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Compania Cervecerias Unidas S.A. CCU

i

Market datapartial · fetched 2026-11-12T02:43:26.134Z

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: 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 · 2026-11-12T00:00:00.002916977Z

FundamentalsAlpha Vantage · unavailable

Share price$10.65
1D-2.1%
AH$10.58$10.68$10.77$10.87$10.975:30 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.$0.33$0.73$1.13$1.52$1.92$8.49$9.27$10.06$10.84$11.6320Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ70Δ C unavailable: no unambiguous, price-consistent delta bracketC —75Δ C unavailable: no unambiguous, price-consistent delta bracketC —80Δ C unavailable: no unambiguous, price-consistent delta bracketC —OPTION PRICELive CCU spot · $10.65CCU PRICE$0.38$0.38$0.42$0.54$0.65$0.77$0.89$1.00$1.12$1.23$0.38$0.38$0.38$0.48$0.63$0.77$0.92$1.07$1.22$1.36$1.51$1.66$1.81
PutsExpensive3.20×
Calls——
Skew——
Implied moveBearish±$1.81
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ15.79242.6%51.8%8.35206.7%25.1%
25Δ13.55179.6%30.8%9.07161.2%18.4%
30Δ12.36146.5%20.1%9.79115.8%11.6%
35Δ12.03145.1%18.0%10.17101.9%9.0%
40Δ11.70143.7%16.0%10.40101.0%8.2%
45Δ11.37142.3%14.0%10.63100.1%7.4%
50Δ11.04140.9%12.0%10.8799.3%6.6%
55Δ10.71139.6%10.0%11.1098.4%5.8%
60Δ10.38138.2%8.0%11.3497.5%5.0%
65Δ10.05136.8%5.9%11.5796.6%4.2%
70Δ11.8095.8%3.4%
75Δ12.0494.9%2.5%
80Δ12.2794.0%1.7%

20Δ

Calls
Pseudo strike
15.79
IV
242.6%
B/E move
51.8%
Puts
Pseudo strike
8.35
IV
206.7%
B/E move
25.1%

25Δ

Calls
Pseudo strike
13.55
IV
179.6%
B/E move
30.8%
Puts
Pseudo strike
9.07
IV
161.2%
B/E move
18.4%

30Δ

Calls
Pseudo strike
12.36
IV
146.5%
B/E move
20.1%
Puts
Pseudo strike
9.79
IV
115.8%
B/E move
11.6%

35Δ

Calls
Pseudo strike
12.03
IV
145.1%
B/E move
18.0%
Puts
Pseudo strike
10.17
IV
101.9%
B/E move
9.0%

40Δ

Calls
Pseudo strike
11.70
IV
143.7%
B/E move
16.0%
Puts
Pseudo strike
10.40
IV
101.0%
B/E move
8.2%

45Δ

Calls
Pseudo strike
11.37
IV
142.3%
B/E move
14.0%
Puts
Pseudo strike
10.63
IV
100.1%
B/E move
7.4%

50Δ

Calls
Pseudo strike
11.04
IV
140.9%
B/E move
12.0%
Puts
Pseudo strike
10.87
IV
99.3%
B/E move
6.6%

55Δ

Calls
Pseudo strike
10.71
IV
139.6%
B/E move
10.0%
Puts
Pseudo strike
11.10
IV
98.4%
B/E move
5.8%

60Δ

Calls
Pseudo strike
10.38
IV
138.2%
B/E move
8.0%
Puts
Pseudo strike
11.34
IV
97.5%
B/E move
5.0%

65Δ

Calls
Pseudo strike
10.05
IV
136.8%
B/E move
5.9%
Puts
Pseudo strike
11.57
IV
96.6%
B/E move
4.2%

70Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
11.80
IV
95.8%
B/E move
3.4%

75Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
12.04
IV
94.9%
B/E move
2.5%

80Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
12.27
IV
94.0%
B/E move
1.7%

Options history

IV · four-Friday blend72.56%
Daily EOD
CCU63.6%71.2%78.8%2026-10-19: 66.60%2026-10-20: 64.61%2026-10-21: 71.24%2026-10-22: 75.57%2026-10-26: 76.70%2026-10-27: 76.38%2026-10-28: 73.50%2026-10-29: 77.78%2026-10-30: 72.56%Oct 19Oct 26Oct 30
9 observations2026-10-19 — 2026-10-30
Table
DateIV (%)
66.60%
64.61%
71.24%
75.57%
76.70%
76.38%
73.50%
77.78%
72.56%