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MercadoLibre, Inc. Common Stock MELI

i

Market datapartial · fetched 2026-11-06T22:42:02.356Z

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 · 2026-11-06T22:34:48.289487076Z

FundamentalsAlpha Vantage · unavailable

Share price$1,512.06
1D-2.0%
AH$1,500$1,513$1,526$1,539$1,5525:30 AM6:30 AM9:00 AM1:00 PM2:00 PMMELI
Sold putSold callAH

MercadoLibre, Inc. Common Stock options

Live interpolated MELI call and put midpoint premiums by absolute delta.MercadoLibre, Inc. Common Stock$0.00$0.27$0.54$0.81$1.08$-1.51$-0.51$0.50$1.51$2.5120Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ20Δ 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 PRICEMELI 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 blend58.53%
Daily close
MELI29.0%44.8%60.7%2026-08-10: 34.94%2026-08-11: 36.87%2026-08-12: 35.94%2026-08-13: 34.47%2026-08-14: 32.78%2026-08-17: 33.97%2026-08-18: 33.58%2026-08-19: 36.61%2026-08-20: 35.73%2026-08-21: 32.22%2026-08-24: 34.65%2026-08-25: 36.42%2026-08-26: 34.68%2026-08-27: 35.17%2026-08-28: 31.17%2026-08-31: 34.36%2026-09-01: 34.18%2026-09-02: 35.03%2026-09-03: 36.11%2026-09-04: 32.52%2026-09-08: 36.51%2026-09-09: 37.97%2026-09-10: 38.19%2026-09-11: 34.18%2026-09-14: 37.32%2026-09-15: 38.73%2026-09-16: 40.31%2026-09-17: 37.46%2026-09-18: 35.24%2026-09-21: 37.58%2026-09-22: 38.73%2026-09-23: 37.90%2026-09-24: 36.41%2026-09-25: 35.03%2026-09-28: 38.24%2026-09-29: 39.33%2026-09-30: 39.26%2026-10-01: 38.08%2026-10-02: 37.86%2026-10-05: 38.28%2026-10-06: 36.04%2026-10-07: 36.34%2026-10-08: 36.44%2026-10-09: 35.82%2026-10-12: 38.75%2026-10-13: 38.89%2026-10-14: 41.73%2026-10-15: 44.49%2026-10-16: 44.26%2026-10-19: 45.26%2026-10-20: 48.60%2026-10-21: 52.09%2026-10-22: 56.54%2026-10-23: 57.83%2026-10-26: 51.48%2026-10-27: 50.84%2026-10-28: 50.69%2026-10-29: 54.25%2026-10-30: 58.53%Aug 10Sep 21Oct 30
59 observations2026-08-10 — 2026-10-30
Table
DateIV (%)
34.94%
36.87%
35.94%
34.47%
32.78%
33.97%
33.58%
36.61%
35.73%
32.22%
34.65%
36.42%
34.68%
35.17%
31.17%
34.36%
34.18%
35.03%
36.11%
32.52%
36.51%
37.97%
38.19%
34.18%
37.32%
38.73%
40.31%
37.46%
35.24%
37.58%
38.73%
37.90%
36.41%
35.03%
38.24%
39.33%
39.26%
38.08%
37.86%
38.28%
36.04%
36.34%
36.44%
35.82%
38.75%
38.89%
41.73%
44.49%
44.26%
45.26%
48.60%
52.09%
56.54%
57.83%
51.48%
50.84%
50.69%
54.25%
58.53%