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Ecopetrol SA ADR EC

ENERGY · OIL & GAS INTEGRATED
i

Market dataready · fetched 2026-10-22T21:30:47.618Z

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 · 2026-10-22T20:10:00.002425568Z

FundamentalsAlpha Vantage · ready · quarter 2026-06-30 · fetched 2026-10-22T21:30:46.257468+00:00

Share price$17.01
1D-2.9%
AH$16.58$16.83$17.09$17.34$17.595:30 AM6:30 AM9:00 AM1:00 PM2:00 PMEC
Sold putSold callAH

Ecopetrol SA ADR options

Live interpolated EC call and put midpoint premiums by absolute delta.Ecopetrol SA ADR$0.08$1.65$3.22$4.79$6.36$13.39$15.20$17.01$18.82$20.6220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive EC spot · $17.01EC PRICE$0.25$1.05$1.05$0.42$0.51$0.61$0.71$0.81$0.94$1.06$1.19$1.32$2.82$1.05$0.50$0.40$0.50$0.60$0.70$0.86$1.04$1.23$1.50$2.89$4.27$5.91
PutsExpensive1.35×
CallsExpensive1.35×
SkewNeutral+0.06 pp
Implied moveBearish±$1.56
TiltBearish25.4% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ19.9153.9%18.6%13.05154.7%29.4%
25Δ28.13187.8%71.6%15.3167.1%12.9%
30Δ22.85140.9%40.5%16.1839.8%7.2%
35Δ17.9038.3%7.7%16.4339.7%6.3%
40Δ17.6638.5%6.8%16.6839.7%5.5%
45Δ17.4138.7%6.0%16.9339.6%4.6%
50Δ17.1738.8%5.1%17.2040.4%3.9%
55Δ16.9338.7%4.3%17.4741.4%3.4%
60Δ16.7038.0%3.7%17.7542.5%2.9%
65Δ16.4737.4%3.1%18.1044.8%2.4%
70Δ16.2536.7%2.5%19.4962.8%2.4%
75Δ16.0236.0%1.9%20.8780.8%2.4%
80Δ14.5567.6%2.1%22.5399.1%2.3%

20Δ

Calls
Pseudo strike
19.91
IV
53.9%
B/E move
18.6%
Puts
Pseudo strike
13.05
IV
154.7%
B/E move
29.4%

25Δ

Calls
Pseudo strike
28.13
IV
187.8%
B/E move
71.6%
Puts
Pseudo strike
15.31
IV
67.1%
B/E move
12.9%

30Δ

Calls
Pseudo strike
22.85
IV
140.9%
B/E move
40.5%
Puts
Pseudo strike
16.18
IV
39.8%
B/E move
7.2%

35Δ

Calls
Pseudo strike
17.90
IV
38.3%
B/E move
7.7%
Puts
Pseudo strike
16.43
IV
39.7%
B/E move
6.3%

40Δ

Calls
Pseudo strike
17.66
IV
38.5%
B/E move
6.8%
Puts
Pseudo strike
16.68
IV
39.7%
B/E move
5.5%

45Δ

Calls
Pseudo strike
17.41
IV
38.7%
B/E move
6.0%
Puts
Pseudo strike
16.93
IV
39.6%
B/E move
4.6%

50Δ

Calls
Pseudo strike
17.17
IV
38.8%
B/E move
5.1%
Puts
Pseudo strike
17.20
IV
40.4%
B/E move
3.9%

55Δ

Calls
Pseudo strike
16.93
IV
38.7%
B/E move
4.3%
Puts
Pseudo strike
17.47
IV
41.4%
B/E move
3.4%

60Δ

Calls
Pseudo strike
16.70
IV
38.0%
B/E move
3.7%
Puts
Pseudo strike
17.75
IV
42.5%
B/E move
2.9%

65Δ

Calls
Pseudo strike
16.47
IV
37.4%
B/E move
3.1%
Puts
Pseudo strike
18.10
IV
44.8%
B/E move
2.4%

70Δ

Calls
Pseudo strike
16.25
IV
36.7%
B/E move
2.5%
Puts
Pseudo strike
19.49
IV
62.8%
B/E move
2.4%

75Δ

Calls
Pseudo strike
16.02
IV
36.0%
B/E move
1.9%
Puts
Pseudo strike
20.87
IV
80.8%
B/E move
2.4%

80Δ

Calls
Pseudo strike
14.55
IV
67.6%
B/E move
2.1%
Puts
Pseudo strike
22.53
IV
99.1%
B/E move
2.3%

Options history

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