IntraAlpha
Create free account Start free

Petroleo Brasileiro S.A.-Petrobras PBR.A

i

Market datapartial · fetched 2026-10-22T16:41:33.538Z

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 · 2026-10-22T16:41:04.916510914Z

FundamentalsAlpha Vantage · unavailable

Share price$22.78
1D-1.5%
$22.55$22.74$22.93$23.12$23.315:30 AM6:30 AM9:00 AM1:00 PMPBR.A
Sold putSold call

Petroleo Brasileiro S.A.-Petrobras options

Live interpolated PBR.A call and put midpoint premiums by absolute delta.Petroleo Brasileiro S.A.-Petrobras$1.48$1.83$2.17$2.52$2.87$-0.12$0.19$0.50$0.81$1.1220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICEPBR.A PRICE$1.51$1.83$2.14$2.46$2.77$2.03$2.33$2.63
PutsExpensive3.00×
CallsCheap0.73×
SkewBearish+78.64 pp
Implied move——
TiltBullish21.0% CALL
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ
25Δ
30Δ20.12134.0%20.6%
35Δ21.14125.5%17.4%
40Δ22.16117.1%14.2%
45Δ
50Δ
55Δ
60Δ22.2745.9%4.4%
65Δ21.8246.4%3.8%
70Δ21.3746.9%3.2%
75Δ20.9247.4%2.6%
80Δ20.4747.8%2.0%

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

25Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

30Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
20.12
IV
134.0%
B/E move
20.6%

35Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
21.14
IV
125.5%
B/E move
17.4%

40Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
22.16
IV
117.1%
B/E move
14.2%

45Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

50Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

55Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

60Δ

Calls
Pseudo strike
22.27
IV
45.9%
B/E move
4.4%
Puts
Pseudo strike
IV
B/E move

65Δ

Calls
Pseudo strike
21.82
IV
46.4%
B/E move
3.8%
Puts
Pseudo strike
IV
B/E move

70Δ

Calls
Pseudo strike
21.37
IV
46.9%
B/E move
3.2%
Puts
Pseudo strike
IV
B/E move

75Δ

Calls
Pseudo strike
20.92
IV
47.4%
B/E move
2.6%
Puts
Pseudo strike
IV
B/E move

80Δ

Calls
Pseudo strike
20.47
IV
47.8%
B/E move
2.0%
Puts
Pseudo strike
IV
B/E move

Options history

No recorded observations