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Cresud S.A.C.I.F. y A. American Depositary Shares CRESY

i

Market datapartial · fetched 2026-11-11T15:46:52.883Z

Delta surfaceAlpaca · derived absolute-delta buckets · 2027-05-21

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 · 2026-11-11T15:43:00.403333467Z

FundamentalsAlpha Vantage · unavailable

Share price$9.24
1D+0.4%
$9.17$9.20$9.23$9.25$9.285:30 AM6:30 AM9:00 AM1:00 PMCRESY
Sold putSold call

Cresud S.A.C.I.F. y A. American Depositary Shares options

Live interpolated CRESY call and put midpoint premiums by absolute delta.Cresud S.A.C.I.F. y A. American Depositary Shares$0.60$2.51$4.43$6.34$8.25$-0.12$0.19$0.50$0.81$1.1220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ20Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —25Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —30Δ P unavailable: no unambiguous, price-consistent delta bracketP —35Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —40Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —45Δ C unavailable: no unambiguous, price-consistent delta bracketC —50Δ C unavailable: no unambiguous, price-consistent delta bracketC —55Δ C unavailable: no unambiguous, price-consistent delta bracketC —60Δ C unavailable: no unambiguous, price-consistent delta bracketC —65Δ C unavailable: no unambiguous, price-consistent delta bracketC —70Δ C unavailable: no unambiguous, price-consistent delta bracketC —75Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —80Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —OPTION PRICECRESY PRICE$0.81$2.99$3.93$4.88$5.82$6.76$7.70
Puts——
Calls——
Skew——
Implied move——
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ
25Δ
30Δ15.8685.0%80.5%
35Δ
40Δ
45Δ10.6481.6%17.2%
50Δ11.8082.6%14.8%
55Δ12.9683.6%12.4%
60Δ14.1384.5%10.0%
65Δ15.2985.5%7.6%
70Δ16.4586.5%5.3%
75Δ
80Δ

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

25Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

30Δ

Calls
Pseudo strike
15.86
IV
85.0%
B/E move
80.5%
Puts
Pseudo strike
IV
B/E move

35Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

40Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

45Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
10.64
IV
81.6%
B/E move
17.2%

50Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
11.80
IV
82.6%
B/E move
14.8%

55Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
12.96
IV
83.6%
B/E move
12.4%

60Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
14.13
IV
84.5%
B/E move
10.0%

65Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
15.29
IV
85.5%
B/E move
7.6%

70Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
16.45
IV
86.5%
B/E move
5.3%

75Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

80Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

Options history

IV · four-Friday blend90.32%
Daily EOD
CRESY72.5%83.9%95.3%2026-10-20: 80.92%2026-10-21: 93.73%2026-10-22: 74.05%2026-10-28: 90.32%Oct 20Oct 21Oct 28
4 observations2026-10-20 — 2026-10-28
Table
DateIV (%)
80.92%
93.73%
74.05%
90.32%