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Petroleo Brasileiro S.A.-Petrobras PBR.A

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Market datapartial · fetched 2026-10-22T17:45:11.733Z

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 · 2026-10-22T17:44:45.361825439Z

FundamentalsAlpha Vantage · unavailable

Share price$22.87
1D-1.1%
$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$0.48$1.12$1.75$2.39$3.02$16.63$19.50$22.37$25.24$28.1120Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive PBR.A spot · $22.86PBR.A PRICE$0.55$0.69$0.83$0.97$1.11$1.25$1.44$1.79$2.14$2.49$2.84$2.70$2.66$2.63$2.59$2.56$2.52
PutsExpensive1.91×
CallsCheap0.72×
SkewBearish+33.46 pp
Implied moveBearish±$3.77
TiltBalanced1.3% CALL
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ
25Δ
30Δ24.8647.0%11.1%
35Δ24.4546.4%9.9%
40Δ24.0445.8%8.7%
45Δ23.6345.2%7.6%22.80107.2%12.1%
50Δ23.2244.7%6.4%23.2096.1%10.2%
55Δ22.8144.1%5.2%23.5984.9%8.3%
60Δ22.3843.9%4.2%23.9973.8%6.4%
65Δ21.9145.1%3.6%24.3862.6%4.6%
70Δ21.4446.3%3.1%24.7751.5%2.7%
75Δ20.9647.5%2.6%
80Δ20.4948.7%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
24.86
IV
47.0%
B/E move
11.1%
Puts
Pseudo strike
IV
B/E move

35Δ

Calls
Pseudo strike
24.45
IV
46.4%
B/E move
9.9%
Puts
Pseudo strike
IV
B/E move

40Δ

Calls
Pseudo strike
24.04
IV
45.8%
B/E move
8.7%
Puts
Pseudo strike
IV
B/E move

45Δ

Calls
Pseudo strike
23.63
IV
45.2%
B/E move
7.6%
Puts
Pseudo strike
22.80
IV
107.2%
B/E move
12.1%

50Δ

Calls
Pseudo strike
23.22
IV
44.7%
B/E move
6.4%
Puts
Pseudo strike
23.20
IV
96.1%
B/E move
10.2%

55Δ

Calls
Pseudo strike
22.81
IV
44.1%
B/E move
5.2%
Puts
Pseudo strike
23.59
IV
84.9%
B/E move
8.3%

60Δ

Calls
Pseudo strike
22.38
IV
43.9%
B/E move
4.2%
Puts
Pseudo strike
23.99
IV
73.8%
B/E move
6.4%

65Δ

Calls
Pseudo strike
21.91
IV
45.1%
B/E move
3.6%
Puts
Pseudo strike
24.38
IV
62.6%
B/E move
4.6%

70Δ

Calls
Pseudo strike
21.44
IV
46.3%
B/E move
3.1%
Puts
Pseudo strike
24.77
IV
51.5%
B/E move
2.7%

75Δ

Calls
Pseudo strike
20.96
IV
47.5%
B/E move
2.6%
Puts
Pseudo strike
IV
B/E move

80Δ

Calls
Pseudo strike
20.49
IV
48.7%
B/E move
2.0%
Puts
Pseudo strike
IV
B/E move

Options history

No recorded observations