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Ecopetrol S.A EC

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Market datapartial · fetched 2026-10-22T17:08:41.459Z

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 · 2026-10-22T17:08:36.782910179Z

FundamentalsAlpha Vantage · unavailable

Share price$16.90
1D-3.4%
$16.58$16.83$17.09$17.34$17.595:30 AM6:30 AM9:00 AM1:00 PMEC
Sold putSold call

Ecopetrol S.A options

Live interpolated EC call and put midpoint premiums by absolute delta.Ecopetrol S.A$0.25$1.59$2.93$4.27$5.61$13.34$15.22$17.11$18.99$20.8820Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive EC spot · $16.90EC PRICE$0.53$1.03$1.06$0.43$0.53$0.63$0.72$0.83$0.95$1.06$1.18$1.84$3.39$1.01$0.70$0.40$0.50$0.60$0.70$0.82$0.99$1.16$1.33$2.08$3.65$5.23
PutsExpensive1.31×
CallsExpensive1.50×
SkewBullish-8.75 pp
Implied moveBearish±$1.54
TiltBearish14.9% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ23.74107.9%43.6%13.15147.4%28.2%
25Δ27.69183.2%69.9%14.6293.6%17.6%
30Δ22.88142.7%41.6%16.0640.9%7.3%
35Δ17.8440.4%8.1%16.3140.5%6.4%
40Δ17.5840.5%7.2%16.5640.2%5.6%
45Δ17.3340.6%6.2%16.8139.8%4.7%
50Δ17.0740.6%5.3%17.0639.6%3.9%
55Δ16.8339.9%4.5%17.3339.9%3.3%
60Δ16.6038.9%3.9%17.5940.2%2.8%
65Δ16.3738.0%3.2%17.8540.5%2.2%
70Δ16.1437.0%2.5%18.6549.2%1.9%
75Δ15.4449.8%2.2%20.2269.5%2.0%
80Δ13.9785.3%2.7%21.7889.8%2.1%

20Δ

Calls
Pseudo strike
23.74
IV
107.9%
B/E move
43.6%
Puts
Pseudo strike
13.15
IV
147.4%
B/E move
28.2%

25Δ

Calls
Pseudo strike
27.69
IV
183.2%
B/E move
69.9%
Puts
Pseudo strike
14.62
IV
93.6%
B/E move
17.6%

30Δ

Calls
Pseudo strike
22.88
IV
142.7%
B/E move
41.6%
Puts
Pseudo strike
16.06
IV
40.9%
B/E move
7.3%

35Δ

Calls
Pseudo strike
17.84
IV
40.4%
B/E move
8.1%
Puts
Pseudo strike
16.31
IV
40.5%
B/E move
6.4%

40Δ

Calls
Pseudo strike
17.58
IV
40.5%
B/E move
7.2%
Puts
Pseudo strike
16.56
IV
40.2%
B/E move
5.6%

45Δ

Calls
Pseudo strike
17.33
IV
40.6%
B/E move
6.2%
Puts
Pseudo strike
16.81
IV
39.8%
B/E move
4.7%

50Δ

Calls
Pseudo strike
17.07
IV
40.6%
B/E move
5.3%
Puts
Pseudo strike
17.06
IV
39.6%
B/E move
3.9%

55Δ

Calls
Pseudo strike
16.83
IV
39.9%
B/E move
4.5%
Puts
Pseudo strike
17.33
IV
39.9%
B/E move
3.3%

60Δ

Calls
Pseudo strike
16.60
IV
38.9%
B/E move
3.9%
Puts
Pseudo strike
17.59
IV
40.2%
B/E move
2.8%

65Δ

Calls
Pseudo strike
16.37
IV
38.0%
B/E move
3.2%
Puts
Pseudo strike
17.85
IV
40.5%
B/E move
2.2%

70Δ

Calls
Pseudo strike
16.14
IV
37.0%
B/E move
2.5%
Puts
Pseudo strike
18.65
IV
49.2%
B/E move
1.9%

75Δ

Calls
Pseudo strike
15.44
IV
49.8%
B/E move
2.2%
Puts
Pseudo strike
20.22
IV
69.5%
B/E move
2.0%

80Δ

Calls
Pseudo strike
13.97
IV
85.3%
B/E move
2.7%
Puts
Pseudo strike
21.78
IV
89.8%
B/E move
2.1%

Options history

EC39.1540.7642.362026-10-20: 42.14%2026-10-21: 39.37%Oct 20Oct 21
Table
DateIV
42.14%
39.37%