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Millicom International Cellular S.A. Common Stock TIGO

COMMUNICATION SERVICES · TELECOM SERVICES
i

Market dataready · fetched 2026-11-13T02:13:20.658Z

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 · 2026-11-12T21:26:21.728198271Z

FundamentalsAlpha Vantage · ready · quarter 2026-09-30 · fetched 2026-11-13T02:13:19.995728+00:00

Share price$80.83
1D-5.3%
AH$79$81$83$84$865:30 AM6:30 AM9:00 AM1:00 PM2:00 PMTIGO
Sold putSold callAH

Millicom International Cellular S.A. Common Stock options

Live interpolated TIGO call and put midpoint premiums by absolute delta.Millicom International Cellular S.A. Common Stock$0.59$2.50$4.41$6.32$8.23$69.93$75.69$81.44$87.20$92.9620Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ80Δ P unavailable: no unambiguous, price-consistent delta bracketP —OPTION PRICELive TIGO spot · $80.83TIGO PRICE$0.80$1.04$1.28$1.69$2.09$2.50$2.91$3.32$4.02$4.87$5.72$6.57$7.68$0.84$1.13$1.43$1.73$2.02$2.37$2.79$3.21$3.63$4.05$4.47$4.89
Puts——
CallsCheap0.76×
Skew——
Implied moveBullish±$5.70
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ87.9861.1%9.8%75.3858.7%7.8%
25Δ86.4859.9%8.3%76.3858.0%6.9%
30Δ84.9958.7%6.7%77.3957.2%6.0%
35Δ84.0559.4%6.1%78.4056.5%5.1%
40Δ83.1260.2%5.4%79.4155.7%4.3%
45Δ82.1861.0%4.8%80.3254.8%3.6%
50Δ81.2461.7%4.1%81.1053.5%3.1%
55Δ80.3162.5%3.5%81.8752.1%2.7%
60Δ79.2064.2%3.0%82.6550.8%2.2%
65Δ78.0266.3%2.6%83.4349.5%1.8%
70Δ76.8468.4%2.1%84.2148.2%1.4%
75Δ75.6670.6%1.7%84.9846.9%0.9%
80Δ74.2471.7%1.4%

20Δ

Calls
Pseudo strike
87.98
IV
61.1%
B/E move
9.8%
Puts
Pseudo strike
75.38
IV
58.7%
B/E move
7.8%

25Δ

Calls
Pseudo strike
86.48
IV
59.9%
B/E move
8.3%
Puts
Pseudo strike
76.38
IV
58.0%
B/E move
6.9%

30Δ

Calls
Pseudo strike
84.99
IV
58.7%
B/E move
6.7%
Puts
Pseudo strike
77.39
IV
57.2%
B/E move
6.0%

35Δ

Calls
Pseudo strike
84.05
IV
59.4%
B/E move
6.1%
Puts
Pseudo strike
78.40
IV
56.5%
B/E move
5.1%

40Δ

Calls
Pseudo strike
83.12
IV
60.2%
B/E move
5.4%
Puts
Pseudo strike
79.41
IV
55.7%
B/E move
4.3%

45Δ

Calls
Pseudo strike
82.18
IV
61.0%
B/E move
4.8%
Puts
Pseudo strike
80.32
IV
54.8%
B/E move
3.6%

50Δ

Calls
Pseudo strike
81.24
IV
61.7%
B/E move
4.1%
Puts
Pseudo strike
81.10
IV
53.5%
B/E move
3.1%

55Δ

Calls
Pseudo strike
80.31
IV
62.5%
B/E move
3.5%
Puts
Pseudo strike
81.87
IV
52.1%
B/E move
2.7%

60Δ

Calls
Pseudo strike
79.20
IV
64.2%
B/E move
3.0%
Puts
Pseudo strike
82.65
IV
50.8%
B/E move
2.2%

65Δ

Calls
Pseudo strike
78.02
IV
66.3%
B/E move
2.6%
Puts
Pseudo strike
83.43
IV
49.5%
B/E move
1.8%

70Δ

Calls
Pseudo strike
76.84
IV
68.4%
B/E move
2.1%
Puts
Pseudo strike
84.21
IV
48.2%
B/E move
1.4%

75Δ

Calls
Pseudo strike
75.66
IV
70.6%
B/E move
1.7%
Puts
Pseudo strike
84.98
IV
46.9%
B/E move
0.9%

80Δ

Calls
Pseudo strike
74.24
IV
71.7%
B/E move
1.4%
Puts
Pseudo strike
IV
B/E move

Options history

IV · four-Friday blend50.48%
Daily EOD
TIGO46.0%48.6%51.3%2026-10-19: 48.48%2026-10-20: 48.06%2026-10-21: 46.34%2026-10-22: 48.20%2026-10-23: 49.78%2026-10-26: 48.77%2026-10-27: 50.29%2026-10-28: 50.94%2026-10-29: 48.84%2026-10-30: 50.48%Oct 19Oct 23Oct 30
10 observations2026-10-19 — 2026-10-30
Table
DateIV (%)
48.48%
48.06%
46.34%
48.20%
49.78%
48.77%
50.29%
50.94%
48.84%
50.48%