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Ecopetrol S.A EC

ENERGY · OIL & GAS INTEGRATED
i

Market dataready · fetched 2026-11-11T13:49:32.632Z

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: 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 · 2026-11-11T13:03:46.592027643Z

FundamentalsAlpha Vantage · ready · quarter 2026-09-30 · fetched 2026-11-11T13:49:32.241408+00:00

Share price$15.45
1D
Price history unavailable.

Ecopetrol S.A options

Live interpolated EC call and put midpoint premiums by absolute delta.Ecopetrol S.A$0.15$0.68$1.22$1.75$2.28$13.36$14.42$15.48$16.54$17.6020Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ20Δ C unavailable: no unambiguous, price-consistent delta bracketC —25Δ C unavailable: no unambiguous, price-consistent delta bracketC —30Δ C unavailable: no unambiguous, price-consistent delta bracketC —80Δ P unavailable: no unambiguous, price-consistent delta bracketP —OPTION PRICELive EC spot · $15.45EC PRICE$0.26$0.32$0.37$0.43$0.48$0.54$0.59$0.65$1.05$1.46$0.20$0.27$0.33$0.39$0.48$0.58$0.69$0.79$0.89$1.23$1.68$2.13
Puts——
Calls——
Skew——
Implied moveBearish±$1.12
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ14.1370.2%9.8%
25Δ14.4068.1%8.5%
30Δ14.6766.0%7.1%
35Δ15.9747.4%5.1%14.9463.8%5.8%
40Δ15.8346.3%4.5%15.1563.4%5.0%
45Δ15.6945.1%4.0%15.3563.3%4.4%
50Δ15.5543.9%3.4%15.5563.3%3.8%
55Δ15.4242.7%2.9%15.7463.2%3.2%
60Δ15.2841.5%2.4%15.9463.2%2.6%
65Δ15.1440.3%1.8%16.3469.0%2.2%
70Δ15.0039.1%1.3%16.8377.5%2.0%
75Δ14.5747.5%1.1%17.3286.0%1.7%
80Δ14.1356.2%0.9%

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
14.13
IV
70.2%
B/E move
9.8%

25Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
14.40
IV
68.1%
B/E move
8.5%

30Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
14.67
IV
66.0%
B/E move
7.1%

35Δ

Calls
Pseudo strike
15.97
IV
47.4%
B/E move
5.1%
Puts
Pseudo strike
14.94
IV
63.8%
B/E move
5.8%

40Δ

Calls
Pseudo strike
15.83
IV
46.3%
B/E move
4.5%
Puts
Pseudo strike
15.15
IV
63.4%
B/E move
5.0%

45Δ

Calls
Pseudo strike
15.69
IV
45.1%
B/E move
4.0%
Puts
Pseudo strike
15.35
IV
63.3%
B/E move
4.4%

50Δ

Calls
Pseudo strike
15.55
IV
43.9%
B/E move
3.4%
Puts
Pseudo strike
15.55
IV
63.3%
B/E move
3.8%

55Δ

Calls
Pseudo strike
15.42
IV
42.7%
B/E move
2.9%
Puts
Pseudo strike
15.74
IV
63.2%
B/E move
3.2%

60Δ

Calls
Pseudo strike
15.28
IV
41.5%
B/E move
2.4%
Puts
Pseudo strike
15.94
IV
63.2%
B/E move
2.6%

65Δ

Calls
Pseudo strike
15.14
IV
40.3%
B/E move
1.8%
Puts
Pseudo strike
16.34
IV
69.0%
B/E move
2.2%

70Δ

Calls
Pseudo strike
15.00
IV
39.1%
B/E move
1.3%
Puts
Pseudo strike
16.83
IV
77.5%
B/E move
2.0%

75Δ

Calls
Pseudo strike
14.57
IV
47.5%
B/E move
1.1%
Puts
Pseudo strike
17.32
IV
86.0%
B/E move
1.7%

80Δ

Calls
Pseudo strike
14.13
IV
56.2%
B/E move
0.9%
Puts
Pseudo strike
IV
B/E move

Options history

IV · four-Friday blend42.63%
Daily EOD
EC38.6%44.3%50.0%2026-10-19: 41.54%2026-10-20: 42.14%2026-10-21: 39.37%2026-10-22: 39.61%2026-10-23: 48.71%2026-10-26: 40.19%2026-10-27: 44.45%2026-10-28: 49.22%2026-10-29: 42.89%2026-10-30: 42.63%Oct 19Oct 23Oct 30
10 observations2026-10-19 — 2026-10-30
Table
DateIV (%)
41.54%
42.14%
39.37%
39.61%
48.71%
40.19%
44.45%
49.22%
42.89%
42.63%