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Compania Cervecerias Unidas S.A. CCU

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Market datapartial · fetched 2026-10-22T23:48:34.986Z

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 · 2026-10-22T23:00:00.003547256Z

FundamentalsAlpha Vantage · unavailable

Share price$10.66
1D+0.0%
AH$10.52$10.57$10.62$10.66$10.715:30 AM6:30 AM9:00 AM1:00 PM2:00 PMCCU
Sold putSold callAH

Compania Cervecerias Unidas S.A. options

Live interpolated CCU call and put midpoint premiums by absolute delta.Compania Cervecerias Unidas S.A.$1.01$2.32$3.64$4.96$6.27$4.63$7.48$10.33$13.18$16.0320Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive CCU spot · $10.66CCU PRICE$1.15$1.15$1.18$1.30$1.42$1.54$1.69$2.15$2.60$3.06$1.19$1.33$1.48$1.63$1.77$1.92$2.06$2.21$2.35$2.61$3.42$4.22$5.89
PutsExpensive5.01×
CallsExpensive4.59×
SkewBearish+22.09 pp
Implied moveBearish±$3.37
TiltBearish30.1% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ7.55246.3%40.3%
25Δ8.11230.6%36.4%
30Δ8.67214.9%32.5%
35Δ16.63221.7%66.8%9.23199.2%28.6%
40Δ13.89176.4%41.1%9.79183.5%24.7%
45Δ12.33146.4%26.8%10.35167.8%20.8%
50Δ11.73137.2%22.3%10.92152.1%17.0%
55Δ11.14128.0%17.8%11.48136.5%13.1%
60Δ10.54118.8%13.3%12.04120.8%9.2%
65Δ9.94111.2%9.2%12.66109.0%5.8%
70Δ9.35119.7%7.9%13.56115.6%4.9%
75Δ8.76128.1%6.6%14.46122.3%3.9%
80Δ8.17136.5%5.3%16.22139.8%3.1%

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
7.55
IV
246.3%
B/E move
40.3%

25Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
8.11
IV
230.6%
B/E move
36.4%

30Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
8.67
IV
214.9%
B/E move
32.5%

35Δ

Calls
Pseudo strike
16.63
IV
221.7%
B/E move
66.8%
Puts
Pseudo strike
9.23
IV
199.2%
B/E move
28.6%

40Δ

Calls
Pseudo strike
13.89
IV
176.4%
B/E move
41.1%
Puts
Pseudo strike
9.79
IV
183.5%
B/E move
24.7%

45Δ

Calls
Pseudo strike
12.33
IV
146.4%
B/E move
26.8%
Puts
Pseudo strike
10.35
IV
167.8%
B/E move
20.8%

50Δ

Calls
Pseudo strike
11.73
IV
137.2%
B/E move
22.3%
Puts
Pseudo strike
10.92
IV
152.1%
B/E move
17.0%

55Δ

Calls
Pseudo strike
11.14
IV
128.0%
B/E move
17.8%
Puts
Pseudo strike
11.48
IV
136.5%
B/E move
13.1%

60Δ

Calls
Pseudo strike
10.54
IV
118.8%
B/E move
13.3%
Puts
Pseudo strike
12.04
IV
120.8%
B/E move
9.2%

65Δ

Calls
Pseudo strike
9.94
IV
111.2%
B/E move
9.2%
Puts
Pseudo strike
12.66
IV
109.0%
B/E move
5.8%

70Δ

Calls
Pseudo strike
9.35
IV
119.7%
B/E move
7.9%
Puts
Pseudo strike
13.56
IV
115.6%
B/E move
4.9%

75Δ

Calls
Pseudo strike
8.76
IV
128.1%
B/E move
6.6%
Puts
Pseudo strike
14.46
IV
122.3%
B/E move
3.9%

80Δ

Calls
Pseudo strike
8.17
IV
136.5%
B/E move
5.3%
Puts
Pseudo strike
16.22
IV
139.8%
B/E move
3.1%

Options history

CCU64.0867.9271.772026-10-20: 64.61%2026-10-21: 71.24%Oct 20Oct 21
Table
DateIV
64.61%
71.24%