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Ecopetrol S.A EC

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Market datapartial · fetched 2026-10-22T07:56:23.147Z

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 · 2026-10-21T23:00:00.003080032Z

FundamentalsAlpha Vantage · unavailable

Share price$17.24
1D-2.4%
AH$17.15$17.32$17.48$17.65$17.825:30 AM6:30 AM9:00 AM1:00 PM2:00 PMEC
Sold putSold callAH

Ecopetrol S.A options

Live interpolated EC call and put midpoint premiums by absolute delta.Ecopetrol S.A$0.21$1.05$1.89$2.73$3.57$14.51$16.06$17.61$19.16$20.7120Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive EC spot · $17.24EC PRICE$0.48$0.34$0.82$0.60$0.52$0.64$0.76$0.88$1.04$1.28$1.52$2.05$3.33$0.35$0.30$0.38$0.47$0.55$0.65$0.76$0.87$0.98$1.10$1.41$1.71$2.51
PutsCheap0.90×
CallsExpensive1.31×
SkewBullish-19.28 pp
Implied moveBalanced±$1.52
TiltBullish8.5% CALL
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ23.32102.5%38.0%15.1361.6%14.2%
25Δ19.4752.4%14.9%16.1538.3%8.0%
30Δ21.48106.3%29.3%16.4137.9%7.0%
35Δ19.3064.3%15.4%16.6737.5%6.0%
40Δ17.9039.5%6.9%16.9337.2%5.0%
45Δ17.6540.0%6.1%17.1536.5%4.3%
50Δ17.4040.5%5.3%17.3735.8%3.7%
55Δ17.1641.1%4.6%17.5835.0%3.0%
60Δ16.8842.3%3.9%17.8034.3%2.4%
65Δ16.5644.8%3.5%18.0333.8%1.8%
70Δ16.2347.2%3.0%18.3935.9%1.5%
75Δ15.6556.4%2.7%18.7538.1%1.2%
80Δ14.4082.8%2.8%19.5747.7%1.0%

20Δ

Calls
Pseudo strike
23.32
IV
102.5%
B/E move
38.0%
Puts
Pseudo strike
15.13
IV
61.6%
B/E move
14.2%

25Δ

Calls
Pseudo strike
19.47
IV
52.4%
B/E move
14.9%
Puts
Pseudo strike
16.15
IV
38.3%
B/E move
8.0%

30Δ

Calls
Pseudo strike
21.48
IV
106.3%
B/E move
29.3%
Puts
Pseudo strike
16.41
IV
37.9%
B/E move
7.0%

35Δ

Calls
Pseudo strike
19.30
IV
64.3%
B/E move
15.4%
Puts
Pseudo strike
16.67
IV
37.5%
B/E move
6.0%

40Δ

Calls
Pseudo strike
17.90
IV
39.5%
B/E move
6.9%
Puts
Pseudo strike
16.93
IV
37.2%
B/E move
5.0%

45Δ

Calls
Pseudo strike
17.65
IV
40.0%
B/E move
6.1%
Puts
Pseudo strike
17.15
IV
36.5%
B/E move
4.3%

50Δ

Calls
Pseudo strike
17.40
IV
40.5%
B/E move
5.3%
Puts
Pseudo strike
17.37
IV
35.8%
B/E move
3.7%

55Δ

Calls
Pseudo strike
17.16
IV
41.1%
B/E move
4.6%
Puts
Pseudo strike
17.58
IV
35.0%
B/E move
3.0%

60Δ

Calls
Pseudo strike
16.88
IV
42.3%
B/E move
3.9%
Puts
Pseudo strike
17.80
IV
34.3%
B/E move
2.4%

65Δ

Calls
Pseudo strike
16.56
IV
44.8%
B/E move
3.5%
Puts
Pseudo strike
18.03
IV
33.8%
B/E move
1.8%

70Δ

Calls
Pseudo strike
16.23
IV
47.2%
B/E move
3.0%
Puts
Pseudo strike
18.39
IV
35.9%
B/E move
1.5%

75Δ

Calls
Pseudo strike
15.65
IV
56.4%
B/E move
2.7%
Puts
Pseudo strike
18.75
IV
38.1%
B/E move
1.2%

80Δ

Calls
Pseudo strike
14.40
IV
82.8%
B/E move
2.8%
Puts
Pseudo strike
19.57
IV
47.7%
B/E move
1.0%

Options history

No recorded observations