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Telefonica Brasil SA ADR VIV

COMMUNICATION SERVICES · TELECOM SERVICES
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Market dataready · fetched 2026-10-23T00:41:59.047Z

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 · ready · quarter 2026-06-30 · fetched 2026-10-23T00:39:43.460753+00:00

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 SA ADR options

Live interpolated VIV call and put midpoint premiums by absolute delta.Telefonica Brasil SA ADR$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-23.32 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%9.42155.6%33.4%
25Δ15.0963.4%17.8%10.29143.2%28.1%
30Δ22.13220.5%78.0%11.16130.8%22.7%
35Δ17.69168.9%44.1%12.03118.5%17.3%
40Δ16.78161.2%38.8%12.69109.5%13.6%
45Δ16.03155.4%34.8%13.11104.7%11.9%
50Δ15.27149.7%30.8%13.5399.9%10.1%
55Δ14.52143.9%26.8%13.9595.1%8.4%
60Δ13.76138.2%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
155.6%
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
143.2%
B/E move
28.1%

30Δ

Calls
Pseudo strike
22.13
IV
220.5%
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
168.9%
B/E move
44.1%
Puts
Pseudo strike
12.03
IV
118.5%
B/E move
17.3%

40Δ

Calls
Pseudo strike
16.78
IV
161.2%
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
155.4%
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
149.7%
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
143.9%
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
138.2%
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