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Grupo Supervielle S.A. SUPV

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Market datapartial · fetched 2026-10-22T16:38:52.255Z

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 · 2026-10-22T16:38:46.208164269Z

FundamentalsAlpha Vantage · unavailable

Share price$7.15
1D-1.2%
$7.04$7.10$7.16$7.23$7.295:30 AM6:30 AM9:00 AM1:00 PMSUPV
Sold putSold call

Grupo Supervielle S.A. options

Live interpolated SUPV call and put midpoint premiums by absolute delta.Grupo Supervielle S.A.$0.28$0.72$1.15$1.59$2.02$4.34$5.69$7.03$8.38$9.7220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive SUPV spot · $7.15SUPV PRICE$0.38$0.38$0.36$0.35$0.33$0.44$0.65$0.86$1.07$1.27$1.48$1.69$1.90$0.40$0.44$0.48$0.51$0.55$0.59$0.62$0.66
PutsExpensive1.73×
CallsExpensive1.72×
SkewBearish+11.75 pp
Implied moveBullish±$1.27
TiltBullish44.8% CALL
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ14.70217.8%110.8%5.24160.8%32.4%
25Δ10.94156.0%58.2%5.54147.2%28.7%
30Δ9.41121.1%36.7%5.85133.6%24.9%
35Δ8.6395.0%25.6%6.15120.1%21.1%
40Δ7.8568.9%14.4%6.46106.5%17.4%
45Δ7.3560.7%9.0%6.7693.0%13.6%
50Δ7.0967.0%8.2%7.0779.4%9.9%
55Δ6.8373.3%7.5%7.3765.9%6.1%
60Δ6.5679.5%6.7%
65Δ6.3085.8%5.9%
70Δ6.0492.1%5.1%
75Δ5.7798.4%4.4%
80Δ5.51104.6%3.6%

20Δ

Calls
Pseudo strike
14.70
IV
217.8%
B/E move
110.8%
Puts
Pseudo strike
5.24
IV
160.8%
B/E move
32.4%

25Δ

Calls
Pseudo strike
10.94
IV
156.0%
B/E move
58.2%
Puts
Pseudo strike
5.54
IV
147.2%
B/E move
28.7%

30Δ

Calls
Pseudo strike
9.41
IV
121.1%
B/E move
36.7%
Puts
Pseudo strike
5.85
IV
133.6%
B/E move
24.9%

35Δ

Calls
Pseudo strike
8.63
IV
95.0%
B/E move
25.6%
Puts
Pseudo strike
6.15
IV
120.1%
B/E move
21.1%

40Δ

Calls
Pseudo strike
7.85
IV
68.9%
B/E move
14.4%
Puts
Pseudo strike
6.46
IV
106.5%
B/E move
17.4%

45Δ

Calls
Pseudo strike
7.35
IV
60.7%
B/E move
9.0%
Puts
Pseudo strike
6.76
IV
93.0%
B/E move
13.6%

50Δ

Calls
Pseudo strike
7.09
IV
67.0%
B/E move
8.2%
Puts
Pseudo strike
7.07
IV
79.4%
B/E move
9.9%

55Δ

Calls
Pseudo strike
6.83
IV
73.3%
B/E move
7.5%
Puts
Pseudo strike
7.37
IV
65.9%
B/E move
6.1%

60Δ

Calls
Pseudo strike
6.56
IV
79.5%
B/E move
6.7%
Puts
Pseudo strike
IV
B/E move

65Δ

Calls
Pseudo strike
6.30
IV
85.8%
B/E move
5.9%
Puts
Pseudo strike
IV
B/E move

70Δ

Calls
Pseudo strike
6.04
IV
92.1%
B/E move
5.1%
Puts
Pseudo strike
IV
B/E move

75Δ

Calls
Pseudo strike
5.77
IV
98.4%
B/E move
4.4%
Puts
Pseudo strike
IV
B/E move

80Δ

Calls
Pseudo strike
5.51
IV
104.6%
B/E move
3.6%
Puts
Pseudo strike
IV
B/E move

Options history

No recorded observations