IntraAlpha
Create free account Start free

Ericsson American Depositary Shares ERIC

i

Market datapartial · fetched 2026-10-22T14:52:37.684Z

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 · 2026-10-22T14:52:30.538795544Z

FundamentalsAlpha Vantage · unavailable

Share price$10.29
1D+0.2%
$10.22$10.24$10.27$10.30$10.325:30 AM6:30 AM9:00 AM1:00 PMERIC
Sold putSold call

Ericsson American Depositary Shares options

Live interpolated ERIC call and put midpoint premiums by absolute delta.Ericsson American Depositary Shares$0.00$1.35$2.71$4.06$5.41$7.34$8.70$10.06$11.42$12.7820Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive ERIC spot · $10.29ERIC PRICE$0.31$0.13$0.17$0.21$0.26$0.30$0.35$0.39$0.44$0.48$0.60$0.77$0.94$0.29$0.24$0.20$0.44$1.01$1.58$2.16$2.73$3.30$3.88$4.45$5.02$1.16
PutsExpensive2.17×
CallsCheap0.52×
SkewBearish+47.75 pp
Implied moveBearish±$2.51
TiltBearish66.3% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ14.76115.7%46.5%7.71124.5%27.9%
25Δ10.9428.1%7.6%8.6186.2%18.7%
30Δ10.8228.1%6.9%9.5147.8%9.5%
35Δ10.7128.1%6.2%10.2633.2%4.5%
40Δ10.6028.0%5.6%10.8446.7%4.4%
45Δ10.4928.0%4.9%11.4260.2%4.4%
50Δ10.3828.0%4.3%11.9973.7%4.4%
55Δ10.2727.9%3.6%12.5787.3%4.3%
60Δ10.1527.9%3.0%13.14100.8%4.3%
65Δ10.0427.9%2.3%13.72114.3%4.3%
70Δ9.8828.8%1.9%14.29127.8%4.3%
75Δ9.6830.2%1.6%14.87141.3%4.2%
80Δ9.4831.7%1.3%11.3835.3%0.6%

20Δ

Calls
Pseudo strike
14.76
IV
115.7%
B/E move
46.5%
Puts
Pseudo strike
7.71
IV
124.5%
B/E move
27.9%

25Δ

Calls
Pseudo strike
10.94
IV
28.1%
B/E move
7.6%
Puts
Pseudo strike
8.61
IV
86.2%
B/E move
18.7%

30Δ

Calls
Pseudo strike
10.82
IV
28.1%
B/E move
6.9%
Puts
Pseudo strike
9.51
IV
47.8%
B/E move
9.5%

35Δ

Calls
Pseudo strike
10.71
IV
28.1%
B/E move
6.2%
Puts
Pseudo strike
10.26
IV
33.2%
B/E move
4.5%

40Δ

Calls
Pseudo strike
10.60
IV
28.0%
B/E move
5.6%
Puts
Pseudo strike
10.84
IV
46.7%
B/E move
4.4%

45Δ

Calls
Pseudo strike
10.49
IV
28.0%
B/E move
4.9%
Puts
Pseudo strike
11.42
IV
60.2%
B/E move
4.4%

50Δ

Calls
Pseudo strike
10.38
IV
28.0%
B/E move
4.3%
Puts
Pseudo strike
11.99
IV
73.7%
B/E move
4.4%

55Δ

Calls
Pseudo strike
10.27
IV
27.9%
B/E move
3.6%
Puts
Pseudo strike
12.57
IV
87.3%
B/E move
4.3%

60Δ

Calls
Pseudo strike
10.15
IV
27.9%
B/E move
3.0%
Puts
Pseudo strike
13.14
IV
100.8%
B/E move
4.3%

65Δ

Calls
Pseudo strike
10.04
IV
27.9%
B/E move
2.3%
Puts
Pseudo strike
13.72
IV
114.3%
B/E move
4.3%

70Δ

Calls
Pseudo strike
9.88
IV
28.8%
B/E move
1.9%
Puts
Pseudo strike
14.29
IV
127.8%
B/E move
4.3%

75Δ

Calls
Pseudo strike
9.68
IV
30.2%
B/E move
1.6%
Puts
Pseudo strike
14.87
IV
141.3%
B/E move
4.2%

80Δ

Calls
Pseudo strike
9.48
IV
31.7%
B/E move
1.3%
Puts
Pseudo strike
11.38
IV
35.3%
B/E move
0.6%

Options history

No recorded observations