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MercadoLibre Inc. MELI

CONSUMER CYCLICAL · INTERNET RETAIL
i

Market dataready · fetched 2026-10-16T00:18:42.825Z

Delta surfaceAlpaca · derived absolute-delta buckets · 2026-11-20

Calculation methodology

PriceAlpaca · sip · 2026-10-15T23:42:49.97494251Z

FundamentalsAlpha Vantage · quarter 2026-06-30 · fetched 2026-10-16T00:18:42.112070+00:00

Share price$1,850.03
1D+1.9%
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.$19.31$83.97$148.63$213.29$277.95$1533.40$1694.50$1855.61$2016.71$2177.8120Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive MELI spot · $1850.03MELI PRICE$26.30$35.05$45.85$56.12$69.44$82.07$97.19$113.38$133.65$155.02$180.18$202.36$233.75$31.61$41.95$54.70$67.67$80.16$94.12$113.45$129.22$150.02$167.51$196.91$224.04$259.31
PutsExpensive1.10×
CallsFair1.01×
SkewBullish-1.92 pp
Implied moveBearish±$210.64
TiltBearish5.9% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ2100.9443.2%15.0%1663.8345.4%11.8%
25Δ2053.6143.1%12.9%1705.2445.0%10.1%
30Δ2018.1244.5%11.6%1740.3245.7%8.9%
35Δ1978.1844.2%10.0%1775.6545.6%7.7%
40Δ1945.2445.4%8.9%1810.1344.6%6.5%
45Δ1909.8745.2%7.7%1842.7443.8%5.5%
50Δ1876.4745.7%6.7%1875.6244.7%4.7%
55Δ1842.9946.0%5.7%1907.2443.6%3.9%
60Δ1808.5747.1%5.0%1940.7543.5%3.2%
65Δ1772.8947.7%4.2%1971.5042.1%2.5%
70Δ1734.7548.4%3.5%2010.6042.7%2.0%
75Δ1698.5647.4%2.8%2047.8342.0%1.4%
80Δ1655.9347.6%2.1%2091.9141.7%0.9%

20Δ

Calls
Pseudo strike
2100.94
IV
43.2%
B/E move
15.0%
Puts
Pseudo strike
1663.83
IV
45.4%
B/E move
11.8%

25Δ

Calls
Pseudo strike
2053.61
IV
43.1%
B/E move
12.9%
Puts
Pseudo strike
1705.24
IV
45.0%
B/E move
10.1%

30Δ

Calls
Pseudo strike
2018.12
IV
44.5%
B/E move
11.6%
Puts
Pseudo strike
1740.32
IV
45.7%
B/E move
8.9%

35Δ

Calls
Pseudo strike
1978.18
IV
44.2%
B/E move
10.0%
Puts
Pseudo strike
1775.65
IV
45.6%
B/E move
7.7%

40Δ

Calls
Pseudo strike
1945.24
IV
45.4%
B/E move
8.9%
Puts
Pseudo strike
1810.13
IV
44.6%
B/E move
6.5%

45Δ

Calls
Pseudo strike
1909.87
IV
45.2%
B/E move
7.7%
Puts
Pseudo strike
1842.74
IV
43.8%
B/E move
5.5%

50Δ

Calls
Pseudo strike
1876.47
IV
45.7%
B/E move
6.7%
Puts
Pseudo strike
1875.62
IV
44.7%
B/E move
4.7%

55Δ

Calls
Pseudo strike
1842.99
IV
46.0%
B/E move
5.7%
Puts
Pseudo strike
1907.24
IV
43.6%
B/E move
3.9%

60Δ

Calls
Pseudo strike
1808.57
IV
47.1%
B/E move
5.0%
Puts
Pseudo strike
1940.75
IV
43.5%
B/E move
3.2%

65Δ

Calls
Pseudo strike
1772.89
IV
47.7%
B/E move
4.2%
Puts
Pseudo strike
1971.50
IV
42.1%
B/E move
2.5%

70Δ

Calls
Pseudo strike
1734.75
IV
48.4%
B/E move
3.5%
Puts
Pseudo strike
2010.60
IV
42.7%
B/E move
2.0%

75Δ

Calls
Pseudo strike
1698.56
IV
47.4%
B/E move
2.8%
Puts
Pseudo strike
2047.83
IV
42.0%
B/E move
1.4%

80Δ

Calls
Pseudo strike
1655.93
IV
47.6%
B/E move
2.1%
Puts
Pseudo strike
2091.91
IV
41.7%
B/E move
0.9%