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Millicom International Cellular SA TIGO

COMMUNICATION SERVICES · TELECOM SERVICES
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Market dataready · fetched 2026-10-22T23:29:52.164Z

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 · 2026-10-22T20:08:32.685950277Z

FundamentalsAlpha Vantage · ready · quarter 2026-06-30 · fetched 2026-10-22T23:23:43.309844+00:00

Share price$78.96
1D-3.5%
AH$78$79$80$81$825:30 AM6:30 AM9:00 AM1:00 PM2:00 PMTIGO
Sold putSold callAH

Millicom International Cellular SA options

Live interpolated TIGO call and put midpoint premiums by absolute delta.Millicom International Cellular SA$1.04$4.27$7.50$10.73$13.96$63.38$72.38$81.38$90.38$99.3820Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive TIGO spot · $78.96TIGO PRICE$1.48$1.95$2.29$2.60$3.33$4.07$4.80$5.65$6.53$7.41$8.82$10.34$13.03$1.39$1.81$2.24$2.80$3.45$4.11$4.76$5.71$6.68$7.64$9.10$10.88$12.54
PutsCheap0.91×
CallsExpensive1.36×
SkewBullish-11.04 pp
Implied moveBalanced±$9.56
TiltBalanced0.6% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ93.9964.5%20.9%70.7051.7%12.2%
25Δ90.9863.8%17.7%72.5050.3%10.5%
30Δ87.9159.3%14.2%74.3048.8%8.7%
35Δ84.9153.5%10.8%75.8448.4%7.5%
40Δ83.3755.5%9.8%77.2248.6%6.6%
45Δ81.8457.5%8.8%78.5948.8%5.7%
50Δ80.3159.4%7.8%79.9749.0%4.8%
55Δ78.6559.9%6.8%81.4649.1%4.1%
60Δ76.9660.0%5.7%82.9549.2%3.4%
65Δ75.2760.0%4.7%84.4449.4%2.7%
70Δ73.2661.8%3.9%86.3550.3%2.2%
75Δ71.1863.8%3.2%88.5151.7%1.7%
80Δ68.0871.4%2.7%90.5651.6%1.2%

20Δ

Calls
Pseudo strike
93.99
IV
64.5%
B/E move
20.9%
Puts
Pseudo strike
70.70
IV
51.7%
B/E move
12.2%

25Δ

Calls
Pseudo strike
90.98
IV
63.8%
B/E move
17.7%
Puts
Pseudo strike
72.50
IV
50.3%
B/E move
10.5%

30Δ

Calls
Pseudo strike
87.91
IV
59.3%
B/E move
14.2%
Puts
Pseudo strike
74.30
IV
48.8%
B/E move
8.7%

35Δ

Calls
Pseudo strike
84.91
IV
53.5%
B/E move
10.8%
Puts
Pseudo strike
75.84
IV
48.4%
B/E move
7.5%

40Δ

Calls
Pseudo strike
83.37
IV
55.5%
B/E move
9.8%
Puts
Pseudo strike
77.22
IV
48.6%
B/E move
6.6%

45Δ

Calls
Pseudo strike
81.84
IV
57.5%
B/E move
8.8%
Puts
Pseudo strike
78.59
IV
48.8%
B/E move
5.7%

50Δ

Calls
Pseudo strike
80.31
IV
59.4%
B/E move
7.8%
Puts
Pseudo strike
79.97
IV
49.0%
B/E move
4.8%

55Δ

Calls
Pseudo strike
78.65
IV
59.9%
B/E move
6.8%
Puts
Pseudo strike
81.46
IV
49.1%
B/E move
4.1%

60Δ

Calls
Pseudo strike
76.96
IV
60.0%
B/E move
5.7%
Puts
Pseudo strike
82.95
IV
49.2%
B/E move
3.4%

65Δ

Calls
Pseudo strike
75.27
IV
60.0%
B/E move
4.7%
Puts
Pseudo strike
84.44
IV
49.4%
B/E move
2.7%

70Δ

Calls
Pseudo strike
73.26
IV
61.8%
B/E move
3.9%
Puts
Pseudo strike
86.35
IV
50.3%
B/E move
2.2%

75Δ

Calls
Pseudo strike
71.18
IV
63.8%
B/E move
3.2%
Puts
Pseudo strike
88.51
IV
51.7%
B/E move
1.7%

80Δ

Calls
Pseudo strike
68.08
IV
71.4%
B/E move
2.7%
Puts
Pseudo strike
90.56
IV
51.6%
B/E move
1.2%

Options history

No recorded observations