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

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Market datapartial · fetched 2026-10-23T00:23:48.577Z

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 · unavailable

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 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$0.41$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-12.41 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
20Δ4.42226.6%37.9%
25Δ5.08165.5%27.8%
30Δ9.89198.7%65.9%5.36157.8%25.2%
35Δ9.54194.5%61.9%5.63150.1%22.5%
40Δ9.06184.8%55.8%5.90142.4%19.9%
45Δ8.59175.0%49.6%6.17134.7%17.2%
50Δ8.11165.3%43.5%6.45127.0%14.6%
55Δ7.64155.5%37.4%6.72119.3%11.9%
60Δ7.16145.8%31.2%6.99111.6%9.3%
65Δ6.69136.0%25.1%7.26103.9%6.6%
70Δ6.22126.2%19.0%7.76105.2%4.4%
75Δ5.74116.5%12.8%9.74167.1%5.0%
80Δ5.27106.7%6.7%

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
4.42
IV
226.6%
B/E move
37.9%

25Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
5.08
IV
165.5%
B/E move
27.8%

30Δ

Calls
Pseudo strike
9.89
IV
198.7%
B/E move
65.9%
Puts
Pseudo strike
5.36
IV
157.8%
B/E move
25.2%

35Δ

Calls
Pseudo strike
9.54
IV
194.5%
B/E move
61.9%
Puts
Pseudo strike
5.63
IV
150.1%
B/E move
22.5%

40Δ

Calls
Pseudo strike
9.06
IV
184.8%
B/E move
55.8%
Puts
Pseudo strike
5.90
IV
142.4%
B/E move
19.9%

45Δ

Calls
Pseudo strike
8.59
IV
175.0%
B/E move
49.6%
Puts
Pseudo strike
6.17
IV
134.7%
B/E move
17.2%

50Δ

Calls
Pseudo strike
8.11
IV
165.3%
B/E move
43.5%
Puts
Pseudo strike
6.45
IV
127.0%
B/E move
14.6%

55Δ

Calls
Pseudo strike
7.64
IV
155.5%
B/E move
37.4%
Puts
Pseudo strike
6.72
IV
119.3%
B/E move
11.9%

60Δ

Calls
Pseudo strike
7.16
IV
145.8%
B/E move
31.2%
Puts
Pseudo strike
6.99
IV
111.6%
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
103.9%
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
9.74
IV
167.1%
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