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Ericsson American Depositary Shares ERIC

TECHNOLOGY · COMMUNICATION EQUIPMENT
i

Market dataready · fetched 2026-11-11T15:55:40.095Z

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: equal-weight mean of put minus call IV across those four expirations. IV-implied move history: mean of each expiration’s average call/put IV multiplied by the square root of remaining calendar days divided by 365.25; percentage of spot, not a quoted straddle premium.

History data

PriceAlpaca · sip · 2026-11-11T15:55:34.014895297Z

FundamentalsAlpha Vantage · ready · quarter 2026-09-30 · fetched 2026-11-11T15:55:39.599639+00:00

Share price$10.67
1D-0.4%
$10.58$10.61$10.64$10.66$10.695:30 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$0.01$0.74$1.48$2.22$2.96$9.72$10.13$10.54$10.95$11.3620Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ20Δ C unavailable: no unambiguous, price-consistent delta bracketC —OPTION PRICELive ERIC spot · $10.66ERIC PRICE$0.09$0.14$0.40$0.66$0.92$1.18$1.44$1.70$1.96$2.22$2.48$2.74$0.12$0.15$0.18$0.21$0.24$0.27$0.30$0.33$0.36$0.39$0.42$0.65$0.91
PutsExpensive1.20×
Calls——
Skew——
Implied moveBullish±$1.48
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ9.4659.8%12.4%
25Δ11.1936.3%5.7%9.6157.2%11.3%
30Δ10.9635.7%4.1%9.7654.6%10.1%
35Δ10.6951.6%4.0%9.9152.0%9.0%
40Δ10.4267.4%3.9%10.0749.4%7.9%
45Δ10.1583.3%3.8%10.2246.8%6.7%
50Δ9.8899.1%3.7%10.3744.2%5.6%
55Δ9.61115.0%3.6%10.5241.6%4.4%
60Δ9.34130.8%3.6%10.6739.0%3.3%
65Δ9.07146.7%3.5%10.8336.4%2.1%
70Δ8.80162.5%3.4%10.9833.8%1.0%
75Δ8.53178.4%3.3%11.2439.5%0.7%
80Δ8.26194.2%3.2%11.5146.5%0.6%

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
9.46
IV
59.8%
B/E move
12.4%

25Δ

Calls
Pseudo strike
11.19
IV
36.3%
B/E move
5.7%
Puts
Pseudo strike
9.61
IV
57.2%
B/E move
11.3%

30Δ

Calls
Pseudo strike
10.96
IV
35.7%
B/E move
4.1%
Puts
Pseudo strike
9.76
IV
54.6%
B/E move
10.1%

35Δ

Calls
Pseudo strike
10.69
IV
51.6%
B/E move
4.0%
Puts
Pseudo strike
9.91
IV
52.0%
B/E move
9.0%

40Δ

Calls
Pseudo strike
10.42
IV
67.4%
B/E move
3.9%
Puts
Pseudo strike
10.07
IV
49.4%
B/E move
7.9%

45Δ

Calls
Pseudo strike
10.15
IV
83.3%
B/E move
3.8%
Puts
Pseudo strike
10.22
IV
46.8%
B/E move
6.7%

50Δ

Calls
Pseudo strike
9.88
IV
99.1%
B/E move
3.7%
Puts
Pseudo strike
10.37
IV
44.2%
B/E move
5.6%

55Δ

Calls
Pseudo strike
9.61
IV
115.0%
B/E move
3.6%
Puts
Pseudo strike
10.52
IV
41.6%
B/E move
4.4%

60Δ

Calls
Pseudo strike
9.34
IV
130.8%
B/E move
3.6%
Puts
Pseudo strike
10.67
IV
39.0%
B/E move
3.3%

65Δ

Calls
Pseudo strike
9.07
IV
146.7%
B/E move
3.5%
Puts
Pseudo strike
10.83
IV
36.4%
B/E move
2.1%

70Δ

Calls
Pseudo strike
8.80
IV
162.5%
B/E move
3.4%
Puts
Pseudo strike
10.98
IV
33.8%
B/E move
1.0%

75Δ

Calls
Pseudo strike
8.53
IV
178.4%
B/E move
3.3%
Puts
Pseudo strike
11.24
IV
39.5%
B/E move
0.7%

80Δ

Calls
Pseudo strike
8.26
IV
194.2%
B/E move
3.2%
Puts
Pseudo strike
11.51
IV
46.5%
B/E move
0.6%

Options history

IV · four-Friday blend29.81%
Daily close
ERIC22.6%68.6%114.6%2026-08-19: 108.27%2026-08-21: 41.82%2026-08-26: 38.24%2026-08-27: 37.97%2026-08-28: 36.51%2026-08-31: 41.51%2026-09-01: 38.70%2026-09-02: 43.85%2026-09-08: 41.92%2026-09-09: 40.74%2026-09-10: 38.25%2026-09-14: 44.48%2026-09-15: 58.85%2026-09-18: 39.57%2026-09-21: 40.39%2026-09-22: 36.88%2026-09-23: 38.07%2026-09-24: 39.66%2026-09-25: 38.61%2026-09-28: 39.57%2026-09-29: 40.22%2026-09-30: 39.63%2026-10-01: 40.35%2026-10-02: 40.16%2026-10-05: 42.38%2026-10-06: 43.18%2026-10-07: 43.82%2026-10-08: 46.08%2026-10-09: 47.77%2026-10-12: 51.15%2026-10-13: 59.11%2026-10-14: 65.63%2026-10-16: 31.41%2026-10-19: 29.40%2026-10-20: 28.94%2026-10-21: 28.97%2026-10-22: 36.85%2026-10-23: 29.05%2026-10-26: 29.91%2026-10-27: 35.08%2026-10-28: 35.24%2026-10-29: 37.02%2026-10-30: 29.81%Aug 19Sep 30Oct 30
43 observations2026-08-19 — 2026-10-30
Table
DateIV (%)
108.27%
41.82%
38.24%
37.97%
36.51%
41.51%
38.70%
43.85%
41.92%
40.74%
38.25%
44.48%
58.85%
39.57%
40.39%
36.88%
38.07%
39.66%
38.61%
39.57%
40.22%
39.63%
40.35%
40.16%
42.38%
43.18%
43.82%
46.08%
47.77%
51.15%
59.11%
65.63%
31.41%
29.40%
28.94%
28.97%
36.85%
29.05%
29.91%
35.08%
35.24%
37.02%
29.81%