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Petroleo Brasileiro Petrobras SA ADR PBR

ENERGY · OIL & GAS INTEGRATED
i

Market dataready · fetched 2026-10-21T17:49:38.486Z

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

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 · 2026-10-21T17:49:29.27492506Z

FundamentalsAlpha Vantage · ready · quarter 2026-06-30 · fetched 2026-10-21T17:49:37.413387+00:00

Share price$25.76
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$0.53$1.01$1.49$1.97$24.00$24.80$25.59$26.39$27.1820Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive PBR spot · $25.76PBR PRICE$0.37$0.13$0.16$0.20$0.23$0.29$0.35$0.41$0.47$0.56$0.67$0.78$0.92$0.10$0.14$0.17$0.21$0.36$0.60$0.83$1.07$1.31$0.87$1.37$1.66$1.83
PutsExpensive1.37×
CallsExpensive1.35×
SkewBearish+17.04 pp
Implied moveBearish±$1.19
TiltBearish30.9% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ29.54188.3%16.1%25.0248.0%3.3%
25Δ26.3945.2%2.9%25.1646.9%2.9%
30Δ26.2544.7%2.6%25.3045.9%2.5%
35Δ26.1244.2%2.2%25.4444.8%2.0%
40Δ25.9943.8%1.8%25.6354.0%1.9%
45Δ25.8844.4%1.6%25.8470.0%2.0%
50Δ25.7745.0%1.4%26.0585.9%2.1%
55Δ25.6645.6%1.2%26.26101.9%2.2%
60Δ25.5546.1%1.0%26.47117.9%2.3%
65Δ25.4347.1%0.9%26.3865.1%1.0%
70Δ25.2848.4%0.7%26.8391.7%1.2%
75Δ25.1349.7%0.6%27.1599.2%1.1%
80Δ24.9652.0%0.5%27.4094.4%0.7%

20Δ

Calls
Pseudo strike
29.54
IV
188.3%
B/E move
16.1%
Puts
Pseudo strike
25.02
IV
48.0%
B/E move
3.3%

25Δ

Calls
Pseudo strike
26.39
IV
45.2%
B/E move
2.9%
Puts
Pseudo strike
25.16
IV
46.9%
B/E move
2.9%

30Δ

Calls
Pseudo strike
26.25
IV
44.7%
B/E move
2.6%
Puts
Pseudo strike
25.30
IV
45.9%
B/E move
2.5%

35Δ

Calls
Pseudo strike
26.12
IV
44.2%
B/E move
2.2%
Puts
Pseudo strike
25.44
IV
44.8%
B/E move
2.0%

40Δ

Calls
Pseudo strike
25.99
IV
43.8%
B/E move
1.8%
Puts
Pseudo strike
25.63
IV
54.0%
B/E move
1.9%

45Δ

Calls
Pseudo strike
25.88
IV
44.4%
B/E move
1.6%
Puts
Pseudo strike
25.84
IV
70.0%
B/E move
2.0%

50Δ

Calls
Pseudo strike
25.77
IV
45.0%
B/E move
1.4%
Puts
Pseudo strike
26.05
IV
85.9%
B/E move
2.1%

55Δ

Calls
Pseudo strike
25.66
IV
45.6%
B/E move
1.2%
Puts
Pseudo strike
26.26
IV
101.9%
B/E move
2.2%

60Δ

Calls
Pseudo strike
25.55
IV
46.1%
B/E move
1.0%
Puts
Pseudo strike
26.47
IV
117.9%
B/E move
2.3%

65Δ

Calls
Pseudo strike
25.43
IV
47.1%
B/E move
0.9%
Puts
Pseudo strike
26.38
IV
65.1%
B/E move
1.0%

70Δ

Calls
Pseudo strike
25.28
IV
48.4%
B/E move
0.7%
Puts
Pseudo strike
26.83
IV
91.7%
B/E move
1.2%

75Δ

Calls
Pseudo strike
25.13
IV
49.7%
B/E move
0.6%
Puts
Pseudo strike
27.15
IV
99.2%
B/E move
1.1%

80Δ

Calls
Pseudo strike
24.96
IV
52.0%
B/E move
0.5%
Puts
Pseudo strike
27.40
IV
94.4%
B/E move
0.7%

Options history

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