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Cresud SACIF y A CRESY

INDUSTRIALS · CONGLOMERATES
i

Market dataready · fetched 2026-10-22T04:42:09.338Z

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 · 2026-10-21T20:36:18.595057983Z

FundamentalsAlpha Vantage · ready · quarter 2026-06-30 · fetched 2026-10-22T04:42:08.927329+00:00

Share price$11.16
1D+0.0%
AH$11.09$11.13$11.17$11.21$11.255:30 AM6:30 AM9:00 AM1:00 PM2:00 PMCRESY
Sold putSold callAH

Cresud SACIF y A options

Live interpolated CRESY call and put midpoint premiums by absolute delta.Cresud SACIF y A$0.08$3.00$5.92$8.83$11.75$4.96$8.00$11.04$14.08$17.1220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive CRESY spot · $11.16CRESY PRICE$0.41$1.15$1.17$1.21$1.25$1.28$1.32$1.35$1.39$1.43$1.46$2.15$1.77$0.40$1.20$2.00$2.80$3.60$4.41$5.21$6.01$6.81$4.58$10.91$10.88
PutsExpensive3.24×
CallsExpensive3.52×
SkewBearish+7.71 pp
Implied moveBearish±$5.69
TiltBearish59.1% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ8.31296.5%41.3%
25Δ14.7398.0%35.7%10.0568.7%13.5%
30Δ22.46268.5%111.5%10.9284.5%12.9%
35Δ19.25231.7%83.0%11.78100.4%12.4%
40Δ18.15211.4%73.5%12.65116.3%11.8%
45Δ17.05191.1%63.9%13.51132.2%11.2%
50Δ15.94170.8%54.3%14.38148.1%10.7%
55Δ14.84150.6%44.8%15.24163.9%10.1%
60Δ13.74130.3%35.2%16.11179.8%9.5%
65Δ12.63110.0%25.7%16.97195.7%8.9%
70Δ11.5389.7%16.1%15.08144.2%5.9%
75Δ10.4369.5%6.5%21.37221.5%6.3%
80Δ9.3383.4%2.9%21.52203.7%4.6%

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
8.31
IV
296.5%
B/E move
41.3%

25Δ

Calls
Pseudo strike
14.73
IV
98.0%
B/E move
35.7%
Puts
Pseudo strike
10.05
IV
68.7%
B/E move
13.5%

30Δ

Calls
Pseudo strike
22.46
IV
268.5%
B/E move
111.5%
Puts
Pseudo strike
10.92
IV
84.5%
B/E move
12.9%

35Δ

Calls
Pseudo strike
19.25
IV
231.7%
B/E move
83.0%
Puts
Pseudo strike
11.78
IV
100.4%
B/E move
12.4%

40Δ

Calls
Pseudo strike
18.15
IV
211.4%
B/E move
73.5%
Puts
Pseudo strike
12.65
IV
116.3%
B/E move
11.8%

45Δ

Calls
Pseudo strike
17.05
IV
191.1%
B/E move
63.9%
Puts
Pseudo strike
13.51
IV
132.2%
B/E move
11.2%

50Δ

Calls
Pseudo strike
15.94
IV
170.8%
B/E move
54.3%
Puts
Pseudo strike
14.38
IV
148.1%
B/E move
10.7%

55Δ

Calls
Pseudo strike
14.84
IV
150.6%
B/E move
44.8%
Puts
Pseudo strike
15.24
IV
163.9%
B/E move
10.1%

60Δ

Calls
Pseudo strike
13.74
IV
130.3%
B/E move
35.2%
Puts
Pseudo strike
16.11
IV
179.8%
B/E move
9.5%

65Δ

Calls
Pseudo strike
12.63
IV
110.0%
B/E move
25.7%
Puts
Pseudo strike
16.97
IV
195.7%
B/E move
8.9%

70Δ

Calls
Pseudo strike
11.53
IV
89.7%
B/E move
16.1%
Puts
Pseudo strike
15.08
IV
144.2%
B/E move
5.9%

75Δ

Calls
Pseudo strike
10.43
IV
69.5%
B/E move
6.5%
Puts
Pseudo strike
21.37
IV
221.5%
B/E move
6.3%

80Δ

Calls
Pseudo strike
9.33
IV
83.4%
B/E move
2.9%
Puts
Pseudo strike
21.52
IV
203.7%
B/E move
4.6%

Options history

No recorded observations