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Companhia Siderurgica Nacional ADR SID

BASIC MATERIALS · STEEL
i

Market dataready · fetched 2026-10-23T04:44:17.007Z

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 · 2026-10-22T23:00:00.001514146Z

FundamentalsAlpha Vantage · ready · quarter 2026-06-30 · fetched 2026-10-23T04:44:16.548254+00:00

Share price$1.04
1D-3.7%
AH$1.01$1.03$1.05$1.07$1.095:30 AM6:30 AM9:00 AM1:00 PM2:00 PMSID
Sold putSold callAH

Companhia Siderurgica Nacional ADR options

Live interpolated SID call and put midpoint premiums by absolute delta.Companhia Siderurgica Nacional ADR$0.00$1.49$2.97$4.46$5.94$-0.15$0.53$1.21$1.89$2.5720Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive SID spot · $1.04SID PRICE$0.05$0.07$0.09$0.11$0.20$0.29$0.34$0.39$0.37$0.44$0.47$0.50$0.53$0.26$0.20$0.14$0.07$0.63$1.56$2.49$3.43$5.51$2.33$1.43$1.24$1.05
PutsExpensive3.22×
CallsExpensive4.25×
SkewBullish-119.03 pp
Implied moveBearish±$2.84
TiltBearish68.2% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ2.11200.7%108.5%0.71484.1%56.8%
25Δ1.90198.3%89.8%0.80358.9%42.6%
30Δ1.69196.0%71.0%0.88233.7%28.3%
35Δ1.73211.8%76.3%0.97108.4%14.0%
40Δ4.45428.3%346.6%1.56130.4%10.7%
45Δ7.17644.7%616.9%2.46241.2%13.9%
50Δ6.66686.1%573.4%3.36352.1%17.1%
55Δ5.71703.1%486.1%4.25463.0%20.4%
60Δ3.83559.5%304.0%6.31588.3%23.1%
65Δ1.90530.6%125.0%3.21387.5%14.8%
70Δ1.63484.3%101.5%2.36307.7%10.8%
75Δ1.35438.1%78.0%2.20259.4%7.7%
80Δ1.07391.9%54.5%2.04211.2%4.6%

20Δ

Calls
Pseudo strike
2.11
IV
200.7%
B/E move
108.5%
Puts
Pseudo strike
0.71
IV
484.1%
B/E move
56.8%

25Δ

Calls
Pseudo strike
1.90
IV
198.3%
B/E move
89.8%
Puts
Pseudo strike
0.80
IV
358.9%
B/E move
42.6%

30Δ

Calls
Pseudo strike
1.69
IV
196.0%
B/E move
71.0%
Puts
Pseudo strike
0.88
IV
233.7%
B/E move
28.3%

35Δ

Calls
Pseudo strike
1.73
IV
211.8%
B/E move
76.3%
Puts
Pseudo strike
0.97
IV
108.4%
B/E move
14.0%

40Δ

Calls
Pseudo strike
4.45
IV
428.3%
B/E move
346.6%
Puts
Pseudo strike
1.56
IV
130.4%
B/E move
10.7%

45Δ

Calls
Pseudo strike
7.17
IV
644.7%
B/E move
616.9%
Puts
Pseudo strike
2.46
IV
241.2%
B/E move
13.9%

50Δ

Calls
Pseudo strike
6.66
IV
686.1%
B/E move
573.4%
Puts
Pseudo strike
3.36
IV
352.1%
B/E move
17.1%

55Δ

Calls
Pseudo strike
5.71
IV
703.1%
B/E move
486.1%
Puts
Pseudo strike
4.25
IV
463.0%
B/E move
20.4%

60Δ

Calls
Pseudo strike
3.83
IV
559.5%
B/E move
304.0%
Puts
Pseudo strike
6.31
IV
588.3%
B/E move
23.1%

65Δ

Calls
Pseudo strike
1.90
IV
530.6%
B/E move
125.0%
Puts
Pseudo strike
3.21
IV
387.5%
B/E move
14.8%

70Δ

Calls
Pseudo strike
1.63
IV
484.3%
B/E move
101.5%
Puts
Pseudo strike
2.36
IV
307.7%
B/E move
10.8%

75Δ

Calls
Pseudo strike
1.35
IV
438.1%
B/E move
78.0%
Puts
Pseudo strike
2.20
IV
259.4%
B/E move
7.7%

80Δ

Calls
Pseudo strike
1.07
IV
391.9%
B/E move
54.5%
Puts
Pseudo strike
2.04
IV
211.2%
B/E move
4.6%

Options history

No recorded observations