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Grupo Supervielle S.A. SUPV

i

Market datapartial · fetched 2026-11-12T03:05:53.436Z

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 · 2026-11-12T00:00:00.003063009Z

FundamentalsAlpha Vantage · unavailable

Share price$5.82
1D+0.2%
AH$5.63$5.70$5.76$5.82$5.895:30 AM6:30 AM9:00 AM1:00 PM2:00 PMSUPV
Sold putSold callAH

Grupo Supervielle S.A. options

Live interpolated SUPV call and put midpoint premiums by absolute delta.Grupo Supervielle S.A.$0.10$1.88$3.67$5.45$7.24$4.90$5.35$5.79$6.24$6.6920Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ20Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —25Δ C unavailable: no unambiguous, price-consistent delta bracketC —30Δ C unavailable: no unambiguous, price-consistent delta bracketC —70Δ P unavailable: no unambiguous, price-consistent delta bracketP —OPTION PRICELive SUPV spot · $5.82SUPV PRICE$0.46$0.58$0.70$0.82$0.94$1.06$1.18$1.31$1.69$2.22$0.29$0.46$0.64$0.81$0.99$1.16$1.34$1.51$1.69$5.99$6.72
Puts——
Calls——
Skew——
Implied moveBearish±$1.98
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ
25Δ5.02180.7%18.7%
30Δ5.28184.2%17.2%
35Δ7.29246.3%33.1%5.54187.7%15.7%
40Δ6.98248.3%29.9%5.80191.2%14.3%
45Δ6.67250.3%26.6%6.06194.7%12.8%
50Δ6.36252.3%23.4%6.33198.2%11.3%
55Δ6.05254.3%20.1%6.59201.6%9.8%
60Δ5.74256.3%16.8%6.85205.1%8.3%
65Δ5.43258.3%13.6%7.11208.6%6.9%
70Δ5.11260.3%10.3%
75Δ4.62301.8%8.3%11.38424.3%7.3%
80Δ4.01366.1%7.1%12.24410.8%5.3%

20Δ

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

25Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
5.02
IV
180.7%
B/E move
18.7%

30Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
5.28
IV
184.2%
B/E move
17.2%

35Δ

Calls
Pseudo strike
7.29
IV
246.3%
B/E move
33.1%
Puts
Pseudo strike
5.54
IV
187.7%
B/E move
15.7%

40Δ

Calls
Pseudo strike
6.98
IV
248.3%
B/E move
29.9%
Puts
Pseudo strike
5.80
IV
191.2%
B/E move
14.3%

45Δ

Calls
Pseudo strike
6.67
IV
250.3%
B/E move
26.6%
Puts
Pseudo strike
6.06
IV
194.7%
B/E move
12.8%

50Δ

Calls
Pseudo strike
6.36
IV
252.3%
B/E move
23.4%
Puts
Pseudo strike
6.33
IV
198.2%
B/E move
11.3%

55Δ

Calls
Pseudo strike
6.05
IV
254.3%
B/E move
20.1%
Puts
Pseudo strike
6.59
IV
201.6%
B/E move
9.8%

60Δ

Calls
Pseudo strike
5.74
IV
256.3%
B/E move
16.8%
Puts
Pseudo strike
6.85
IV
205.1%
B/E move
8.3%

65Δ

Calls
Pseudo strike
5.43
IV
258.3%
B/E move
13.6%
Puts
Pseudo strike
7.11
IV
208.6%
B/E move
6.9%

70Δ

Calls
Pseudo strike
5.11
IV
260.3%
B/E move
10.3%
Puts
Pseudo strike
IV
B/E move

75Δ

Calls
Pseudo strike
4.62
IV
301.8%
B/E move
8.3%
Puts
Pseudo strike
11.38
IV
424.3%
B/E move
7.3%

80Δ

Calls
Pseudo strike
4.01
IV
366.1%
B/E move
7.1%
Puts
Pseudo strike
12.24
IV
410.8%
B/E move
5.3%

Options history

IV · four-Friday blend97.76%
Daily EOD
SUPV55.7%78.3%100.9%2026-10-19: 58.82%2026-10-21: 64.88%2026-10-22: 61.56%2026-10-23: 82.89%2026-10-28: 97.76%Oct 19Oct 22Oct 28
5 observations2026-10-19 — 2026-10-28
Table
DateIV (%)
58.82%
64.88%
61.56%
82.89%
97.76%