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CONTROLADORA VUELA COMPAniA DE AVIACIoN, S.A.B. DE C.V. VLRS

i

Market datapartial · fetched 2026-11-13T01:09:47.824Z

Delta surfaceAlpaca · derived absolute-delta buckets · 2026-12-18

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 · 2026-11-13T00:00:00.002897459Z

FundamentalsAlpha Vantage · unavailable

Share price$8.12
1D-5.9%
AH$8.01$8.18$8.34$8.51$8.685:30 AM6:30 AM9:00 AM1:00 PM2:00 PMVLRS
Sold putSold callAH

CONTROLADORA VUELA COMPAniA DE AVIACIoN, S.A.B. DE C.V. options

Live interpolated VLRS call and put midpoint premiums by absolute delta.CONTROLADORA VUELA COMPAniA DE AVIACIoN, S.A.B. DE C.V.$0.32$0.86$1.40$1.94$2.48$-0.12$0.19$0.50$0.81$1.1220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ20Δ C unavailable: no unambiguous, price-consistent delta bracketC —25Δ C unavailable: no unambiguous, price-consistent delta bracketC —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 PRICEVLRS PRICE$0.40$0.51$0.62$0.73$0.84$0.96$1.07$1.18$1.48$1.90$2.33$0.38$0.44$0.49
Puts——
Calls——
Skew——
Implied move——
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ6.04128.4%30.3%
25Δ6.61110.5%23.9%
30Δ9.9493.2%27.3%7.1992.5%17.5%
35Δ9.6192.6%24.6%
40Δ9.2892.0%21.9%
45Δ8.9591.3%19.2%
50Δ8.6290.7%16.5%
55Δ8.2990.1%13.9%
60Δ7.9689.5%11.2%
65Δ7.6388.9%8.5%
70Δ7.1994.3%6.8%
75Δ6.68103.5%5.7%
80Δ6.17112.7%4.7%

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
6.04
IV
128.4%
B/E move
30.3%

25Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
6.61
IV
110.5%
B/E move
23.9%

30Δ

Calls
Pseudo strike
9.94
IV
93.2%
B/E move
27.3%
Puts
Pseudo strike
7.19
IV
92.5%
B/E move
17.5%

35Δ

Calls
Pseudo strike
9.61
IV
92.6%
B/E move
24.6%
Puts
Pseudo strike
IV
B/E move

40Δ

Calls
Pseudo strike
9.28
IV
92.0%
B/E move
21.9%
Puts
Pseudo strike
IV
B/E move

45Δ

Calls
Pseudo strike
8.95
IV
91.3%
B/E move
19.2%
Puts
Pseudo strike
IV
B/E move

50Δ

Calls
Pseudo strike
8.62
IV
90.7%
B/E move
16.5%
Puts
Pseudo strike
IV
B/E move

55Δ

Calls
Pseudo strike
8.29
IV
90.1%
B/E move
13.9%
Puts
Pseudo strike
IV
B/E move

60Δ

Calls
Pseudo strike
7.96
IV
89.5%
B/E move
11.2%
Puts
Pseudo strike
IV
B/E move

65Δ

Calls
Pseudo strike
7.63
IV
88.9%
B/E move
8.5%
Puts
Pseudo strike
IV
B/E move

70Δ

Calls
Pseudo strike
7.19
IV
94.3%
B/E move
6.8%
Puts
Pseudo strike
IV
B/E move

75Δ

Calls
Pseudo strike
6.68
IV
103.5%
B/E move
5.7%
Puts
Pseudo strike
IV
B/E move

80Δ

Calls
Pseudo strike
6.17
IV
112.7%
B/E move
4.7%
Puts
Pseudo strike
IV
B/E move

Options history

IV · four-Friday blend90.23%
Daily EOD
VLRS90.1%90.2%90.3%2026-10-26: 90.23%Oct 26
1 observations2026-10-26 — 2026-10-26
Table
DateIV (%)
90.23%