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Grupo Televisa S.A. TV

COMMUNICATION SERVICES · TELECOM SERVICES
i

Market dataready · fetched 2026-11-12T02:13:34.762Z

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 · 2026-11-12T00:00:00.001478265Z

FundamentalsAlpha Vantage · ready · quarter 2026-09-30 · fetched 2026-11-12T02:13:34.823400+00:00

Share price$2.25
1D-3.9%
AH$2.23$2.27$2.31$2.35$2.395:30 AM6:30 AM9:00 AM1:00 PM2:00 PMTV
Sold putSold callAH

Grupo Televisa S.A. options

Live interpolated TV call and put midpoint premiums by absolute delta.Grupo Televisa S.A.$0.13$0.31$0.48$0.66$0.84$1.95$2.11$2.27$2.44$2.6020Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ20Δ C unavailable: no unambiguous, price-consistent delta bracketC —25Δ C unavailable: no unambiguous, price-consistent delta bracketC —30Δ C unavailable: no unambiguous, price-consistent delta bracketC —35Δ C unavailable: no unambiguous, price-consistent delta bracketC —65Δ P unavailable: no unambiguous, price-consistent delta bracketP —70Δ P unavailable: no unambiguous, price-consistent delta bracketP —75Δ P unavailable: no unambiguous, price-consistent delta bracketP —80Δ P unavailable: no unambiguous, price-consistent delta bracketP —OPTION PRICELive TV spot · $2.25TV PRICE$0.15$0.21$0.26$0.32$0.37$0.43$0.50$0.64$0.79$0.30$0.30$0.30$0.31$0.32$0.33$0.35$0.36$0.37
Puts——
Calls——
Skew——
Implied moveBearish±$0.61
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ1.56513.0%43.8%
25Δ1.76426.9%35.2%
30Δ1.95340.7%26.7%
35Δ2.06299.0%22.2%
40Δ2.46162.4%16.2%2.14272.8%19.1%
45Δ2.38178.0%15.1%2.22246.6%16.0%
50Δ2.30193.6%14.1%2.30220.3%12.9%
55Δ2.22209.2%13.0%2.39194.1%9.8%
60Δ2.14224.8%11.9%2.47167.8%6.8%
65Δ2.06240.3%10.9%
70Δ1.97260.6%9.8%
75Δ1.80301.4%8.7%
80Δ1.63342.1%7.5%

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
1.56
IV
513.0%
B/E move
43.8%

25Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
1.76
IV
426.9%
B/E move
35.2%

30Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
1.95
IV
340.7%
B/E move
26.7%

35Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
2.06
IV
299.0%
B/E move
22.2%

40Δ

Calls
Pseudo strike
2.46
IV
162.4%
B/E move
16.2%
Puts
Pseudo strike
2.14
IV
272.8%
B/E move
19.1%

45Δ

Calls
Pseudo strike
2.38
IV
178.0%
B/E move
15.1%
Puts
Pseudo strike
2.22
IV
246.6%
B/E move
16.0%

50Δ

Calls
Pseudo strike
2.30
IV
193.6%
B/E move
14.1%
Puts
Pseudo strike
2.30
IV
220.3%
B/E move
12.9%

55Δ

Calls
Pseudo strike
2.22
IV
209.2%
B/E move
13.0%
Puts
Pseudo strike
2.39
IV
194.1%
B/E move
9.8%

60Δ

Calls
Pseudo strike
2.14
IV
224.8%
B/E move
11.9%
Puts
Pseudo strike
2.47
IV
167.8%
B/E move
6.8%

65Δ

Calls
Pseudo strike
2.06
IV
240.3%
B/E move
10.9%
Puts
Pseudo strike
IV
B/E move

70Δ

Calls
Pseudo strike
1.97
IV
260.6%
B/E move
9.8%
Puts
Pseudo strike
IV
B/E move

75Δ

Calls
Pseudo strike
1.80
IV
301.4%
B/E move
8.7%
Puts
Pseudo strike
IV
B/E move

80Δ

Calls
Pseudo strike
1.63
IV
342.1%
B/E move
7.5%
Puts
Pseudo strike
IV
B/E move

Options history

IV · four-Friday blend120.23%
Daily EOD
TV61.7%93.1%124.6%2026-10-19: 66.05%2026-10-23: 102.73%2026-10-26: 120.23%Oct 19Oct 23Oct 26
3 observations2026-10-19 — 2026-10-26
Table
DateIV (%)
66.05%
102.73%
120.23%