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Petroleo Brasileiro Petrobras SA ADR PBR

ENERGY · OIL & GAS INTEGRATED
i

Market dataready · fetched 2026-10-21T17:01:25.824Z

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

Calculation methodology

Options historyIV: ThetaData daily EOD, 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 · 2026-10-21T17:01:23.333226588Z

FundamentalsAlpha Vantage · ready · quarter 2026-06-30 · fetched 2026-10-21T17:01:25.403122+00:00

Share price$25.78
1D+0.3%
$25.65$25.75$25.85$25.94$26.045:30 AM6:30 AM9:00 AM1:00 PMPBR
Sold putSold call

Petroleo Brasileiro Petrobras SA ADR options

Live interpolated PBR call and put midpoint premiums by absolute delta.Petroleo Brasileiro Petrobras SA ADR$0.05$0.54$1.03$1.51$2.00$24.21$24.96$25.71$26.46$27.2020Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive PBR spot · $25.77PBR PRICE$0.39$0.13$0.16$0.20$0.23$0.29$0.35$0.41$0.47$0.55$0.67$0.79$0.92$0.10$0.14$0.17$0.21$0.25$0.30$0.35$0.40$0.68$1.43$1.53$1.69$1.86
PutsExpensive1.19×
CallsExpensive1.37×
SkewBearish+6.78 pp
Implied moveBalanced±$0.70
TiltBearish24.2% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ29.81199.1%17.2%25.0447.5%3.3%
25Δ26.3944.7%2.9%25.1846.8%2.9%
30Δ26.2744.4%2.5%25.3246.1%2.5%
35Δ26.1444.0%2.2%25.4645.4%2.0%
40Δ26.0143.6%1.8%25.5744.9%1.8%
45Δ25.9044.2%1.6%25.6844.4%1.5%
50Δ25.7944.8%1.4%25.7943.9%1.3%
55Δ25.6845.5%1.2%25.9043.5%1.1%
60Δ25.5746.1%1.0%26.1363.5%1.3%
65Δ25.4447.1%0.9%26.71113.9%1.9%
70Δ25.2948.6%0.7%26.94105.9%1.4%
75Δ25.1450.1%0.6%27.19100.5%1.1%
80Δ24.9751.9%0.5%27.4495.9%0.8%

20Δ

Calls
Pseudo strike
29.81
IV
199.1%
B/E move
17.2%
Puts
Pseudo strike
25.04
IV
47.5%
B/E move
3.3%

25Δ

Calls
Pseudo strike
26.39
IV
44.7%
B/E move
2.9%
Puts
Pseudo strike
25.18
IV
46.8%
B/E move
2.9%

30Δ

Calls
Pseudo strike
26.27
IV
44.4%
B/E move
2.5%
Puts
Pseudo strike
25.32
IV
46.1%
B/E move
2.5%

35Δ

Calls
Pseudo strike
26.14
IV
44.0%
B/E move
2.2%
Puts
Pseudo strike
25.46
IV
45.4%
B/E move
2.0%

40Δ

Calls
Pseudo strike
26.01
IV
43.6%
B/E move
1.8%
Puts
Pseudo strike
25.57
IV
44.9%
B/E move
1.8%

45Δ

Calls
Pseudo strike
25.90
IV
44.2%
B/E move
1.6%
Puts
Pseudo strike
25.68
IV
44.4%
B/E move
1.5%

50Δ

Calls
Pseudo strike
25.79
IV
44.8%
B/E move
1.4%
Puts
Pseudo strike
25.79
IV
43.9%
B/E move
1.3%

55Δ

Calls
Pseudo strike
25.68
IV
45.5%
B/E move
1.2%
Puts
Pseudo strike
25.90
IV
43.5%
B/E move
1.1%

60Δ

Calls
Pseudo strike
25.57
IV
46.1%
B/E move
1.0%
Puts
Pseudo strike
26.13
IV
63.5%
B/E move
1.3%

65Δ

Calls
Pseudo strike
25.44
IV
47.1%
B/E move
0.9%
Puts
Pseudo strike
26.71
IV
113.9%
B/E move
1.9%

70Δ

Calls
Pseudo strike
25.29
IV
48.6%
B/E move
0.7%
Puts
Pseudo strike
26.94
IV
105.9%
B/E move
1.4%

75Δ

Calls
Pseudo strike
25.14
IV
50.1%
B/E move
0.6%
Puts
Pseudo strike
27.19
IV
100.5%
B/E move
1.1%

80Δ

Calls
Pseudo strike
24.97
IV
51.9%
B/E move
0.5%
Puts
Pseudo strike
27.44
IV
95.9%
B/E move
0.8%

Options history

PBR58.6560.9563.252026-10-19: 58.97%2026-10-20: 62.94%Oct 19Oct 20
Table
DateIV
58.97%
62.94%