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FOMENTO ECONOMICO MEXICANO, S.A.B. DE C.V. FMX

CONSUMER DEFENSIVE · BEVERAGES - BREWERS
i

Market dataready · fetched 2026-11-13T02:09:44.310Z

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 · 2026-11-13T00:00:00.002477252Z

FundamentalsAlpha Vantage · ready · quarter 2026-09-30 · fetched 2026-11-13T02:09:43.597594+00:00

Share price$130.72
1D-1.5%
AH$130.52$131.11$131.71$132.31$132.905:30 AM6:30 AM9:00 AM1:00 PM2:00 PMFMX
Sold putSold callAH

FOMENTO ECONOMICO MEXICANO, S.A.B. DE C.V. options

Live interpolated FMX call and put midpoint premiums by absolute delta.FOMENTO ECONOMICO MEXICANO, S.A.B. DE C.V.$1.52$2.74$3.97$5.20$6.42$121.05$126.19$131.34$136.48$141.6320Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive FMX spot · $130.72FMX PRICE$1.65$2.08$2.41$2.44$2.50$2.56$2.62$2.68$3.18$3.90$4.62$5.35$6.07$1.77$1.86$1.97$2.11$2.26$2.42$2.69$2.95$3.22$3.49$3.75$4.02$4.29
PutsExpensive1.76×
CallsExpensive1.91×
SkewBullish-6.49 pp
Implied moveBalanced±$5.30
TiltBullish6.7% CALL
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ145.8582.0%12.8%118.3183.4%10.8%
25Δ142.2877.3%10.4%122.7665.4%7.5%
30Δ139.0570.8%8.2%125.7453.3%5.3%
35Δ135.7657.4%5.7%127.2547.2%4.3%
40Δ134.0749.7%4.5%128.7541.1%3.2%
45Δ132.8543.6%3.6%130.1035.7%2.3%
50Δ131.6337.5%2.7%130.7333.8%2.0%
55Δ130.4131.4%1.8%131.3631.9%1.8%
60Δ129.3629.9%1.4%131.9930.0%1.5%
65Δ128.4030.7%1.2%132.6128.2%1.2%
70Δ127.4431.6%1.0%133.2426.3%0.9%
75Δ126.4732.4%0.8%133.8724.4%0.7%
80Δ125.5133.2%0.7%134.5022.5%0.4%

20Δ

Calls
Pseudo strike
145.85
IV
82.0%
B/E move
12.8%
Puts
Pseudo strike
118.31
IV
83.4%
B/E move
10.8%

25Δ

Calls
Pseudo strike
142.28
IV
77.3%
B/E move
10.4%
Puts
Pseudo strike
122.76
IV
65.4%
B/E move
7.5%

30Δ

Calls
Pseudo strike
139.05
IV
70.8%
B/E move
8.2%
Puts
Pseudo strike
125.74
IV
53.3%
B/E move
5.3%

35Δ

Calls
Pseudo strike
135.76
IV
57.4%
B/E move
5.7%
Puts
Pseudo strike
127.25
IV
47.2%
B/E move
4.3%

40Δ

Calls
Pseudo strike
134.07
IV
49.7%
B/E move
4.5%
Puts
Pseudo strike
128.75
IV
41.1%
B/E move
3.2%

45Δ

Calls
Pseudo strike
132.85
IV
43.6%
B/E move
3.6%
Puts
Pseudo strike
130.10
IV
35.7%
B/E move
2.3%

50Δ

Calls
Pseudo strike
131.63
IV
37.5%
B/E move
2.7%
Puts
Pseudo strike
130.73
IV
33.8%
B/E move
2.0%

55Δ

Calls
Pseudo strike
130.41
IV
31.4%
B/E move
1.8%
Puts
Pseudo strike
131.36
IV
31.9%
B/E move
1.8%

60Δ

Calls
Pseudo strike
129.36
IV
29.9%
B/E move
1.4%
Puts
Pseudo strike
131.99
IV
30.0%
B/E move
1.5%

65Δ

Calls
Pseudo strike
128.40
IV
30.7%
B/E move
1.2%
Puts
Pseudo strike
132.61
IV
28.2%
B/E move
1.2%

70Δ

Calls
Pseudo strike
127.44
IV
31.6%
B/E move
1.0%
Puts
Pseudo strike
133.24
IV
26.3%
B/E move
0.9%

75Δ

Calls
Pseudo strike
126.47
IV
32.4%
B/E move
0.8%
Puts
Pseudo strike
133.87
IV
24.4%
B/E move
0.7%

80Δ

Calls
Pseudo strike
125.51
IV
33.2%
B/E move
0.7%
Puts
Pseudo strike
134.50
IV
22.5%
B/E move
0.4%

Options history

IV · four-Friday blend24.69%
Daily EOD
FMX23.2%25.6%27.9%2026-10-19: 25.47%2026-10-20: 24.70%2026-10-21: 25.00%2026-10-22: 25.62%2026-10-23: 25.66%2026-10-26: 27.57%2026-10-27: 25.61%2026-10-28: 24.48%2026-10-29: 23.57%2026-10-30: 24.69%Oct 19Oct 23Oct 30
10 observations2026-10-19 — 2026-10-30
Table
DateIV (%)
25.47%
24.70%
25.00%
25.62%
25.66%
27.57%
25.61%
24.48%
23.57%
24.69%