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

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Market datapartial · fetched 2026-10-22T23:45:46.201Z

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 · 2026-10-22T23:00:00.002308304Z

FundamentalsAlpha Vantage · unavailable

Share price$13.08
1D+0.4%
AH$12.94$12.99$13.04$13.09$13.145:30 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)$0.06$1.82$3.57$5.32$7.07$7.87$10.69$13.51$16.33$19.1520Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive VIV spot · $13.08VIV PRICE$0.25$0.32$1.15$1.15$1.37$1.61$1.84$2.07$2.31$2.54$2.78$3.01$3.24$0.72$0.88$1.05$1.21$1.39$1.58$1.77$1.97$2.16$2.35$3.03$4.21$6.56
PutsExpensive2.60×
CallsExpensive2.07×
SkewBullish-23.31 pp
Implied moveBalanced±$3.61
TiltBearish10.0% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ16.1965.6%25.7%9.42155.5%33.4%
25Δ15.0963.4%17.8%10.29143.1%28.1%
30Δ22.13220.4%78.0%11.16130.8%22.7%
35Δ17.69168.8%44.1%12.03118.4%17.3%
40Δ16.78161.1%38.8%12.69109.5%13.6%
45Δ16.03155.3%34.8%13.11104.7%11.9%
50Δ15.27149.6%30.8%13.5399.9%10.1%
55Δ14.52143.8%26.8%13.9595.1%8.4%
60Δ13.76138.1%22.9%14.3790.3%6.7%
65Δ13.01132.4%18.9%14.7985.5%4.9%
70Δ12.26126.6%14.9%15.6190.1%3.8%
75Δ11.50120.9%10.9%16.85104.2%3.3%
80Δ10.75115.1%7.0%19.26131.1%3.0%

20Δ

Calls
Pseudo strike
16.19
IV
65.6%
B/E move
25.7%
Puts
Pseudo strike
9.42
IV
155.5%
B/E move
33.4%

25Δ

Calls
Pseudo strike
15.09
IV
63.4%
B/E move
17.8%
Puts
Pseudo strike
10.29
IV
143.1%
B/E move
28.1%

30Δ

Calls
Pseudo strike
22.13
IV
220.4%
B/E move
78.0%
Puts
Pseudo strike
11.16
IV
130.8%
B/E move
22.7%

35Δ

Calls
Pseudo strike
17.69
IV
168.8%
B/E move
44.1%
Puts
Pseudo strike
12.03
IV
118.4%
B/E move
17.3%

40Δ

Calls
Pseudo strike
16.78
IV
161.1%
B/E move
38.8%
Puts
Pseudo strike
12.69
IV
109.5%
B/E move
13.6%

45Δ

Calls
Pseudo strike
16.03
IV
155.3%
B/E move
34.8%
Puts
Pseudo strike
13.11
IV
104.7%
B/E move
11.9%

50Δ

Calls
Pseudo strike
15.27
IV
149.6%
B/E move
30.8%
Puts
Pseudo strike
13.53
IV
99.9%
B/E move
10.1%

55Δ

Calls
Pseudo strike
14.52
IV
143.8%
B/E move
26.8%
Puts
Pseudo strike
13.95
IV
95.1%
B/E move
8.4%

60Δ

Calls
Pseudo strike
13.76
IV
138.1%
B/E move
22.9%
Puts
Pseudo strike
14.37
IV
90.3%
B/E move
6.7%

65Δ

Calls
Pseudo strike
13.01
IV
132.4%
B/E move
18.9%
Puts
Pseudo strike
14.79
IV
85.5%
B/E move
4.9%

70Δ

Calls
Pseudo strike
12.26
IV
126.6%
B/E move
14.9%
Puts
Pseudo strike
15.61
IV
90.1%
B/E move
3.8%

75Δ

Calls
Pseudo strike
11.50
IV
120.9%
B/E move
10.9%
Puts
Pseudo strike
16.85
IV
104.2%
B/E move
3.3%

80Δ

Calls
Pseudo strike
10.75
IV
115.1%
B/E move
7.0%
Puts
Pseudo strike
19.26
IV
131.1%
B/E move
3.0%

Options history

No recorded observations