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Telecom Argentina S.A. TEO

COMMUNICATION SERVICES · TELECOM SERVICES
i

Market dataready · fetched 2026-11-13T16:10:14.024Z

Delta surfaceAlpaca · derived absolute-delta buckets · 2027-01-15

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 · 2026-11-13T16:04:00.680653208Z

FundamentalsAlpha Vantage · ready · quarter 2026-06-30 · fetched 2026-11-13T16:01:15.248406+00:00

Share price$10.42
1D+0.6%
$10.35$10.40$10.45$10.49$10.545:30 AM6:30 AM9:00 AM1:00 PMTEO
Sold putSold call

Telecom Argentina S.A. options

Live interpolated TEO call and put midpoint premiums by absolute delta.Telecom Argentina S.A.$0.68$1.14$1.61$2.07$2.54$6.97$9.01$11.05$13.10$15.1420Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ20Δ C unavailable: no unambiguous, price-consistent delta bracketC —25Δ C unavailable: no unambiguous, price-consistent delta bracketC —30Δ C unavailable: no unambiguous, price-consistent delta bracketC —65Δ C unavailable: no unambiguous, price-consistent delta bracketC —70Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —75Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —80Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —OPTION PRICELive TEO spot · $10.42TEO PRICE$0.73$0.85$0.97$1.10$1.22$1.34$1.00$1.10$1.19$1.28$1.42$1.62$1.82$2.01$2.21$2.40
Puts——
Calls——
Skew——
Implied moveBearish±$2.91
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ7.54149.5%37.3%
25Δ8.24133.3%31.4%
30Δ8.95117.1%25.5%
35Δ13.3681.5%35.2%9.65101.0%19.6%
40Δ12.7478.9%30.5%10.2191.0%15.7%
45Δ12.1376.3%25.8%10.6287.0%13.7%
50Δ11.5273.7%21.0%11.0283.1%11.6%
55Δ10.9071.2%16.3%11.4379.1%9.6%
60Δ10.2968.6%11.6%11.8475.1%7.6%
65Δ12.2471.1%5.5%
70Δ
75Δ
80Δ

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
7.54
IV
149.5%
B/E move
37.3%

25Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
8.24
IV
133.3%
B/E move
31.4%

30Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
8.95
IV
117.1%
B/E move
25.5%

35Δ

Calls
Pseudo strike
13.36
IV
81.5%
B/E move
35.2%
Puts
Pseudo strike
9.65
IV
101.0%
B/E move
19.6%

40Δ

Calls
Pseudo strike
12.74
IV
78.9%
B/E move
30.5%
Puts
Pseudo strike
10.21
IV
91.0%
B/E move
15.7%

45Δ

Calls
Pseudo strike
12.13
IV
76.3%
B/E move
25.8%
Puts
Pseudo strike
10.62
IV
87.0%
B/E move
13.7%

50Δ

Calls
Pseudo strike
11.52
IV
73.7%
B/E move
21.0%
Puts
Pseudo strike
11.02
IV
83.1%
B/E move
11.6%

55Δ

Calls
Pseudo strike
10.90
IV
71.2%
B/E move
16.3%
Puts
Pseudo strike
11.43
IV
79.1%
B/E move
9.6%

60Δ

Calls
Pseudo strike
10.29
IV
68.6%
B/E move
11.6%
Puts
Pseudo strike
11.84
IV
75.1%
B/E move
7.6%

65Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
12.24
IV
71.1%
B/E move
5.5%

70Δ

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

75Δ

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

80Δ

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

Options history

IV · four-Friday blend101.75%
Daily EOD
TEO60.7%82.7%104.8%2026-10-19: 63.72%2026-10-20: 69.58%2026-10-21: 73.49%2026-10-22: 71.98%2026-10-23: 82.86%2026-10-26: 73.34%2026-10-27: 90.13%2026-10-28: 93.06%2026-10-29: 100.15%2026-10-30: 101.75%Oct 19Oct 23Oct 30
10 observations2026-10-19 — 2026-10-30
Table
DateIV (%)
63.72%
69.58%
73.49%
71.98%
82.86%
73.34%
90.13%
93.06%
100.15%
101.75%