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Companhia de Saneamento Basico do Estado de Sao Paulo SABESP ADR SBS

UTILITIES · UTILITIES - REGULATED WATER
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Market dataready · fetched 2026-10-22T23:21:29.144Z

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 · 2026-10-22T23:00:00.001601185Z

FundamentalsAlpha Vantage · ready · quarter 2026-06-30 · fetched 2026-10-22T23:21:27.808979+00:00

Share price$6.27
1D-0.9%
AH$6.20$6.24$6.27$6.31$6.355:30 AM6:30 AM9:00 AM1:00 PM2:00 PMSBS
Sold putSold callAH

Companhia de Saneamento Basico do Estado de Sao Paulo SABESP ADR options

Live interpolated SBS call and put midpoint premiums by absolute delta.Companhia de Saneamento Basico do Estado de Sao Paulo SABESP ADR$0.41$1.32$2.23$3.14$4.05$3.13$4.75$6.38$8.00$9.6320Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive SBS spot · $6.27SBS PRICE$0.51$0.61$0.70$0.79$0.88$0.97$1.06$1.15$1.24$1.33$1.42$0.53$0.56$0.66$0.77$0.88$0.98$1.09$1.19$1.30$1.41$1.76$3.79
PutsExpensive2.33×
CallsExpensive2.07×
SkewBullish-12.40 pp
Implied moveBearish±$1.97
TiltBearish16.5% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ4.42226.4%37.9%
25Δ5.08165.4%27.8%
30Δ9.89198.6%65.9%5.36157.7%25.2%
35Δ9.54194.4%61.9%5.63150.0%22.5%
40Δ9.06184.6%55.8%5.90142.3%19.9%
45Δ8.59174.9%49.6%6.17134.6%17.2%
50Δ8.11165.2%43.5%6.45126.9%14.6%
55Δ7.64155.4%37.4%6.72119.2%11.9%
60Δ7.16145.7%31.2%6.99111.5%9.3%
65Δ6.69136.0%25.1%7.26103.8%6.6%
70Δ6.22126.2%19.0%7.76105.2%4.4%
75Δ5.74116.5%12.8%9.75167.0%5.0%
80Δ5.27106.7%6.7%

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
4.42
IV
226.4%
B/E move
37.9%

25Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
5.08
IV
165.4%
B/E move
27.8%

30Δ

Calls
Pseudo strike
9.89
IV
198.6%
B/E move
65.9%
Puts
Pseudo strike
5.36
IV
157.7%
B/E move
25.2%

35Δ

Calls
Pseudo strike
9.54
IV
194.4%
B/E move
61.9%
Puts
Pseudo strike
5.63
IV
150.0%
B/E move
22.5%

40Δ

Calls
Pseudo strike
9.06
IV
184.6%
B/E move
55.8%
Puts
Pseudo strike
5.90
IV
142.3%
B/E move
19.9%

45Δ

Calls
Pseudo strike
8.59
IV
174.9%
B/E move
49.6%
Puts
Pseudo strike
6.17
IV
134.6%
B/E move
17.2%

50Δ

Calls
Pseudo strike
8.11
IV
165.2%
B/E move
43.5%
Puts
Pseudo strike
6.45
IV
126.9%
B/E move
14.6%

55Δ

Calls
Pseudo strike
7.64
IV
155.4%
B/E move
37.4%
Puts
Pseudo strike
6.72
IV
119.2%
B/E move
11.9%

60Δ

Calls
Pseudo strike
7.16
IV
145.7%
B/E move
31.2%
Puts
Pseudo strike
6.99
IV
111.5%
B/E move
9.3%

65Δ

Calls
Pseudo strike
6.69
IV
136.0%
B/E move
25.1%
Puts
Pseudo strike
7.26
IV
103.8%
B/E move
6.6%

70Δ

Calls
Pseudo strike
6.22
IV
126.2%
B/E move
19.0%
Puts
Pseudo strike
7.76
IV
105.2%
B/E move
4.4%

75Δ

Calls
Pseudo strike
5.74
IV
116.5%
B/E move
12.8%
Puts
Pseudo strike
9.75
IV
167.0%
B/E move
5.0%

80Δ

Calls
Pseudo strike
5.27
IV
106.7%
B/E move
6.7%
Puts
Pseudo strike
IV
B/E move

Options history

No recorded observations