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Dlocal Ltd DLO

TECHNOLOGY · SOFTWARE - INFRASTRUCTURE
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Market dataready · fetched 2026-10-16T00:18:13.756Z

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

Calculation methodology

PriceAlpaca · sip · 2026-10-15T22:56:34.897028945Z

FundamentalsAlpha Vantage · quarter 2026-06-30 · fetched 2026-10-16T00:18:13.162881+00:00

Share price$15.04
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$0.18$1.05$1.91$2.78$3.64$11.74$13.40$15.06$16.72$18.3820Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive DLO spot · $15.04DLO PRICE$0.27$0.35$0.45$0.56$0.67$0.81$0.96$1.10$1.32$1.55$1.80$2.14$2.49$0.32$0.43$0.53$0.67$0.81$0.95$1.19$1.43$1.68$1.98$2.29$2.76$3.39
PutsExpensive1.18×
CallsExpensive1.09×
SkewBullish-0.96 pp
Implied moveBearish±$2.14
TiltBearish12.0% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ17.8156.1%20.3%13.2056.0%14.4%
25Δ17.2054.0%16.7%13.6154.9%12.4%
30Δ16.7553.7%14.4%14.0253.8%10.3%
35Δ16.3854.3%12.6%14.3453.6%9.1%
40Δ16.0154.9%10.9%14.6753.4%7.9%
45Δ15.6755.3%9.6%14.9953.2%6.6%
50Δ15.3455.6%8.3%15.3554.8%5.8%
55Δ15.0056.0%7.0%15.7156.4%5.1%
60Δ14.6457.5%6.2%16.0857.8%4.3%
65Δ14.2859.0%5.3%16.4958.1%3.5%
70Δ13.9060.7%4.4%16.9158.3%2.8%
75Δ13.4462.9%3.6%17.4859.8%2.1%
80Δ12.9865.0%2.9%18.2062.6%1.5%

20Δ

Calls
Pseudo strike
17.81
IV
56.1%
B/E move
20.3%
Puts
Pseudo strike
13.20
IV
56.0%
B/E move
14.4%

25Δ

Calls
Pseudo strike
17.20
IV
54.0%
B/E move
16.7%
Puts
Pseudo strike
13.61
IV
54.9%
B/E move
12.4%

30Δ

Calls
Pseudo strike
16.75
IV
53.7%
B/E move
14.4%
Puts
Pseudo strike
14.02
IV
53.8%
B/E move
10.3%

35Δ

Calls
Pseudo strike
16.38
IV
54.3%
B/E move
12.6%
Puts
Pseudo strike
14.34
IV
53.6%
B/E move
9.1%

40Δ

Calls
Pseudo strike
16.01
IV
54.9%
B/E move
10.9%
Puts
Pseudo strike
14.67
IV
53.4%
B/E move
7.9%

45Δ

Calls
Pseudo strike
15.67
IV
55.3%
B/E move
9.6%
Puts
Pseudo strike
14.99
IV
53.2%
B/E move
6.6%

50Δ

Calls
Pseudo strike
15.34
IV
55.6%
B/E move
8.3%
Puts
Pseudo strike
15.35
IV
54.8%
B/E move
5.8%

55Δ

Calls
Pseudo strike
15.00
IV
56.0%
B/E move
7.0%
Puts
Pseudo strike
15.71
IV
56.4%
B/E move
5.1%

60Δ

Calls
Pseudo strike
14.64
IV
57.5%
B/E move
6.2%
Puts
Pseudo strike
16.08
IV
57.8%
B/E move
4.3%

65Δ

Calls
Pseudo strike
14.28
IV
59.0%
B/E move
5.3%
Puts
Pseudo strike
16.49
IV
58.1%
B/E move
3.5%

70Δ

Calls
Pseudo strike
13.90
IV
60.7%
B/E move
4.4%
Puts
Pseudo strike
16.91
IV
58.3%
B/E move
2.8%

75Δ

Calls
Pseudo strike
13.44
IV
62.9%
B/E move
3.6%
Puts
Pseudo strike
17.48
IV
59.8%
B/E move
2.1%

80Δ

Calls
Pseudo strike
12.98
IV
65.0%
B/E move
2.9%
Puts
Pseudo strike
18.20
IV
62.6%
B/E move
1.5%