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PETROLEO BRASILEIRO S.A.-PETROBRAS ADS (REP 1 COMMON SHARE) PBR

ENERGY · OIL & GAS INTEGRATED
i

Market dataready · fetched 2026-11-10T22:26:59.407Z

Delta surfaceAlpaca · derived absolute-delta buckets · 2026-11-13

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 · 2026-11-10T22:06:40.666809986Z

FundamentalsAlpha Vantage · ready · quarter 2026-06-30 · fetched 2026-11-10T22:26:58.991313+00:00

Share price$18.22
1D+0.7%
AH$17.93$18.03$18.14$18.24$18.345:30 AM6:30 AM9:00 AM1:00 PM2:00 PMPBR
Sold putSold callAH

PETROLEO BRASILEIRO S.A.-PETROBRAS ADS (REP 1 COMMON SHARE) options

Live interpolated PBR call and put midpoint premiums by absolute delta.PETROLEO BRASILEIRO S.A.-PETROBRAS ADS (REP 1 COMMON SHARE)$0.08$0.43$0.79$1.15$1.50$17.00$17.50$18.00$18.50$19.0020Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ20Δ C unavailable: no unambiguous, price-consistent delta bracketC —25Δ C unavailable: no unambiguous, price-consistent delta bracketC —OPTION PRICELive PBR spot · $18.22PBR PRICE$0.21$0.26$0.31$0.37$0.44$0.51$0.59$0.68$0.78$0.88$1.10$0.12$0.16$0.20$0.25$0.30$0.36$0.42$0.48$0.54$0.69$0.84$1.04$1.40
PutsExpensive1.77×
Calls——
Skew——
Implied moveBullish±$0.86
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ17.4160.6%5.1%
25Δ17.5860.5%4.4%
30Δ18.8869.2%4.8%17.7260.6%3.9%
35Δ18.7268.5%4.2%17.8660.6%3.3%
40Δ18.5567.8%3.5%18.0060.7%2.8%
45Δ18.4067.8%3.0%18.1260.2%2.5%
50Δ18.2668.0%2.7%18.2559.6%2.1%
55Δ18.1268.2%2.3%18.3759.0%1.8%
60Δ17.9768.4%1.9%18.5058.4%1.4%
65Δ17.8268.0%1.6%18.6862.2%1.2%
70Δ17.6767.7%1.3%18.8666.1%1.1%
75Δ17.5267.3%1.0%19.1071.0%0.9%
80Δ17.2672.1%0.8%19.4978.9%0.7%

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
17.41
IV
60.6%
B/E move
5.1%

25Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
17.58
IV
60.5%
B/E move
4.4%

30Δ

Calls
Pseudo strike
18.88
IV
69.2%
B/E move
4.8%
Puts
Pseudo strike
17.72
IV
60.6%
B/E move
3.9%

35Δ

Calls
Pseudo strike
18.72
IV
68.5%
B/E move
4.2%
Puts
Pseudo strike
17.86
IV
60.6%
B/E move
3.3%

40Δ

Calls
Pseudo strike
18.55
IV
67.8%
B/E move
3.5%
Puts
Pseudo strike
18.00
IV
60.7%
B/E move
2.8%

45Δ

Calls
Pseudo strike
18.40
IV
67.8%
B/E move
3.0%
Puts
Pseudo strike
18.12
IV
60.2%
B/E move
2.5%

50Δ

Calls
Pseudo strike
18.26
IV
68.0%
B/E move
2.7%
Puts
Pseudo strike
18.25
IV
59.6%
B/E move
2.1%

55Δ

Calls
Pseudo strike
18.12
IV
68.2%
B/E move
2.3%
Puts
Pseudo strike
18.37
IV
59.0%
B/E move
1.8%

60Δ

Calls
Pseudo strike
17.97
IV
68.4%
B/E move
1.9%
Puts
Pseudo strike
18.50
IV
58.4%
B/E move
1.4%

65Δ

Calls
Pseudo strike
17.82
IV
68.0%
B/E move
1.6%
Puts
Pseudo strike
18.68
IV
62.2%
B/E move
1.2%

70Δ

Calls
Pseudo strike
17.67
IV
67.7%
B/E move
1.3%
Puts
Pseudo strike
18.86
IV
66.1%
B/E move
1.1%

75Δ

Calls
Pseudo strike
17.52
IV
67.3%
B/E move
1.0%
Puts
Pseudo strike
19.10
IV
71.0%
B/E move
0.9%

80Δ

Calls
Pseudo strike
17.26
IV
72.1%
B/E move
0.8%
Puts
Pseudo strike
19.49
IV
78.9%
B/E move
0.7%

Options history

IV · four-Friday blend45.27%
Daily close
PBR23.8%75.1%126.4%2026-08-12: 36.67%2026-08-13: 73.86%2026-08-14: 35.65%2026-08-17: 42.12%2026-08-18: 38.80%2026-08-19: 53.41%2026-08-20: 47.03%2026-08-21: 52.00%2026-08-25: 32.55%2026-08-26: 32.06%2026-08-27: 119.37%2026-08-28: 30.87%2026-08-31: 38.02%2026-09-01: 42.97%2026-09-02: 51.34%2026-09-03: 41.01%2026-09-04: 37.30%2026-09-08: 39.88%2026-09-09: 38.69%2026-09-10: 61.09%2026-09-11: 42.52%2026-09-14: 41.65%2026-09-15: 45.73%2026-09-16: 53.24%2026-09-17: 56.69%2026-09-18: 43.21%2026-09-21: 46.06%2026-09-22: 44.88%2026-09-23: 51.41%2026-09-24: 46.13%2026-09-25: 46.42%2026-09-28: 51.23%2026-09-29: 50.44%2026-09-30: 61.45%2026-10-01: 68.25%2026-10-02: 62.78%2026-10-05: 43.94%2026-10-06: 41.83%2026-10-07: 40.86%2026-10-08: 41.05%2026-10-09: 42.46%2026-10-12: 44.56%2026-10-13: 44.34%2026-10-14: 45.79%2026-10-15: 48.84%2026-10-16: 56.28%2026-10-19: 58.34%2026-10-20: 63.28%2026-10-21: 67.14%2026-10-22: 87.11%2026-10-23: 73.52%2026-10-26: 49.04%2026-10-27: 43.24%2026-10-28: 40.60%2026-10-29: 42.12%2026-10-30: 45.27%Aug 12Sep 22Oct 30
56 observations2026-08-12 — 2026-10-30
Table
DateIV (%)
36.67%
73.86%
35.65%
42.12%
38.80%
53.41%
47.03%
52.00%
32.55%
32.06%
119.37%
30.87%
38.02%
42.97%
51.34%
41.01%
37.30%
39.88%
38.69%
61.09%
42.52%
41.65%
45.73%
53.24%
56.69%
43.21%
46.06%
44.88%
51.41%
46.13%
46.42%
51.23%
50.44%
61.45%
68.25%
62.78%
43.94%
41.83%
40.86%
41.05%
42.46%
44.56%
44.34%
45.79%
48.84%
56.28%
58.34%
63.28%
67.14%
87.11%
73.52%
49.04%
43.24%
40.60%
42.12%
45.27%