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IRSA Inversiones y Representaciones S.A. Global Depositary Shares IRS

REAL ESTATE · REAL ESTATE SERVICES
i

Market dataready · fetched 2026-11-12T02:22:58.801Z

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 · 2026-11-12T00:00:00.002529825Z

FundamentalsAlpha Vantage · ready · quarter 2026-09-30 · fetched 2026-11-12T02:22:58.078189+00:00

Share price$12.70
1D+1.2%
AH$12.49$12.62$12.75$12.88$13.015:30 AM6:30 AM9:00 AM1:00 PM2:00 PMIRS
Sold putSold callAH

IRSA Inversiones y Representaciones S.A. Global Depositary Shares options

Live interpolated IRS call and put midpoint premiums by absolute delta.IRSA Inversiones y Representaciones S.A. Global Depositary Shares$0.26$0.62$0.98$1.33$1.69$10.76$11.72$12.68$13.65$14.6120Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ20Δ P unavailable: no unambiguous, price-consistent delta bracketP —25Δ P unavailable: no unambiguous, price-consistent delta bracketP —30Δ P unavailable: no unambiguous, price-consistent delta bracketP —35Δ P unavailable: no unambiguous, price-consistent delta bracketP —65Δ C unavailable: no unambiguous, price-consistent delta bracketC —70Δ C unavailable: no unambiguous, price-consistent delta bracketC —75Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —80Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —OPTION PRICELive IRS spot · $12.70IRS PRICE$0.38$0.38$0.39$0.40$0.42$0.43$0.44$0.46$0.47$0.30$0.51$0.73$0.94$1.16$1.37$1.59
Puts——
Calls——
Skew——
Implied moveBearish±$1.17
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ17.29197.3%39.1%
25Δ15.17143.1%22.4%
30Δ14.67126.5%18.6%
35Δ14.32113.3%15.9%
40Δ13.97100.1%13.2%12.5051.1%3.9%
45Δ13.6186.9%10.6%12.7654.4%3.6%
50Δ13.2673.7%7.9%13.0257.8%3.2%
55Δ12.9060.5%5.2%13.2861.1%2.9%
60Δ12.5547.4%2.5%13.5364.5%2.6%
65Δ13.7967.9%2.2%
70Δ14.0571.2%1.9%
75Δ
80Δ

20Δ

Calls
Pseudo strike
17.29
IV
197.3%
B/E move
39.1%
Puts
Pseudo strike
IV
B/E move

25Δ

Calls
Pseudo strike
15.17
IV
143.1%
B/E move
22.4%
Puts
Pseudo strike
IV
B/E move

30Δ

Calls
Pseudo strike
14.67
IV
126.5%
B/E move
18.6%
Puts
Pseudo strike
IV
B/E move

35Δ

Calls
Pseudo strike
14.32
IV
113.3%
B/E move
15.9%
Puts
Pseudo strike
IV
B/E move

40Δ

Calls
Pseudo strike
13.97
IV
100.1%
B/E move
13.2%
Puts
Pseudo strike
12.50
IV
51.1%
B/E move
3.9%

45Δ

Calls
Pseudo strike
13.61
IV
86.9%
B/E move
10.6%
Puts
Pseudo strike
12.76
IV
54.4%
B/E move
3.6%

50Δ

Calls
Pseudo strike
13.26
IV
73.7%
B/E move
7.9%
Puts
Pseudo strike
13.02
IV
57.8%
B/E move
3.2%

55Δ

Calls
Pseudo strike
12.90
IV
60.5%
B/E move
5.2%
Puts
Pseudo strike
13.28
IV
61.1%
B/E move
2.9%

60Δ

Calls
Pseudo strike
12.55
IV
47.4%
B/E move
2.5%
Puts
Pseudo strike
13.53
IV
64.5%
B/E move
2.6%

65Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
13.79
IV
67.9%
B/E move
2.2%

70Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
14.05
IV
71.2%
B/E move
1.9%

75Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

80Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

Options history

IV · four-Friday blend65.47%
Daily close
IRS47.2%67.8%88.4%2026-08-21: 54.86%2026-08-24: 66.45%2026-08-25: 62.31%2026-08-26: 55.33%2026-08-27: 50.02%2026-08-31: 52.63%2026-09-01: 58.36%2026-09-02: 61.42%2026-09-03: 51.57%2026-09-04: 61.69%2026-09-08: 62.31%2026-09-18: 58.09%2026-09-21: 61.94%2026-09-22: 60.60%2026-09-23: 59.23%2026-09-24: 58.43%2026-09-25: 59.56%2026-10-16: 67.93%2026-10-21: 81.11%2026-10-22: 85.56%2026-10-23: 65.47%Aug 21Sep 8Oct 23
21 observations2026-08-21 — 2026-10-23
Table
DateIV (%)
54.86%
66.45%
62.31%
55.33%
50.02%
52.63%
58.36%
61.42%
51.57%
61.69%
62.31%
58.09%
61.94%
60.60%
59.23%
58.43%
59.56%
67.93%
81.11%
85.56%
65.47%