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Suzano S.A. American Depositary Shares (each representing one Ordinary Share ) representing one Ordinary Share) SUZ

BASIC MATERIALS · PAPER & PAPER PRODUCTS
i

Market dataready · fetched 2026-11-13T02:49:32.090Z

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 · 2026-11-13T00:00:00.001496007Z

FundamentalsAlpha Vantage · ready · quarter 2026-09-30 · fetched 2026-11-13T02:49:31.566087+00:00

Share price$9.82
1D+0.1%
AH$9.57$9.65$9.74$9.82$9.905:30 AM6:30 AM9:00 AM1:00 PM2:00 PMSUZ
Sold putSold callAH

Suzano S.A. American Depositary Shares (each representing one Ordinary Share ) representing one Ordinary Share) options

Live interpolated SUZ call and put midpoint premiums by absolute delta.Suzano S.A. American Depositary Shares (each representing one Ordinary Share ) representing one Ordinary Share)$0.43$1.05$1.67$2.29$2.91$-0.12$0.19$0.50$0.81$1.1220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ20Δ 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 unavailable: no unambiguous, price-consistent delta bracketC —80Δ C unavailable: no unambiguous, price-consistent delta bracketC —OPTION PRICESUZ PRICE$0.50$0.51$0.51$0.51$0.51$0.52$0.52$0.52$0.60$1.03$1.45$1.88$2.30$2.73
PutsExpensive2.29×
Calls——
Skew——
Implied move——
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ6.13413.6%42.7%
25Δ14.37287.9%51.4%6.70363.8%37.0%
30Δ7.26314.0%31.2%
35Δ7.83264.2%25.5%
40Δ8.40214.4%19.7%
45Δ8.97164.6%14.0%
50Δ9.54114.8%8.2%
55Δ10.0877.1%3.5%
60Δ10.5492.9%3.2%
65Δ10.99108.6%2.9%
70Δ11.44124.4%2.6%
75Δ11.89140.1%2.4%
80Δ12.34155.9%2.1%

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
6.13
IV
413.6%
B/E move
42.7%

25Δ

Calls
Pseudo strike
14.37
IV
287.9%
B/E move
51.4%
Puts
Pseudo strike
6.70
IV
363.8%
B/E move
37.0%

30Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
7.26
IV
314.0%
B/E move
31.2%

35Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
7.83
IV
264.2%
B/E move
25.5%

40Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
8.40
IV
214.4%
B/E move
19.7%

45Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
8.97
IV
164.6%
B/E move
14.0%

50Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
9.54
IV
114.8%
B/E move
8.2%

55Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
10.08
IV
77.1%
B/E move
3.5%

60Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
10.54
IV
92.9%
B/E move
3.2%

65Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
10.99
IV
108.6%
B/E move
2.9%

70Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
11.44
IV
124.4%
B/E move
2.6%

75Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
11.89
IV
140.1%
B/E move
2.4%

80Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
12.34
IV
155.9%
B/E move
2.1%

Options history

IV · four-Friday blend—
Daily EOD

No recorded observations

0 observations