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

i

Market datapartial · fetched 2026-11-12T02:54:47.251Z

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 · 2026-11-12T00:00:00.002299163Z

FundamentalsAlpha Vantage · unavailable

Share price$19.53
1D+1.9%
AH$19.13$19.28$19.44$19.59$19.745:30 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)$0.06$1.01$1.95$2.89$3.84$17.04$18.31$19.59$20.87$22.1420Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ20Δ C unavailable: no unambiguous, price-consistent delta bracketC —OPTION PRICELive TIMB spot · $19.53TIMB PRICE$0.30$0.33$0.37$0.42$0.82$1.21$1.60$2.00$2.39$2.78$3.17$3.57$0.16$0.21$0.25$0.29$0.34$0.38$0.42$0.47$0.51$0.56$0.60$1.23$1.86
PutsCheap0.76×
Calls——
Skew——
Implied moveBullish±$1.63
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ18.0145.5%8.6%
25Δ21.6877.5%12.5%18.2143.6%7.8%
30Δ21.1167.8%9.8%18.4141.8%7.0%
35Δ20.5458.1%7.0%18.6139.9%6.2%
40Δ19.9749.4%4.4%18.8138.1%5.4%
45Δ19.5155.8%4.1%19.0136.2%4.6%
50Δ19.0562.2%3.7%19.2034.3%3.8%
55Δ18.5868.6%3.4%19.4032.5%3.0%
60Δ18.1275.1%3.0%19.6030.6%2.3%
65Δ17.6681.5%2.7%19.8028.8%1.5%
70Δ17.2087.9%2.3%20.0026.9%0.7%
75Δ16.7494.3%1.9%20.6437.7%0.6%
80Δ16.27100.7%1.6%21.2948.4%0.5%

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
18.01
IV
45.5%
B/E move
8.6%

25Δ

Calls
Pseudo strike
21.68
IV
77.5%
B/E move
12.5%
Puts
Pseudo strike
18.21
IV
43.6%
B/E move
7.8%

30Δ

Calls
Pseudo strike
21.11
IV
67.8%
B/E move
9.8%
Puts
Pseudo strike
18.41
IV
41.8%
B/E move
7.0%

35Δ

Calls
Pseudo strike
20.54
IV
58.1%
B/E move
7.0%
Puts
Pseudo strike
18.61
IV
39.9%
B/E move
6.2%

40Δ

Calls
Pseudo strike
19.97
IV
49.4%
B/E move
4.4%
Puts
Pseudo strike
18.81
IV
38.1%
B/E move
5.4%

45Δ

Calls
Pseudo strike
19.51
IV
55.8%
B/E move
4.1%
Puts
Pseudo strike
19.01
IV
36.2%
B/E move
4.6%

50Δ

Calls
Pseudo strike
19.05
IV
62.2%
B/E move
3.7%
Puts
Pseudo strike
19.20
IV
34.3%
B/E move
3.8%

55Δ

Calls
Pseudo strike
18.58
IV
68.6%
B/E move
3.4%
Puts
Pseudo strike
19.40
IV
32.5%
B/E move
3.0%

60Δ

Calls
Pseudo strike
18.12
IV
75.1%
B/E move
3.0%
Puts
Pseudo strike
19.60
IV
30.6%
B/E move
2.3%

65Δ

Calls
Pseudo strike
17.66
IV
81.5%
B/E move
2.7%
Puts
Pseudo strike
19.80
IV
28.8%
B/E move
1.5%

70Δ

Calls
Pseudo strike
17.20
IV
87.9%
B/E move
2.3%
Puts
Pseudo strike
20.00
IV
26.9%
B/E move
0.7%

75Δ

Calls
Pseudo strike
16.74
IV
94.3%
B/E move
1.9%
Puts
Pseudo strike
20.64
IV
37.7%
B/E move
0.6%

80Δ

Calls
Pseudo strike
16.27
IV
100.7%
B/E move
1.6%
Puts
Pseudo strike
21.29
IV
48.4%
B/E move
0.5%

Options history

IV · four-Friday blend54.79%
Daily EOD
TIMB45.5%52.6%59.7%2026-10-19: 47.34%2026-10-20: 46.49%2026-10-21: 56.74%2026-10-22: 50.66%2026-10-23: 57.40%2026-10-26: 58.73%2026-10-27: 56.73%2026-10-28: 56.38%2026-10-29: 52.93%2026-10-30: 54.79%Oct 19Oct 23Oct 30
10 observations2026-10-19 — 2026-10-30
Table
DateIV (%)
47.34%
46.49%
56.74%
50.66%
57.40%
58.73%
56.73%
56.38%
52.93%
54.79%