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TIM S.A. American Depositary Shares (Each representing 5 Common Shares) TIMB

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Market datapartial · fetched 2026-10-22T23:21:40.945Z

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 · 2026-10-22T23:00:00.002349664Z

FundamentalsAlpha Vantage · unavailable

Share price$19.46
1D+1.5%
AH$19.13$19.23$19.33$19.42$19.525:30 AM6:30 AM9:00 AM1:00 PM2:00 PMTIMB
Sold putSold callAH

TIM S.A. American Depositary Shares (Each representing 5 Common Shares) options

Live interpolated TIMB call and put midpoint premiums by absolute delta.TIM S.A. American Depositary Shares (Each representing 5 Common Shares)$0.04$3.68$7.31$10.95$14.59$13.64$16.04$18.44$20.85$23.2520Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive TIMB spot · $19.46TIMB PRICE$0.46$0.43$0.52$0.61$0.71$0.80$1.01$1.22$1.44$1.66$1.87$2.09$2.30$1.50$0.57$0.80$1.03$1.26$1.49$1.72$2.42$3.26$4.09$4.92$5.75$13.54
PutsExpensive2.26×
CallsFair1.00×
SkewBearish+37.38 pp
Implied moveBearish±$2.73
TiltBearish47.4% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ24.5784.2%28.6%14.32189.5%34.1%
25Δ22.1757.2%16.2%17.6860.3%12.1%
30Δ21.6354.4%13.9%18.1261.9%11.0%
35Δ21.1051.7%11.6%18.5763.6%9.9%
40Δ20.5649.0%9.3%19.0165.2%8.8%
45Δ20.0246.2%7.0%19.4666.9%7.7%
50Δ19.6646.5%6.2%19.9068.6%6.6%
55Δ19.3046.9%5.5%20.7573.5%5.8%
60Δ18.9547.3%4.8%21.7179.4%5.2%
65Δ18.6047.8%4.1%22.6785.3%4.5%
70Δ18.2448.2%3.4%23.6491.2%3.8%
75Δ17.8948.6%2.7%24.6097.1%3.2%
80Δ17.5449.0%1.9%32.33160.4%3.4%

20Δ

Calls
Pseudo strike
24.57
IV
84.2%
B/E move
28.6%
Puts
Pseudo strike
14.32
IV
189.5%
B/E move
34.1%

25Δ

Calls
Pseudo strike
22.17
IV
57.2%
B/E move
16.2%
Puts
Pseudo strike
17.68
IV
60.3%
B/E move
12.1%

30Δ

Calls
Pseudo strike
21.63
IV
54.4%
B/E move
13.9%
Puts
Pseudo strike
18.12
IV
61.9%
B/E move
11.0%

35Δ

Calls
Pseudo strike
21.10
IV
51.7%
B/E move
11.6%
Puts
Pseudo strike
18.57
IV
63.6%
B/E move
9.9%

40Δ

Calls
Pseudo strike
20.56
IV
49.0%
B/E move
9.3%
Puts
Pseudo strike
19.01
IV
65.2%
B/E move
8.8%

45Δ

Calls
Pseudo strike
20.02
IV
46.2%
B/E move
7.0%
Puts
Pseudo strike
19.46
IV
66.9%
B/E move
7.7%

50Δ

Calls
Pseudo strike
19.66
IV
46.5%
B/E move
6.2%
Puts
Pseudo strike
19.90
IV
68.6%
B/E move
6.6%

55Δ

Calls
Pseudo strike
19.30
IV
46.9%
B/E move
5.5%
Puts
Pseudo strike
20.75
IV
73.5%
B/E move
5.8%

60Δ

Calls
Pseudo strike
18.95
IV
47.3%
B/E move
4.8%
Puts
Pseudo strike
21.71
IV
79.4%
B/E move
5.2%

65Δ

Calls
Pseudo strike
18.60
IV
47.8%
B/E move
4.1%
Puts
Pseudo strike
22.67
IV
85.3%
B/E move
4.5%

70Δ

Calls
Pseudo strike
18.24
IV
48.2%
B/E move
3.4%
Puts
Pseudo strike
23.64
IV
91.2%
B/E move
3.8%

75Δ

Calls
Pseudo strike
17.89
IV
48.6%
B/E move
2.7%
Puts
Pseudo strike
24.60
IV
97.1%
B/E move
3.2%

80Δ

Calls
Pseudo strike
17.54
IV
49.0%
B/E move
1.9%
Puts
Pseudo strike
32.33
IV
160.4%
B/E move
3.4%

Options history

No recorded observations