IntraAlpha
Create free account Start free

COMPANHIA DE SANEAMENTO B SICO DO ESTADO DE SAO PAULO-SABESP ADS'S SBS

i

Market datapartial · fetched 2026-11-12T02:58:48.355Z

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: 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 · 2026-11-12T00:00:00.00131813Z

FundamentalsAlpha Vantage · unavailable

Share price$4.98
1D-0.2%
AH$4.96$4.98$5.00$5.01$5.035:30 AM6:30 AM9:00 AM1:00 PM2:00 PMSBS
Sold putSold callAH

COMPANHIA DE SANEAMENTO B SICO DO ESTADO DE SAO PAULO-SABESP ADS'S options

Live interpolated SBS call and put midpoint premiums by absolute delta.COMPANHIA DE SANEAMENTO B SICO DO ESTADO DE SAO PAULO-SABESP ADS'S$0.28$0.91$1.53$2.16$2.78$2.57$3.37$4.18$4.99$5.8020Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ20Δ C unavailable: no unambiguous, price-consistent delta bracketC —55Δ C unavailable: no unambiguous, price-consistent delta bracketC —60Δ C unavailable: no unambiguous, price-consistent delta bracketC —65Δ C unavailable: no unambiguous, price-consistent delta bracketC —70Δ C unavailable: no unambiguous, price-consistent delta bracketC —75Δ C unavailable: no unambiguous, price-consistent delta bracketC —80Δ C unavailable: no unambiguous, price-consistent delta bracketC —OPTION PRICELive SBS spot · $4.98SBS PRICE$0.35$0.36$0.37$0.38$0.39$0.39$0.43$0.47$0.50$0.54$0.57$0.63$0.91$1.19$1.47$1.76$2.04$2.32$2.60
PutsExpensive5.29×
Calls——
Skew——
Implied moveBearish±$1.31
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ3.16474.6%45.2%
25Δ9.83421.3%104.4%3.54417.0%38.3%
30Δ8.98370.6%87.6%3.92359.4%31.5%
35Δ8.13320.0%70.7%4.29301.9%24.6%
40Δ7.29269.3%53.9%4.67244.3%17.7%
45Δ6.44218.7%37.1%5.04193.9%11.5%
50Δ5.60168.0%20.3%5.38200.8%10.4%
55Δ5.72207.7%9.2%
60Δ6.05214.7%8.0%
65Δ6.39221.6%6.9%
70Δ6.73228.5%5.7%
75Δ7.07235.5%4.6%
80Δ7.41242.4%3.4%

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
3.16
IV
474.6%
B/E move
45.2%

25Δ

Calls
Pseudo strike
9.83
IV
421.3%
B/E move
104.4%
Puts
Pseudo strike
3.54
IV
417.0%
B/E move
38.3%

30Δ

Calls
Pseudo strike
8.98
IV
370.6%
B/E move
87.6%
Puts
Pseudo strike
3.92
IV
359.4%
B/E move
31.5%

35Δ

Calls
Pseudo strike
8.13
IV
320.0%
B/E move
70.7%
Puts
Pseudo strike
4.29
IV
301.9%
B/E move
24.6%

40Δ

Calls
Pseudo strike
7.29
IV
269.3%
B/E move
53.9%
Puts
Pseudo strike
4.67
IV
244.3%
B/E move
17.7%

45Δ

Calls
Pseudo strike
6.44
IV
218.7%
B/E move
37.1%
Puts
Pseudo strike
5.04
IV
193.9%
B/E move
11.5%

50Δ

Calls
Pseudo strike
5.60
IV
168.0%
B/E move
20.3%
Puts
Pseudo strike
5.38
IV
200.8%
B/E move
10.4%

55Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
5.72
IV
207.7%
B/E move
9.2%

60Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
6.05
IV
214.7%
B/E move
8.0%

65Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
6.39
IV
221.6%
B/E move
6.9%

70Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
6.73
IV
228.5%
B/E move
5.7%

75Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
7.07
IV
235.5%
B/E move
4.6%

80Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
7.41
IV
242.4%
B/E move
3.4%

Options history

IV · four-Friday blend—
Daily EOD

No recorded observations

0 observations