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Companhia Siderurgica Nacional S.A. (CSN) SID

BASIC MATERIALS · STEEL
i

Market dataready · fetched 2026-11-12T01:53:16.159Z

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 · 2026-11-12T00:00:00.001966715Z

FundamentalsAlpha Vantage · ready · quarter 2026-06-30 · fetched 2026-11-12T01:53:14.964942+00:00

Share price$0.83
1D-0.2%
AH$0.81$0.82$0.83$0.84$0.845:30 AM6:30 AM9:00 AM1:00 PM2:00 PMSID
Sold putSold callAH

Companhia Siderurgica Nacional S.A. (CSN) options

Live interpolated SID call and put midpoint premiums by absolute delta.Companhia Siderurgica Nacional S.A. (CSN)$0.04$1.27$2.49$3.71$4.94$-0.12$0.19$0.50$0.81$1.1220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ25Δ C unavailable: no unambiguous, price-consistent delta bracketC —30Δ C unavailable: no unambiguous, price-consistent delta bracketC —35Δ C unavailable: no unambiguous, price-consistent delta bracketC —40Δ C unavailable: no unambiguous, price-consistent delta bracketC —45Δ C unavailable: no unambiguous, price-consistent delta bracketC —50Δ 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/P unavailable: no unambiguous, price-consistent delta bracketC/P —80Δ C unavailable: no unambiguous, price-consistent delta bracketC —OPTION PRICESID PRICE$0.42$0.18$0.25$0.33$0.41$0.48$0.56$0.64$0.71$0.79$1.34$1.55$4.59
Puts——
Calls——
Skew——
Implied move——
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ5.14800.0%570.4%0.69363.8%37.5%
25Δ0.79386.4%34.8%
30Δ0.89409.0%32.1%
35Δ0.99431.6%29.4%
40Δ1.09454.2%26.7%
45Δ1.19476.7%24.0%
50Δ1.29499.3%21.4%
55Δ1.39521.9%18.7%
60Δ1.49544.5%16.0%
65Δ2.05651.5%15.0%
70Δ2.28634.5%12.3%
75Δ
80Δ5.14800.0%33.7%

20Δ

Calls
Pseudo strike
5.14
IV
800.0%
B/E move
570.4%
Puts
Pseudo strike
0.69
IV
363.8%
B/E move
37.5%

25Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
0.79
IV
386.4%
B/E move
34.8%

30Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
0.89
IV
409.0%
B/E move
32.1%

35Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
0.99
IV
431.6%
B/E move
29.4%

40Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
1.09
IV
454.2%
B/E move
26.7%

45Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
1.19
IV
476.7%
B/E move
24.0%

50Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
1.29
IV
499.3%
B/E move
21.4%

55Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
1.39
IV
521.9%
B/E move
18.7%

60Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
1.49
IV
544.5%
B/E move
16.0%

65Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
2.05
IV
651.5%
B/E move
15.0%

70Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
2.28
IV
634.5%
B/E move
12.3%

75Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

80Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
5.14
IV
800.0%
B/E move
33.7%

Options history

IV · four-Friday blend320.14%
Daily EOD
SID205.2%266.9%328.7%2026-10-20: 213.68%2026-10-23: 261.91%2026-10-27: 320.14%Oct 20Oct 23Oct 27
3 observations2026-10-20 — 2026-10-27
Table
DateIV (%)
213.68%
261.91%
320.14%