 24.52%2026-09-09: 24.27%2026-09-10: 28.71%2026-09-11: 22.97%2026-09-14: 24.42%2026-09-15: 24.65%2026-09-16: 24.32%2026-09-17: 23.97%2026-09-18: 22.34%2026-09-21: 23.11%2026-09-22: 23.60%2026-09-23: 28.10%2026-09-24: 29.74%2026-09-25: 21.72%2026-09-28: 23.33%2026-09-29: 29.38%2026-09-30: 27.65%2026-10-01: 27.50%2026-10-02: 24.66%2026-10-05: 26.21%2026-10-06: 25.71%2026-10-07: 29.54%2026-10-08: 30.65%2026-10-09: 26.29%2026-10-12: 27.19%2026-10-13: 28.80%2026-10-14: 31.56%2026-10-15: 30.95%2026-10-16: 32.84%2026-10-19: 33.24%2026-10-20: 33.16%2026-10-21: 34.65%2026-10-22: 38.38%2026-10-23: 38.35%2026-10-26: 43.54%2026-10-27: 46.37%2026-10-28: 51.92%2026-10-29: 34.94%2026-10-30: 26.36%Aug 10Sep 21Oct 30
59 observations2026-08-10 — 2026-10-30
Table
DateIV (%)
24.60%
24.23%
25.34%
21.96%
20.72%
23.69%
23.70%
23.55%
22.45%
23.65%
23.38%
21.57%
23.54%
24.39%
21.52%
24.33%
24.13%
20.03%
24.39%
22.58%
24.52%
24.27%
28.71%
22.97%
24.42%
24.65%
24.32%
23.97%
22.34%
23.11%
23.60%
28.10%
29.74%
21.72%
23.33%
29.38%
27.65%
27.50%
24.66%
26.21%
25.71%
29.54%
30.65%
26.29%
27.19%
28.80%
31.56%
30.95%
32.84%
33.24%
33.16%
34.65%
38.38%
38.35%
43.54%
46.37%
51.92%
34.94%
26.36%