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Telefonica Brasil, S.A. American Depositary Shares (each representing two (2) Common Shares) VIV

COMMUNICATION SERVICES · TELECOM SERVICES
i

Market dataready · fetched 2026-11-12T02:50:52.307Z

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 · 2026-11-12T00:00:00.002227Z

FundamentalsAlpha Vantage · ready · quarter 2026-06-30 · fetched 2026-11-12T02:50:51.939688+00:00

Share price$12.28
1D+1.7%
AH$12.02$12.13$12.25$12.37$12.485:30 AM6:30 AM9:00 AM1:00 PM2:00 PMVIV
Sold putSold callAH

Telefonica Brasil, S.A. American Depositary Shares (each representing two (2) Common Shares) options

Live interpolated VIV call and put midpoint premiums by absolute delta.Telefonica Brasil, S.A. American Depositary Shares (each representing two (2) Common Shares)$0.11$0.58$1.05$1.52$2.00$-0.12$0.19$0.50$0.81$1.1220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ20Δ C unavailable: no unambiguous, price-consistent delta bracketC —25Δ P unavailable: no unambiguous, price-consistent delta bracketP —30Δ P unavailable: no unambiguous, price-consistent delta bracketP —35Δ P unavailable: no unambiguous, price-consistent delta bracketP —40Δ P unavailable: no unambiguous, price-consistent delta bracketP —45Δ P unavailable: no unambiguous, price-consistent delta bracketP —50Δ P unavailable: no unambiguous, price-consistent delta bracketP —55Δ P unavailable: no unambiguous, price-consistent delta bracketP —60Δ P unavailable: no unambiguous, price-consistent delta bracketP —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 PRICEVIV PRICE$0.78$0.79$0.16$0.35$0.54$0.72$0.91$1.10$1.29$1.48$1.67$1.86$0.67
Puts——
Calls——
Skew——
Implied move——
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ9.39261.3%29.0%
25Δ20.58350.1%73.9%
30Δ17.35276.9%47.7%
35Δ12.4426.0%2.6%
40Δ12.2331.8%2.4%
45Δ12.0237.7%2.2%
50Δ11.8143.6%2.0%
55Δ11.6049.5%1.9%
60Δ11.3955.4%1.7%
65Δ11.1861.2%1.5%
70Δ10.9667.1%1.4%
75Δ10.7573.0%1.2%
80Δ10.5478.9%1.0%

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
9.39
IV
261.3%
B/E move
29.0%

25Δ

Calls
Pseudo strike
20.58
IV
350.1%
B/E move
73.9%
Puts
Pseudo strike
IV
B/E move

30Δ

Calls
Pseudo strike
17.35
IV
276.9%
B/E move
47.7%
Puts
Pseudo strike
IV
B/E move

35Δ

Calls
Pseudo strike
12.44
IV
26.0%
B/E move
2.6%
Puts
Pseudo strike
IV
B/E move

40Δ

Calls
Pseudo strike
12.23
IV
31.8%
B/E move
2.4%
Puts
Pseudo strike
IV
B/E move

45Δ

Calls
Pseudo strike
12.02
IV
37.7%
B/E move
2.2%
Puts
Pseudo strike
IV
B/E move

50Δ

Calls
Pseudo strike
11.81
IV
43.6%
B/E move
2.0%
Puts
Pseudo strike
IV
B/E move

55Δ

Calls
Pseudo strike
11.60
IV
49.5%
B/E move
1.9%
Puts
Pseudo strike
IV
B/E move

60Δ

Calls
Pseudo strike
11.39
IV
55.4%
B/E move
1.7%
Puts
Pseudo strike
IV
B/E move

65Δ

Calls
Pseudo strike
11.18
IV
61.2%
B/E move
1.5%
Puts
Pseudo strike
IV
B/E move

70Δ

Calls
Pseudo strike
10.96
IV
67.1%
B/E move
1.4%
Puts
Pseudo strike
IV
B/E move

75Δ

Calls
Pseudo strike
10.75
IV
73.0%
B/E move
1.2%
Puts
Pseudo strike
IV
B/E move

80Δ

Calls
Pseudo strike
10.54
IV
78.9%
B/E move
1.0%
Puts
Pseudo strike
IV
B/E move

Options history

IV · four-Friday blend59.42%
Daily EOD
VIV54.5%62.5%70.6%2026-10-19: 55.57%2026-10-21: 61.12%2026-10-22: 69.44%2026-10-23: 59.42%Oct 19Oct 21Oct 23
4 observations2026-10-19 — 2026-10-23
Table
DateIV (%)
55.57%
61.12%
69.44%
59.42%