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Telecom Argentina S.A. TEO

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Market datapartial · fetched 2026-10-23T03:16:15.445Z

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 · 2026-10-22T23:00:00.001733126Z

FundamentalsAlpha Vantage · unavailable

Share price$12.66
1D-1.8%
AH$12.44$12.56$12.69$12.81$12.935:30 AM6:30 AM9:00 AM1:00 PM2:00 PMTEO
Sold putSold callAH

Telecom Argentina S.A. options

Live interpolated TEO call and put midpoint premiums by absolute delta.Telecom Argentina S.A.$0.59$2.80$5.01$7.23$9.44$7.12$10.02$12.93$15.83$18.7320Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive TEO spot · $12.66TEO PRICE$0.83$1.28$1.22$1.06$1.24$1.43$1.62$1.82$2.05$2.28$2.51$2.74$1.33$1.33$1.24$1.14$1.05$1.16$1.50$1.84$2.19$2.53$2.97$4.69$8.80
PutsExpensive2.38×
CallsExpensive2.61×
SkewBullish-14.99 pp
Implied moveBearish±$2.93
TiltBearish22.6% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ8.92244.2%40.0%
25Δ21.08188.5%73.0%10.14191.4%30.4%
30Δ24.83265.9%106.3%10.81159.5%24.4%
35Δ18.64195.3%56.9%11.47127.6%18.4%
40Δ14.81125.3%25.3%12.1495.6%12.4%
45Δ14.18123.2%21.9%12.7179.5%8.7%
50Δ13.56121.2%18.4%13.1882.0%7.8%
55Δ12.94119.1%15.0%13.6484.5%6.8%
60Δ12.36116.2%12.0%14.1187.0%5.9%
65Δ11.89111.5%10.1%14.5789.5%4.9%
70Δ11.42106.8%8.2%15.1393.5%4.0%
75Δ10.96102.1%6.3%16.88117.0%3.7%
80Δ10.4997.4%4.5%21.00165.7%3.6%

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
8.92
IV
244.2%
B/E move
40.0%

25Δ

Calls
Pseudo strike
21.08
IV
188.5%
B/E move
73.0%
Puts
Pseudo strike
10.14
IV
191.4%
B/E move
30.4%

30Δ

Calls
Pseudo strike
24.83
IV
265.9%
B/E move
106.3%
Puts
Pseudo strike
10.81
IV
159.5%
B/E move
24.4%

35Δ

Calls
Pseudo strike
18.64
IV
195.3%
B/E move
56.9%
Puts
Pseudo strike
11.47
IV
127.6%
B/E move
18.4%

40Δ

Calls
Pseudo strike
14.81
IV
125.3%
B/E move
25.3%
Puts
Pseudo strike
12.14
IV
95.6%
B/E move
12.4%

45Δ

Calls
Pseudo strike
14.18
IV
123.2%
B/E move
21.9%
Puts
Pseudo strike
12.71
IV
79.5%
B/E move
8.7%

50Δ

Calls
Pseudo strike
13.56
IV
121.2%
B/E move
18.4%
Puts
Pseudo strike
13.18
IV
82.0%
B/E move
7.8%

55Δ

Calls
Pseudo strike
12.94
IV
119.1%
B/E move
15.0%
Puts
Pseudo strike
13.64
IV
84.5%
B/E move
6.8%

60Δ

Calls
Pseudo strike
12.36
IV
116.2%
B/E move
12.0%
Puts
Pseudo strike
14.11
IV
87.0%
B/E move
5.9%

65Δ

Calls
Pseudo strike
11.89
IV
111.5%
B/E move
10.1%
Puts
Pseudo strike
14.57
IV
89.5%
B/E move
4.9%

70Δ

Calls
Pseudo strike
11.42
IV
106.8%
B/E move
8.2%
Puts
Pseudo strike
15.13
IV
93.5%
B/E move
4.0%

75Δ

Calls
Pseudo strike
10.96
IV
102.1%
B/E move
6.3%
Puts
Pseudo strike
16.88
IV
117.0%
B/E move
3.7%

80Δ

Calls
Pseudo strike
10.49
IV
97.4%
B/E move
4.5%
Puts
Pseudo strike
21.00
IV
165.7%
B/E move
3.6%

Options history

No recorded observations