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Itau Unibanco Holding S.A. American Depositary Shares ITUB

i

Market datapartial · fetched 2026-11-12T16:03:19.333Z

Delta surfaceAlpaca · derived absolute-delta buckets ·

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 · 2026-11-12T16:03:17.528125984Z

FundamentalsAlpha Vantage · unavailable

Share price$7.44
1D+0.5%
$7.37$7.40$7.44$7.47$7.505:30 AM6:30 AM9:00 AM1:00 PMITUB
Sold putSold call

Itau Unibanco Holding S.A. American Depositary Shares options

Live interpolated ITUB call and put midpoint premiums by absolute delta.Itau Unibanco Holding S.A. American Depositary Shares$0.00$0.27$0.54$0.81$1.08$-0.12$0.19$0.50$0.81$1.1220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ20Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —25Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —30Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —35Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —40Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —45Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —50Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —55Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —60Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —65Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —70Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —75Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —80Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —OPTION PRICEITUB PRICE
Puts——
Calls——
Skew——
Implied move——
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ
25Δ
30Δ
35Δ
40Δ
45Δ
50Δ
55Δ
60Δ
65Δ
70Δ
75Δ
80Δ

20Δ

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

25Δ

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

30Δ

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

35Δ

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

40Δ

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

45Δ

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

50Δ

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

55Δ

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

60Δ

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

65Δ

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

70Δ

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

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 blend75.01%
Daily close
ITUB37.4%68.0%98.6%2026-09-02: 60.24%2026-09-04: 63.14%2026-09-09: 94.13%2026-09-18: 64.40%2026-09-21: 56.36%2026-09-22: 77.27%2026-09-23: 74.69%2026-09-24: 72.21%2026-09-25: 78.21%2026-09-28: 58.74%2026-09-29: 70.79%2026-09-30: 68.61%2026-10-01: 85.59%2026-10-02: 93.68%2026-10-05: 48.70%2026-10-06: 72.13%2026-10-09: 94.42%2026-10-12: 90.86%2026-10-16: 70.74%2026-10-19: 61.11%2026-10-20: 59.98%2026-10-21: 60.13%2026-10-22: 70.77%2026-10-23: 57.10%2026-10-26: 51.18%2026-10-27: 41.59%2026-10-28: 87.33%2026-10-29: 92.84%2026-10-30: 75.01%Sep 2Oct 5Oct 30
29 observations2026-09-02 — 2026-10-30
Table
DateIV (%)
60.24%
63.14%
94.13%
64.40%
56.36%
77.27%
74.69%
72.21%
78.21%
58.74%
70.79%
68.61%
85.59%
93.68%
48.70%
72.13%
94.42%
90.86%
70.74%
61.11%
59.98%
60.13%
70.77%
57.10%
51.18%
41.59%
87.33%
92.84%
75.01%