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PAMPA ENERGIA S.A. PAM

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Market datapartial · fetched 2026-10-23T03:01:21.201Z

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 and implied move: recorded expiration-specific observations.

History data

PriceAlpaca · sip · 2026-10-22T23:00:00.003473703Z

FundamentalsAlpha Vantage · unavailable

Share price$77.90
1D+0.8%
AH$75.47$76.12$76.78$77.43$78.085:30 AM6:30 AM9:00 AM1:00 PM2:00 PMPAM
Sold putSold callAH

PAMPA ENERGIA S.A. options

Live interpolated PAM call and put midpoint premiums by absolute delta.PAMPA ENERGIA S.A.$0.83$4.54$8.25$11.96$15.67$65.58$71.34$77.10$82.86$88.6220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive PAM spot · $77.90PAM PRICE$1.28$1.23$1.62$2.00$2.39$2.78$3.19$3.60$4.00$4.41$5.04$6.20$7.37$1.37$1.68$2.00$2.36$3.01$3.66$4.31$4.96$5.87$6.79$7.70$9.88$14.60
PutsExpensive1.41×
CallsExpensive1.15×
SkewBearish+7.32 pp
Implied moveBearish±$7.50
TiltBearish20.4% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ90.5356.4%17.9%69.8152.3%12.1%
25Δ84.7439.2%10.4%71.6948.5%10.1%
30Δ83.4939.4%9.3%73.4745.2%8.3%
35Δ82.2439.6%8.1%75.1742.4%6.5%
40Δ80.9939.9%7.0%76.3843.0%5.8%
45Δ79.7939.8%6.0%77.5943.5%5.1%
50Δ78.7738.4%5.2%78.8144.1%4.4%
55Δ77.7637.1%4.4%80.0244.7%3.6%
60Δ76.7435.7%3.7%81.3844.4%3.1%
65Δ75.7234.4%2.9%82.7444.1%2.5%
70Δ74.5833.8%2.2%84.1043.8%1.9%
75Δ73.1435.2%1.9%86.6447.1%1.5%
80Δ71.7036.5%1.5%91.5357.5%1.2%

20Δ

Calls
Pseudo strike
90.53
IV
56.4%
B/E move
17.9%
Puts
Pseudo strike
69.81
IV
52.3%
B/E move
12.1%

25Δ

Calls
Pseudo strike
84.74
IV
39.2%
B/E move
10.4%
Puts
Pseudo strike
71.69
IV
48.5%
B/E move
10.1%

30Δ

Calls
Pseudo strike
83.49
IV
39.4%
B/E move
9.3%
Puts
Pseudo strike
73.47
IV
45.2%
B/E move
8.3%

35Δ

Calls
Pseudo strike
82.24
IV
39.6%
B/E move
8.1%
Puts
Pseudo strike
75.17
IV
42.4%
B/E move
6.5%

40Δ

Calls
Pseudo strike
80.99
IV
39.9%
B/E move
7.0%
Puts
Pseudo strike
76.38
IV
43.0%
B/E move
5.8%

45Δ

Calls
Pseudo strike
79.79
IV
39.8%
B/E move
6.0%
Puts
Pseudo strike
77.59
IV
43.5%
B/E move
5.1%

50Δ

Calls
Pseudo strike
78.77
IV
38.4%
B/E move
5.2%
Puts
Pseudo strike
78.81
IV
44.1%
B/E move
4.4%

55Δ

Calls
Pseudo strike
77.76
IV
37.1%
B/E move
4.4%
Puts
Pseudo strike
80.02
IV
44.7%
B/E move
3.6%

60Δ

Calls
Pseudo strike
76.74
IV
35.7%
B/E move
3.7%
Puts
Pseudo strike
81.38
IV
44.4%
B/E move
3.1%

65Δ

Calls
Pseudo strike
75.72
IV
34.4%
B/E move
2.9%
Puts
Pseudo strike
82.74
IV
44.1%
B/E move
2.5%

70Δ

Calls
Pseudo strike
74.58
IV
33.8%
B/E move
2.2%
Puts
Pseudo strike
84.10
IV
43.8%
B/E move
1.9%

75Δ

Calls
Pseudo strike
73.14
IV
35.2%
B/E move
1.9%
Puts
Pseudo strike
86.64
IV
47.1%
B/E move
1.5%

80Δ

Calls
Pseudo strike
71.70
IV
36.5%
B/E move
1.5%
Puts
Pseudo strike
91.53
IV
57.5%
B/E move
1.2%

Options history

No recorded observations