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Millicom International Cellular S.A. Common Stock TIGO

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Market datapartial · fetched 2026-10-23T19:03:34.594Z

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 · 2026-10-23T19:03:31.528329839Z

FundamentalsAlpha Vantage · unavailable

Share price$78.17
1D-0.8%
$77.31$77.70$78.09$78.48$78.875:30 AM6:30 AM9:00 AM1:00 PMTIGO
Sold putSold call

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$0.89$4.21$7.54$10.86$14.19$62.37$71.07$79.78$88.49$97.2020Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive TIGO spot · $78.17TIGO PRICE$1.25$1.66$2.08$2.62$3.24$3.86$4.59$5.50$6.41$7.30$8.15$8.99$9.91$1.74$2.14$2.61$3.09$3.84$4.63$5.42$6.41$7.52$8.64$10.00$11.50$13.23
PutsExpensive1.15×
CallsExpensive1.39×
SkewBearish+0.61 pp
Implied moveBearish±$10.02
TiltBearish10.4% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ90.3055.3%17.1%68.0866.7%15.1%
25Δ88.0354.7%14.7%70.8760.7%12.1%
30Δ85.8854.1%12.5%72.8058.1%10.2%
35Δ84.0854.6%10.9%74.7455.4%8.3%
40Δ82.5255.7%9.7%76.3255.4%7.3%
45Δ80.9756.8%8.5%77.8555.8%6.3%
50Δ79.3957.9%7.4%79.3756.2%5.4%
55Δ77.7759.2%6.5%81.0056.4%4.6%
60Δ76.1460.5%5.6%82.6956.6%3.8%
65Δ74.5560.7%4.7%84.3856.7%3.1%
70Δ73.0158.4%3.8%86.2556.4%2.5%
75Δ71.4756.1%2.9%88.2255.8%1.8%
80Δ69.8754.1%2.1%90.4155.7%1.3%

20Δ

Calls
Pseudo strike
90.30
IV
55.3%
B/E move
17.1%
Puts
Pseudo strike
68.08
IV
66.7%
B/E move
15.1%

25Δ

Calls
Pseudo strike
88.03
IV
54.7%
B/E move
14.7%
Puts
Pseudo strike
70.87
IV
60.7%
B/E move
12.1%

30Δ

Calls
Pseudo strike
85.88
IV
54.1%
B/E move
12.5%
Puts
Pseudo strike
72.80
IV
58.1%
B/E move
10.2%

35Δ

Calls
Pseudo strike
84.08
IV
54.6%
B/E move
10.9%
Puts
Pseudo strike
74.74
IV
55.4%
B/E move
8.3%

40Δ

Calls
Pseudo strike
82.52
IV
55.7%
B/E move
9.7%
Puts
Pseudo strike
76.32
IV
55.4%
B/E move
7.3%

45Δ

Calls
Pseudo strike
80.97
IV
56.8%
B/E move
8.5%
Puts
Pseudo strike
77.85
IV
55.8%
B/E move
6.3%

50Δ

Calls
Pseudo strike
79.39
IV
57.9%
B/E move
7.4%
Puts
Pseudo strike
79.37
IV
56.2%
B/E move
5.4%

55Δ

Calls
Pseudo strike
77.77
IV
59.2%
B/E move
6.5%
Puts
Pseudo strike
81.00
IV
56.4%
B/E move
4.6%

60Δ

Calls
Pseudo strike
76.14
IV
60.5%
B/E move
5.6%
Puts
Pseudo strike
82.69
IV
56.6%
B/E move
3.8%

65Δ

Calls
Pseudo strike
74.55
IV
60.7%
B/E move
4.7%
Puts
Pseudo strike
84.38
IV
56.7%
B/E move
3.1%

70Δ

Calls
Pseudo strike
73.01
IV
58.4%
B/E move
3.8%
Puts
Pseudo strike
86.25
IV
56.4%
B/E move
2.5%

75Δ

Calls
Pseudo strike
71.47
IV
56.1%
B/E move
2.9%
Puts
Pseudo strike
88.22
IV
55.8%
B/E move
1.8%

80Δ

Calls
Pseudo strike
69.87
IV
54.1%
B/E move
2.1%
Puts
Pseudo strike
90.41
IV
55.7%
B/E move
1.3%

Options history

No recorded observations