IntraAlpha
Create free account Start free

Grupo Supervielle S.A. SUPV

i

Market datapartial · fetched 2026-10-23T04:26:39.550Z

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 · 2026-10-22T23:00:00.002169182Z

FundamentalsAlpha Vantage · unavailable

Share price$7.23
1D+0.1%
AH$7.04$7.10$7.16$7.23$7.295:30 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.$0.22$1.52$2.81$4.11$5.41$3.70$5.21$6.72$8.23$9.7420Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive SUPV spot · $7.23SUPV PRICE$0.38$0.38$0.37$0.36$0.36$0.36$0.56$0.76$0.96$1.15$1.35$1.55$1.75$0.46$0.49$0.53$0.56$0.59$0.62$0.65$0.91$1.74$2.56$3.39$4.21$5.04
PutsExpensive2.22×
CallsExpensive1.60×
SkewBearish+50.08 pp
Implied moveBearish±$1.21
TiltBearish35.8% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ14.69216.6%108.4%3.94298.5%51.9%
25Δ11.03155.8%57.7%4.47264.0%45.0%
30Δ9.51122.6%36.6%5.00229.5%38.1%
35Δ8.82100.3%27.1%5.53194.9%31.2%
40Δ8.1478.0%17.5%6.06160.4%24.3%
45Δ7.4857.3%8.5%6.59125.9%17.4%
50Δ7.2361.1%7.8%7.1291.4%10.5%
55Δ6.9864.9%7.0%7.7569.0%5.4%
60Δ6.7268.8%6.2%8.6376.4%4.7%
65Δ6.4772.6%5.4%9.5083.8%4.0%
70Δ6.2176.4%4.7%10.3891.2%3.3%
75Δ5.9680.2%3.9%11.2598.6%2.7%
80Δ5.7184.0%3.1%12.13106.0%2.0%

20Δ

Calls
Pseudo strike
14.69
IV
216.6%
B/E move
108.4%
Puts
Pseudo strike
3.94
IV
298.5%
B/E move
51.9%

25Δ

Calls
Pseudo strike
11.03
IV
155.8%
B/E move
57.7%
Puts
Pseudo strike
4.47
IV
264.0%
B/E move
45.0%

30Δ

Calls
Pseudo strike
9.51
IV
122.6%
B/E move
36.6%
Puts
Pseudo strike
5.00
IV
229.5%
B/E move
38.1%

35Δ

Calls
Pseudo strike
8.82
IV
100.3%
B/E move
27.1%
Puts
Pseudo strike
5.53
IV
194.9%
B/E move
31.2%

40Δ

Calls
Pseudo strike
8.14
IV
78.0%
B/E move
17.5%
Puts
Pseudo strike
6.06
IV
160.4%
B/E move
24.3%

45Δ

Calls
Pseudo strike
7.48
IV
57.3%
B/E move
8.5%
Puts
Pseudo strike
6.59
IV
125.9%
B/E move
17.4%

50Δ

Calls
Pseudo strike
7.23
IV
61.1%
B/E move
7.8%
Puts
Pseudo strike
7.12
IV
91.4%
B/E move
10.5%

55Δ

Calls
Pseudo strike
6.98
IV
64.9%
B/E move
7.0%
Puts
Pseudo strike
7.75
IV
69.0%
B/E move
5.4%

60Δ

Calls
Pseudo strike
6.72
IV
68.8%
B/E move
6.2%
Puts
Pseudo strike
8.63
IV
76.4%
B/E move
4.7%

65Δ

Calls
Pseudo strike
6.47
IV
72.6%
B/E move
5.4%
Puts
Pseudo strike
9.50
IV
83.8%
B/E move
4.0%

70Δ

Calls
Pseudo strike
6.21
IV
76.4%
B/E move
4.7%
Puts
Pseudo strike
10.38
IV
91.2%
B/E move
3.3%

75Δ

Calls
Pseudo strike
5.96
IV
80.2%
B/E move
3.9%
Puts
Pseudo strike
11.25
IV
98.6%
B/E move
2.7%

80Δ

Calls
Pseudo strike
5.71
IV
84.0%
B/E move
3.1%
Puts
Pseudo strike
12.13
IV
106.0%
B/E move
2.0%

Options history

No recorded observations