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Dlocal Ltd DLO

TECHNOLOGY · SOFTWARE - INFRASTRUCTURE
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Market dataready · fetched 2026-10-15T20:04:09.246Z

Delta surfaceAlpaca · derived absolute-delta buckets · 2026-10-16

Calculation methodology

PriceAlpaca · sip · 2026-10-15T20:00:02.359830104Z

FundamentalsAlpha Vantage · quarter 2026-06-30 · fetched 2026-10-15T20:04:08.534665+00:00

Share price$15.10
1D+2.6%
AH$14.41$14.60$14.80$14.99$15.195:30 AM6:30 AM9:00 AM1:00 PM2:00 PMDLO
Sold putSold callAH

Dlocal Ltd options

Live interpolated DLO call and put midpoint premiums by absolute delta.Dlocal Ltd$0.00$1.71$3.41$5.12$6.82$13.18$13.96$14.74$15.53$16.3120Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔATM · $15.10OPTION PRICELive DLO spot · $15.10DLO PRICE$0.16$0.17$0.18$0.19$0.19$0.20$0.21$0.22$0.23$0.23$0.24$0.25$0.26$0.15$0.15$0.15$0.15$0.15$0.29$0.46$0.64$0.82$1.00$1.22$3.77$6.33
PutsExpensive2.84×
CallsExpensive1.38×
SkewBearish+90.00 pp
Implied moveBearish±$0.67
TiltBearish69.8% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ18.33298.2%22.5%12.45324.7%18.6%
25Δ17.92267.7%19.8%13.05262.8%14.6%
30Δ17.50237.2%17.1%13.65201.0%10.6%
35Δ17.08206.6%14.4%14.25139.2%6.6%
40Δ16.67176.1%11.7%14.8677.4%2.6%
45Δ16.25145.5%9.0%15.1379.8%1.7%
50Δ15.83115.0%6.2%15.31102.5%1.7%
55Δ15.4284.4%3.5%15.48125.2%1.7%
60Δ15.0053.9%0.8%15.65147.9%1.8%
65Δ14.5823.4%1.9%15.83170.6%1.8%
70Δ14.17-7.2%4.6%16.05195.6%1.8%
75Δ13.75-37.7%7.3%18.59344.5%1.9%
80Δ13.33-68.3%10.0%21.14493.4%1.9%

20Δ

Calls
Pseudo strike
18.33
IV
298.2%
B/E move
22.5%
Puts
Pseudo strike
12.45
IV
324.7%
B/E move
18.6%

25Δ

Calls
Pseudo strike
17.92
IV
267.7%
B/E move
19.8%
Puts
Pseudo strike
13.05
IV
262.8%
B/E move
14.6%

30Δ

Calls
Pseudo strike
17.50
IV
237.2%
B/E move
17.1%
Puts
Pseudo strike
13.65
IV
201.0%
B/E move
10.6%

35Δ

Calls
Pseudo strike
17.08
IV
206.6%
B/E move
14.4%
Puts
Pseudo strike
14.25
IV
139.2%
B/E move
6.6%

40Δ

Calls
Pseudo strike
16.67
IV
176.1%
B/E move
11.7%
Puts
Pseudo strike
14.86
IV
77.4%
B/E move
2.6%

45Δ

Calls
Pseudo strike
16.25
IV
145.5%
B/E move
9.0%
Puts
Pseudo strike
15.13
IV
79.8%
B/E move
1.7%

50Δ

Calls
Pseudo strike
15.83
IV
115.0%
B/E move
6.2%
Puts
Pseudo strike
15.31
IV
102.5%
B/E move
1.7%

55Δ

Calls
Pseudo strike
15.42
IV
84.4%
B/E move
3.5%
Puts
Pseudo strike
15.48
IV
125.2%
B/E move
1.7%

60Δ

Calls
Pseudo strike
15.00
IV
53.9%
B/E move
0.8%
Puts
Pseudo strike
15.65
IV
147.9%
B/E move
1.8%

65Δ

Calls
Pseudo strike
14.58
IV
23.4%
B/E move
1.9%
Puts
Pseudo strike
15.83
IV
170.6%
B/E move
1.8%

70Δ

Calls
Pseudo strike
14.17
IV
-7.2%
B/E move
4.6%
Puts
Pseudo strike
16.05
IV
195.6%
B/E move
1.8%

75Δ

Calls
Pseudo strike
13.75
IV
-37.7%
B/E move
7.3%
Puts
Pseudo strike
18.59
IV
344.5%
B/E move
1.9%

80Δ

Calls
Pseudo strike
13.33
IV
-68.3%
B/E move
10.0%
Puts
Pseudo strike
21.14
IV
493.4%
B/E move
1.9%