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Embraer S.A. American Depositary Shares (Each representing Four Common Shares) EMBJ

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Market datapartial · fetched 2026-10-22T21:26:55.383Z

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 · 2026-10-22T20:10:00.003726517Z

FundamentalsAlpha Vantage · unavailable

Share price$69.21
1D-3.9%
AH$68.71$69.70$70.69$71.67$72.665:30 AM6:30 AM9:00 AM1:00 PM2:00 PMEMBJ
Sold putSold callAH

Embraer S.A. American Depositary Shares (Each representing Four Common Shares) options

Live interpolated EMBJ call and put midpoint premiums by absolute delta.Embraer S.A. American Depositary Shares (Each representing Four Common Shares)$0.72$3.24$5.76$8.28$10.80$57.05$63.40$69.76$76.11$82.4620Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive EMBJ spot · $69.21EMBJ PRICE$0.99$1.31$1.63$2.06$2.48$2.91$3.34$3.99$4.65$5.30$5.96$7.04$8.28$1.14$1.48$1.88$2.40$2.92$3.44$3.96$4.49$5.02$5.55$6.08$6.62$10.07
PutsCheap0.90×
CallsCheap0.89×
SkewBullish-2.19 pp
Implied moveBearish±$7.31
TiltBearish4.9% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ78.6547.5%15.1%62.3347.3%11.6%
25Δ76.8747.3%13.0%63.9046.8%9.8%
30Δ75.0947.0%10.9%65.3546.5%8.3%
35Δ73.8146.9%9.6%66.5246.6%7.4%
40Δ72.5546.7%8.4%67.6946.7%6.4%
45Δ71.2946.6%7.2%68.8646.7%5.5%
50Δ70.0346.5%6.0%70.0346.8%4.5%
55Δ68.8546.5%5.3%71.0245.0%3.9%
60Δ67.6846.6%4.5%72.0243.1%3.2%
65Δ66.5146.6%3.8%73.0141.3%2.5%
70Δ65.3446.6%3.0%74.0139.5%1.8%
75Δ63.8647.1%2.4%75.0237.8%1.2%
80Δ62.2647.8%1.9%78.5847.2%1.0%

20Δ

Calls
Pseudo strike
78.65
IV
47.5%
B/E move
15.1%
Puts
Pseudo strike
62.33
IV
47.3%
B/E move
11.6%

25Δ

Calls
Pseudo strike
76.87
IV
47.3%
B/E move
13.0%
Puts
Pseudo strike
63.90
IV
46.8%
B/E move
9.8%

30Δ

Calls
Pseudo strike
75.09
IV
47.0%
B/E move
10.9%
Puts
Pseudo strike
65.35
IV
46.5%
B/E move
8.3%

35Δ

Calls
Pseudo strike
73.81
IV
46.9%
B/E move
9.6%
Puts
Pseudo strike
66.52
IV
46.6%
B/E move
7.4%

40Δ

Calls
Pseudo strike
72.55
IV
46.7%
B/E move
8.4%
Puts
Pseudo strike
67.69
IV
46.7%
B/E move
6.4%

45Δ

Calls
Pseudo strike
71.29
IV
46.6%
B/E move
7.2%
Puts
Pseudo strike
68.86
IV
46.7%
B/E move
5.5%

50Δ

Calls
Pseudo strike
70.03
IV
46.5%
B/E move
6.0%
Puts
Pseudo strike
70.03
IV
46.8%
B/E move
4.5%

55Δ

Calls
Pseudo strike
68.85
IV
46.5%
B/E move
5.3%
Puts
Pseudo strike
71.02
IV
45.0%
B/E move
3.9%

60Δ

Calls
Pseudo strike
67.68
IV
46.6%
B/E move
4.5%
Puts
Pseudo strike
72.02
IV
43.1%
B/E move
3.2%

65Δ

Calls
Pseudo strike
66.51
IV
46.6%
B/E move
3.8%
Puts
Pseudo strike
73.01
IV
41.3%
B/E move
2.5%

70Δ

Calls
Pseudo strike
65.34
IV
46.6%
B/E move
3.0%
Puts
Pseudo strike
74.01
IV
39.5%
B/E move
1.8%

75Δ

Calls
Pseudo strike
63.86
IV
47.1%
B/E move
2.4%
Puts
Pseudo strike
75.02
IV
37.8%
B/E move
1.2%

80Δ

Calls
Pseudo strike
62.26
IV
47.8%
B/E move
1.9%
Puts
Pseudo strike
78.58
IV
47.2%
B/E move
1.0%

Options history

EMBJ41.6842.0742.472026-10-20: 42.42%2026-10-21: 41.73%Oct 20Oct 21
Table
DateIV
42.42%
41.73%