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MercadoLibre Inc. MELI

CONSUMER CYCLICAL · INTERNET RETAIL
i

Market dataready · fetched 2026-10-15T20:05:38.417Z

Delta surfaceAlpaca · derived absolute-delta buckets · 2026-10-16

Calculation methodology

PriceAlpaca · sip · 2026-10-15T20:01:30.82770287Z

FundamentalsAlpha Vantage · quarter 2026-06-30 · fetched 2026-10-15T20:05:37.361566+00:00

Share price$1,859.50
1D+2.2%
AH$1,815$1,831$1,846$1,861$1,8765:30 AM6:30 AM9:00 AM1:00 PM2:00 PMMELI
Sold putSold callAH

MercadoLibre Inc. options

Live interpolated MELI call and put midpoint premiums by absolute delta.MercadoLibre Inc.$3.62$16.73$29.83$42.93$56.03$1792.16$1825.78$1859.39$1893.01$1926.6320Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔATM · $1859.50OPTION PRICELive MELI spot · $1859.50MELI PRICE$5.04$7.13$8.11$9.25$10.59$14.40$15.72$19.66$20.00$23.84$29.14$30.63$40.15$7.29$7.83$10.88$13.75$15.70$19.25$21.37$24.86$28.11$34.68$37.97$44.27$52.26
PutsExpensive1.47×
CallsCheap0.76×
SkewBearish+13.48 pp
Implied moveBearish±$37.09
TiltBearish15.3% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ1899.0146.8%2.4%1807.4266.0%3.2%
25Δ1893.1049.5%2.2%1826.1352.8%2.2%
30Δ1883.0044.3%1.7%1831.3957.6%2.1%
35Δ1875.5440.8%1.4%1838.5658.9%1.9%
40Δ1869.5838.5%1.1%1846.8055.6%1.5%
45Δ1865.5444.1%1.1%1853.5957.1%1.4%
50Δ1860.1441.0%0.9%1860.4654.0%1.1%
55Δ1854.8344.1%0.8%1867.0453.9%0.9%
60Δ1850.6438.8%0.6%1873.4552.6%0.8%
65Δ1845.1440.0%0.5%1881.7256.1%0.7%
70Δ1838.4842.4%0.4%1887.7953.5%0.5%
75Δ1834.7538.8%0.3%1896.2254.0%0.4%
80Δ1824.2043.0%0.3%1906.0654.9%0.3%

20Δ

Calls
Pseudo strike
1899.01
IV
46.8%
B/E move
2.4%
Puts
Pseudo strike
1807.42
IV
66.0%
B/E move
3.2%

25Δ

Calls
Pseudo strike
1893.10
IV
49.5%
B/E move
2.2%
Puts
Pseudo strike
1826.13
IV
52.8%
B/E move
2.2%

30Δ

Calls
Pseudo strike
1883.00
IV
44.3%
B/E move
1.7%
Puts
Pseudo strike
1831.39
IV
57.6%
B/E move
2.1%

35Δ

Calls
Pseudo strike
1875.54
IV
40.8%
B/E move
1.4%
Puts
Pseudo strike
1838.56
IV
58.9%
B/E move
1.9%

40Δ

Calls
Pseudo strike
1869.58
IV
38.5%
B/E move
1.1%
Puts
Pseudo strike
1846.80
IV
55.6%
B/E move
1.5%

45Δ

Calls
Pseudo strike
1865.54
IV
44.1%
B/E move
1.1%
Puts
Pseudo strike
1853.59
IV
57.1%
B/E move
1.4%

50Δ

Calls
Pseudo strike
1860.14
IV
41.0%
B/E move
0.9%
Puts
Pseudo strike
1860.46
IV
54.0%
B/E move
1.1%

55Δ

Calls
Pseudo strike
1854.83
IV
44.1%
B/E move
0.8%
Puts
Pseudo strike
1867.04
IV
53.9%
B/E move
0.9%

60Δ

Calls
Pseudo strike
1850.64
IV
38.8%
B/E move
0.6%
Puts
Pseudo strike
1873.45
IV
52.6%
B/E move
0.8%

65Δ

Calls
Pseudo strike
1845.14
IV
40.0%
B/E move
0.5%
Puts
Pseudo strike
1881.72
IV
56.1%
B/E move
0.7%

70Δ

Calls
Pseudo strike
1838.48
IV
42.4%
B/E move
0.4%
Puts
Pseudo strike
1887.79
IV
53.5%
B/E move
0.5%

75Δ

Calls
Pseudo strike
1834.75
IV
38.8%
B/E move
0.3%
Puts
Pseudo strike
1896.22
IV
54.0%
B/E move
0.4%

80Δ

Calls
Pseudo strike
1824.20
IV
43.0%
B/E move
0.3%
Puts
Pseudo strike
1906.06
IV
54.9%
B/E move
0.3%