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Itau Unibanco Holding S.A. American Depositary Shares ITUB

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Market datapartial · fetched 2026-10-23T04:26:21.539Z

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 · 2026-10-22T23:00:00.002254242Z

FundamentalsAlpha Vantage · unavailable

Share price$9.49
1D-1.1%
AH$9.46$9.52$9.58$9.63$9.695:30 AM6:30 AM9:00 AM1:00 PM2:00 PMITUB
Sold putSold callAH

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$1.85$3.71$5.56$7.42$5.87$7.38$8.90$10.42$11.9320Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive ITUB spot · $9.49ITUB PRICE$0.17$0.23$0.31$0.38$0.46$0.55$0.67$0.79$0.91$1.04$1.27$1.51$1.74$0.27$0.34$0.42$0.50$1.06$1.63$2.21$2.13$1.60$2.95$4.31$6.88$5.94
PutsExpensive2.39×
CallsFair1.02×
SkewBearish+44.44 pp
Implied moveBearish±$2.88
TiltBearish50.2% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ11.2262.5%20.1%8.0781.1%17.8%
25Δ10.8963.1%17.2%8.3778.0%15.4%
30Δ10.6464.0%15.4%8.6874.9%12.9%
35Δ10.4065.0%13.6%8.9971.7%10.5%
40Δ10.1566.0%11.7%9.5295.2%10.8%
45Δ9.9167.1%10.2%10.05119.5%11.3%
50Δ9.6868.5%9.0%10.59143.7%11.7%
55Δ9.4569.8%7.9%10.69132.1%9.8%
60Δ9.2271.2%6.7%10.6379.6%4.8%
65Δ8.9972.6%5.6%11.96112.9%5.2%
70Δ8.6776.0%4.8%13.28146.2%5.5%
75Δ8.3679.4%4.0%15.83191.8%5.7%
80Δ8.0582.8%3.1%15.02158.8%4.3%

20Δ

Calls
Pseudo strike
11.22
IV
62.5%
B/E move
20.1%
Puts
Pseudo strike
8.07
IV
81.1%
B/E move
17.8%

25Δ

Calls
Pseudo strike
10.89
IV
63.1%
B/E move
17.2%
Puts
Pseudo strike
8.37
IV
78.0%
B/E move
15.4%

30Δ

Calls
Pseudo strike
10.64
IV
64.0%
B/E move
15.4%
Puts
Pseudo strike
8.68
IV
74.9%
B/E move
12.9%

35Δ

Calls
Pseudo strike
10.40
IV
65.0%
B/E move
13.6%
Puts
Pseudo strike
8.99
IV
71.7%
B/E move
10.5%

40Δ

Calls
Pseudo strike
10.15
IV
66.0%
B/E move
11.7%
Puts
Pseudo strike
9.52
IV
95.2%
B/E move
10.8%

45Δ

Calls
Pseudo strike
9.91
IV
67.1%
B/E move
10.2%
Puts
Pseudo strike
10.05
IV
119.5%
B/E move
11.3%

50Δ

Calls
Pseudo strike
9.68
IV
68.5%
B/E move
9.0%
Puts
Pseudo strike
10.59
IV
143.7%
B/E move
11.7%

55Δ

Calls
Pseudo strike
9.45
IV
69.8%
B/E move
7.9%
Puts
Pseudo strike
10.69
IV
132.1%
B/E move
9.8%

60Δ

Calls
Pseudo strike
9.22
IV
71.2%
B/E move
6.7%
Puts
Pseudo strike
10.63
IV
79.6%
B/E move
4.8%

65Δ

Calls
Pseudo strike
8.99
IV
72.6%
B/E move
5.6%
Puts
Pseudo strike
11.96
IV
112.9%
B/E move
5.2%

70Δ

Calls
Pseudo strike
8.67
IV
76.0%
B/E move
4.8%
Puts
Pseudo strike
13.28
IV
146.2%
B/E move
5.5%

75Δ

Calls
Pseudo strike
8.36
IV
79.4%
B/E move
4.0%
Puts
Pseudo strike
15.83
IV
191.8%
B/E move
5.7%

80Δ

Calls
Pseudo strike
8.05
IV
82.8%
B/E move
3.1%
Puts
Pseudo strike
15.02
IV
158.8%
B/E move
4.3%

Options history

No recorded observations