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Dlocal Ltd DLO

TECHNOLOGY · SOFTWARE - INFRASTRUCTURE
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Market dataready · fetched 2026-10-16T21:50:47.568Z

Delta surfaceAlpaca · derived absolute-delta buckets · 2026-11-20

Calculation methodology

PriceAlpaca · sip · 2026-10-16T21:42:47.939286973Z

FundamentalsAlpha Vantage · quarter 2026-06-30 · fetched 2026-10-16T21:50:46.992664+00:00

Share price$14.65
1D-3.9%
AH$14.36$14.60$14.84$15.09$15.335:30 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$0.19$1.03$1.87$2.71$3.55$11.19$12.88$14.58$16.27$17.9620Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive DLO spot · $14.65DLO PRICE$0.28$0.37$0.47$0.57$0.69$0.82$0.95$1.11$1.27$1.44$1.71$1.98$2.30$0.36$0.47$0.61$0.74$0.91$1.09$1.26$1.51$1.75$2.02$2.32$2.63$3.30
PutsExpensive1.31×
CallsExpensive1.15×
SkewBearish+3.28 pp
Implied moveBearish±$2.21
TiltBearish15.3% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ17.4258.0%20.8%12.6763.7%16.0%
25Δ16.9259.0%18.0%13.1462.6%13.6%
30Δ16.4858.7%15.7%13.5262.3%11.8%
35Δ16.0358.5%13.3%13.9161.9%10.1%
40Δ15.6658.4%11.7%14.2761.7%8.8%
45Δ15.3058.4%10.1%14.6261.6%7.6%
50Δ14.9558.3%8.5%14.9761.5%6.4%
55Δ14.6257.9%7.3%15.3561.7%5.5%
60Δ14.2857.6%6.1%15.7461.8%4.6%
65Δ13.9457.5%5.0%16.1361.7%3.7%
70Δ13.5658.9%4.2%16.5560.9%2.9%
75Δ13.1760.3%3.4%16.9760.1%2.1%
80Δ12.7461.0%2.7%17.7363.6%1.6%

20Δ

Calls
Pseudo strike
17.42
IV
58.0%
B/E move
20.8%
Puts
Pseudo strike
12.67
IV
63.7%
B/E move
16.0%

25Δ

Calls
Pseudo strike
16.92
IV
59.0%
B/E move
18.0%
Puts
Pseudo strike
13.14
IV
62.6%
B/E move
13.6%

30Δ

Calls
Pseudo strike
16.48
IV
58.7%
B/E move
15.7%
Puts
Pseudo strike
13.52
IV
62.3%
B/E move
11.8%

35Δ

Calls
Pseudo strike
16.03
IV
58.5%
B/E move
13.3%
Puts
Pseudo strike
13.91
IV
61.9%
B/E move
10.1%

40Δ

Calls
Pseudo strike
15.66
IV
58.4%
B/E move
11.7%
Puts
Pseudo strike
14.27
IV
61.7%
B/E move
8.8%

45Δ

Calls
Pseudo strike
15.30
IV
58.4%
B/E move
10.1%
Puts
Pseudo strike
14.62
IV
61.6%
B/E move
7.6%

50Δ

Calls
Pseudo strike
14.95
IV
58.3%
B/E move
8.5%
Puts
Pseudo strike
14.97
IV
61.5%
B/E move
6.4%

55Δ

Calls
Pseudo strike
14.62
IV
57.9%
B/E move
7.3%
Puts
Pseudo strike
15.35
IV
61.7%
B/E move
5.5%

60Δ

Calls
Pseudo strike
14.28
IV
57.6%
B/E move
6.1%
Puts
Pseudo strike
15.74
IV
61.8%
B/E move
4.6%

65Δ

Calls
Pseudo strike
13.94
IV
57.5%
B/E move
5.0%
Puts
Pseudo strike
16.13
IV
61.7%
B/E move
3.7%

70Δ

Calls
Pseudo strike
13.56
IV
58.9%
B/E move
4.2%
Puts
Pseudo strike
16.55
IV
60.9%
B/E move
2.9%

75Δ

Calls
Pseudo strike
13.17
IV
60.3%
B/E move
3.4%
Puts
Pseudo strike
16.97
IV
60.1%
B/E move
2.1%

80Δ

Calls
Pseudo strike
12.74
IV
61.0%
B/E move
2.7%
Puts
Pseudo strike
17.73
IV
63.6%
B/E move
1.6%