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MercadoLibre Inc. MELI

CONSUMER CYCLICAL · INTERNET RETAIL
i

Market dataready · fetched 2026-10-16T21:49:07.571Z

Delta surfaceAlpaca · derived absolute-delta buckets · 2026-10-23

Calculation methodology

PriceAlpaca · sip · 2026-10-16T21:23:42.317669644Z

FundamentalsAlpha Vantage · quarter 2026-06-30 · fetched 2026-10-16T21:49:06.651885+00:00

Share price$1,837.25
1D-1.3%
AH$1,813$1,829$1,844$1,860$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.$6.37$31.26$56.16$81.06$105.95$1715.79$1776.83$1837.87$1898.90$1959.9420Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive MELI spot · $1837.25MELI PRICE$9.06$12.42$15.42$20.28$23.36$27.31$34.06$40.25$46.06$53.31$61.16$68.45$80.39$11.85$14.65$19.40$24.04$29.55$35.02$40.80$47.35$52.72$62.91$72.01$83.34$98.78
PutsFair1.01×
CallsCheap0.87×
SkewBearish+4.73 pp
Implied moveBearish±$74.86
TiltBearish9.3% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ1912.0532.6%4.6%1756.3340.6%5.0%
25Δ1899.0633.4%4.0%1777.4537.6%4.1%
30Δ1884.1232.4%3.4%1790.0038.9%3.6%
35Δ1875.1734.7%3.2%1803.4038.9%3.2%
40Δ1861.8933.0%2.6%1816.0639.5%2.8%
45Δ1850.9732.5%2.2%1828.8639.2%2.4%
50Δ1840.7134.5%2.0%1841.3238.8%2.0%
55Δ1829.5835.1%1.8%1853.6438.6%1.7%
60Δ1818.4334.7%1.5%1865.2137.1%1.3%
65Δ1806.8134.9%1.2%1879.2438.3%1.1%
70Δ1794.7534.9%1.0%1892.7238.0%0.9%
75Δ1783.2933.9%0.8%1907.9338.1%0.7%
80Δ1768.2134.5%0.6%1926.7038.9%0.5%

20Δ

Calls
Pseudo strike
1912.05
IV
32.6%
B/E move
4.6%
Puts
Pseudo strike
1756.33
IV
40.6%
B/E move
5.0%

25Δ

Calls
Pseudo strike
1899.06
IV
33.4%
B/E move
4.0%
Puts
Pseudo strike
1777.45
IV
37.6%
B/E move
4.1%

30Δ

Calls
Pseudo strike
1884.12
IV
32.4%
B/E move
3.4%
Puts
Pseudo strike
1790.00
IV
38.9%
B/E move
3.6%

35Δ

Calls
Pseudo strike
1875.17
IV
34.7%
B/E move
3.2%
Puts
Pseudo strike
1803.40
IV
38.9%
B/E move
3.2%

40Δ

Calls
Pseudo strike
1861.89
IV
33.0%
B/E move
2.6%
Puts
Pseudo strike
1816.06
IV
39.5%
B/E move
2.8%

45Δ

Calls
Pseudo strike
1850.97
IV
32.5%
B/E move
2.2%
Puts
Pseudo strike
1828.86
IV
39.2%
B/E move
2.4%

50Δ

Calls
Pseudo strike
1840.71
IV
34.5%
B/E move
2.0%
Puts
Pseudo strike
1841.32
IV
38.8%
B/E move
2.0%

55Δ

Calls
Pseudo strike
1829.58
IV
35.1%
B/E move
1.8%
Puts
Pseudo strike
1853.64
IV
38.6%
B/E move
1.7%

60Δ

Calls
Pseudo strike
1818.43
IV
34.7%
B/E move
1.5%
Puts
Pseudo strike
1865.21
IV
37.1%
B/E move
1.3%

65Δ

Calls
Pseudo strike
1806.81
IV
34.9%
B/E move
1.2%
Puts
Pseudo strike
1879.24
IV
38.3%
B/E move
1.1%

70Δ

Calls
Pseudo strike
1794.75
IV
34.9%
B/E move
1.0%
Puts
Pseudo strike
1892.72
IV
38.0%
B/E move
0.9%

75Δ

Calls
Pseudo strike
1783.29
IV
33.9%
B/E move
0.8%
Puts
Pseudo strike
1907.93
IV
38.1%
B/E move
0.7%

80Δ

Calls
Pseudo strike
1768.21
IV
34.5%
B/E move
0.6%
Puts
Pseudo strike
1926.70
IV
38.9%
B/E move
0.5%