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Telecom Argentina SA ADR TEO

COMMUNICATION SERVICES · TELECOM SERVICES
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Market dataready · fetched 2026-10-23T04:08:04.496Z

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 · ready · quarter 2026-06-30 · fetched 2026-10-23T04:08:03.896167+00:00

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 SA ADR options

Live interpolated TEO call and put midpoint premiums by absolute delta.Telecom Argentina SA ADR$0.59$2.80$5.01$7.22$9.43$7.10$10.01$12.92$15.83$18.7520Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION 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$2.96$4.68$8.80
PutsExpensive2.39×
CallsExpensive2.62×
SkewBullish-14.85 pp
Implied moveBearish±$2.93
TiltBearish22.5% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ8.92244.6%40.0%
25Δ21.08188.7%73.0%10.14191.7%30.4%
30Δ24.83266.2%106.3%10.81159.7%24.4%
35Δ18.64195.6%56.9%11.47127.7%18.4%
40Δ14.81125.5%25.3%12.1495.8%12.4%
45Δ14.18123.4%21.9%12.7179.7%8.7%
50Δ13.56121.3%18.4%13.1882.5%7.8%
55Δ12.94119.2%15.0%13.6485.2%6.8%
60Δ12.36116.4%12.0%14.1088.0%5.9%
65Δ11.89112.0%10.1%14.5790.7%4.9%
70Δ11.42107.6%8.2%15.1194.8%4.0%
75Δ10.96103.2%6.3%16.86118.7%3.7%
80Δ10.4998.8%4.5%21.00165.8%3.6%

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
8.92
IV
244.6%
B/E move
40.0%

25Δ

Calls
Pseudo strike
21.08
IV
188.7%
B/E move
73.0%
Puts
Pseudo strike
10.14
IV
191.7%
B/E move
30.4%

30Δ

Calls
Pseudo strike
24.83
IV
266.2%
B/E move
106.3%
Puts
Pseudo strike
10.81
IV
159.7%
B/E move
24.4%

35Δ

Calls
Pseudo strike
18.64
IV
195.6%
B/E move
56.9%
Puts
Pseudo strike
11.47
IV
127.7%
B/E move
18.4%

40Δ

Calls
Pseudo strike
14.81
IV
125.5%
B/E move
25.3%
Puts
Pseudo strike
12.14
IV
95.8%
B/E move
12.4%

45Δ

Calls
Pseudo strike
14.18
IV
123.4%
B/E move
21.9%
Puts
Pseudo strike
12.71
IV
79.7%
B/E move
8.7%

50Δ

Calls
Pseudo strike
13.56
IV
121.3%
B/E move
18.4%
Puts
Pseudo strike
13.18
IV
82.5%
B/E move
7.8%

55Δ

Calls
Pseudo strike
12.94
IV
119.2%
B/E move
15.0%
Puts
Pseudo strike
13.64
IV
85.2%
B/E move
6.8%

60Δ

Calls
Pseudo strike
12.36
IV
116.4%
B/E move
12.0%
Puts
Pseudo strike
14.10
IV
88.0%
B/E move
5.9%

65Δ

Calls
Pseudo strike
11.89
IV
112.0%
B/E move
10.1%
Puts
Pseudo strike
14.57
IV
90.7%
B/E move
4.9%

70Δ

Calls
Pseudo strike
11.42
IV
107.6%
B/E move
8.2%
Puts
Pseudo strike
15.11
IV
94.8%
B/E move
4.0%

75Δ

Calls
Pseudo strike
10.96
IV
103.2%
B/E move
6.3%
Puts
Pseudo strike
16.86
IV
118.7%
B/E move
3.7%

80Δ

Calls
Pseudo strike
10.49
IV
98.8%
B/E move
4.5%
Puts
Pseudo strike
21.00
IV
165.8%
B/E move
3.6%

Options history

No recorded observations