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PAMPA ENERGIA S.A. PAM

i

Market datapartial · fetched 2026-11-12T14:56:21.441Z

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: 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 · 2026-11-12T14:56:10.272497548Z

FundamentalsAlpha Vantage · unavailable

Share price$61.96
1D-3.3%
$61.43$62.05$62.66$63.28$63.895:30 AM6:30 AM9:00 AM1:00 PMPAM
Sold putSold call

PAMPA ENERGIA S.A. options

Live interpolated PAM call and put midpoint premiums by absolute delta.PAMPA ENERGIA S.A.$0.84$2.20$3.57$4.94$6.30$54.18$58.28$62.38$66.49$70.5920Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive PAM spot · $61.96PAM PRICE$0.98$1.20$1.27$1.39$1.68$1.96$2.24$2.53$2.81$3.10$3.85$4.88$5.91$1.09$1.15$1.22$1.32$1.47$1.62$1.77$1.92$2.07$2.22$2.37$2.52$2.67
PutsCheap0.80×
CallsExpensive1.46×
SkewBullish-16.39 pp
Implied moveBullish±$4.01
TiltBullish18.2% CALL
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ71.3799.5%16.8%55.2698.6%12.6%
25Δ69.1794.6%13.6%56.9983.9%9.9%
30Δ66.8179.5%9.9%58.7369.2%7.2%
35Δ64.8267.5%6.9%60.1157.6%5.1%
40Δ64.0665.8%6.1%60.5454.5%4.7%
45Δ63.3164.1%5.3%60.9651.4%4.2%
50Δ62.5562.4%4.6%61.3948.3%3.8%
55Δ61.7960.7%3.8%61.8145.1%3.3%
60Δ61.0459.0%3.0%62.2442.0%2.9%
65Δ60.2857.3%2.3%62.6638.9%2.4%
70Δ59.2459.3%1.8%63.0935.8%2.0%
75Δ58.0363.5%1.5%63.5132.7%1.6%
80Δ56.8167.7%1.2%63.9429.6%1.1%

20Δ

Calls
Pseudo strike
71.37
IV
99.5%
B/E move
16.8%
Puts
Pseudo strike
55.26
IV
98.6%
B/E move
12.6%

25Δ

Calls
Pseudo strike
69.17
IV
94.6%
B/E move
13.6%
Puts
Pseudo strike
56.99
IV
83.9%
B/E move
9.9%

30Δ

Calls
Pseudo strike
66.81
IV
79.5%
B/E move
9.9%
Puts
Pseudo strike
58.73
IV
69.2%
B/E move
7.2%

35Δ

Calls
Pseudo strike
64.82
IV
67.5%
B/E move
6.9%
Puts
Pseudo strike
60.11
IV
57.6%
B/E move
5.1%

40Δ

Calls
Pseudo strike
64.06
IV
65.8%
B/E move
6.1%
Puts
Pseudo strike
60.54
IV
54.5%
B/E move
4.7%

45Δ

Calls
Pseudo strike
63.31
IV
64.1%
B/E move
5.3%
Puts
Pseudo strike
60.96
IV
51.4%
B/E move
4.2%

50Δ

Calls
Pseudo strike
62.55
IV
62.4%
B/E move
4.6%
Puts
Pseudo strike
61.39
IV
48.3%
B/E move
3.8%

55Δ

Calls
Pseudo strike
61.79
IV
60.7%
B/E move
3.8%
Puts
Pseudo strike
61.81
IV
45.1%
B/E move
3.3%

60Δ

Calls
Pseudo strike
61.04
IV
59.0%
B/E move
3.0%
Puts
Pseudo strike
62.24
IV
42.0%
B/E move
2.9%

65Δ

Calls
Pseudo strike
60.28
IV
57.3%
B/E move
2.3%
Puts
Pseudo strike
62.66
IV
38.9%
B/E move
2.4%

70Δ

Calls
Pseudo strike
59.24
IV
59.3%
B/E move
1.8%
Puts
Pseudo strike
63.09
IV
35.8%
B/E move
2.0%

75Δ

Calls
Pseudo strike
58.03
IV
63.5%
B/E move
1.5%
Puts
Pseudo strike
63.51
IV
32.7%
B/E move
1.6%

80Δ

Calls
Pseudo strike
56.81
IV
67.7%
B/E move
1.2%
Puts
Pseudo strike
63.94
IV
29.6%
B/E move
1.1%

Options history

IV · four-Friday blend40.31%
Daily EOD
PAM37.6%39.0%40.5%2026-10-19: 38.41%2026-10-20: 37.76%2026-10-21: 37.96%2026-10-22: 39.00%2026-10-23: 38.50%2026-10-26: 39.43%2026-10-27: 38.34%2026-10-28: 39.48%2026-10-29: 38.68%2026-10-30: 40.31%Oct 19Oct 23Oct 30
10 observations2026-10-19 — 2026-10-30
Table
DateIV (%)
38.41%
37.76%
37.96%
39.00%
38.50%
39.43%
38.34%
39.48%
38.68%
40.31%