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

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Market datapartial · fetched 2026-10-23T15:46:31.329Z

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 · 2026-10-23T15:45:19.565920908Z

FundamentalsAlpha Vantage · unavailable

Share price$5.64
1D+2.5%
$5.49$5.54$5.59$5.64$5.695:30 AM6:30 AM9:00 AM1:00 PMVLRS
Sold putSold call

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.$0.14$2.01$3.87$5.73$7.60$1.27$3.47$5.68$7.89$10.0920Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive VLRS spot · $5.63VLRS PRICE$0.34$0.61$0.70$0.78$0.86$0.94$1.02$1.10$1.18$0.69$0.84$0.98$1.13$1.28$1.42$1.57$1.72$1.86$2.01$2.16$4.59$7.06
PutsExpensive3.89×
CallsExpensive4.22×
SkewBullish-5.81 pp
Implied moveBearish±$2.51
TiltBearish56.7% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ3.38310.9%52.3%
25Δ9.36188.3%72.3%3.79293.9%47.7%
30Δ12.24294.3%128.0%4.19277.0%43.1%
35Δ11.58285.2%118.0%4.60260.0%38.4%
40Δ10.62265.8%102.4%5.01243.0%33.8%
45Δ9.66246.4%86.7%5.41226.0%29.2%
50Δ8.70227.0%71.0%5.82209.0%24.6%
55Δ7.73207.6%55.4%6.23192.0%20.0%
60Δ6.77188.2%39.7%6.63175.1%15.3%
65Δ5.81168.8%24.0%7.04158.1%10.7%
70Δ7.45141.1%6.1%
75Δ9.93190.2%5.3%
80Δ12.42240.7%4.9%

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
3.38
IV
310.9%
B/E move
52.3%

25Δ

Calls
Pseudo strike
9.36
IV
188.3%
B/E move
72.3%
Puts
Pseudo strike
3.79
IV
293.9%
B/E move
47.7%

30Δ

Calls
Pseudo strike
12.24
IV
294.3%
B/E move
128.0%
Puts
Pseudo strike
4.19
IV
277.0%
B/E move
43.1%

35Δ

Calls
Pseudo strike
11.58
IV
285.2%
B/E move
118.0%
Puts
Pseudo strike
4.60
IV
260.0%
B/E move
38.4%

40Δ

Calls
Pseudo strike
10.62
IV
265.8%
B/E move
102.4%
Puts
Pseudo strike
5.01
IV
243.0%
B/E move
33.8%

45Δ

Calls
Pseudo strike
9.66
IV
246.4%
B/E move
86.7%
Puts
Pseudo strike
5.41
IV
226.0%
B/E move
29.2%

50Δ

Calls
Pseudo strike
8.70
IV
227.0%
B/E move
71.0%
Puts
Pseudo strike
5.82
IV
209.0%
B/E move
24.6%

55Δ

Calls
Pseudo strike
7.73
IV
207.6%
B/E move
55.4%
Puts
Pseudo strike
6.23
IV
192.0%
B/E move
20.0%

60Δ

Calls
Pseudo strike
6.77
IV
188.2%
B/E move
39.7%
Puts
Pseudo strike
6.63
IV
175.1%
B/E move
15.3%

65Δ

Calls
Pseudo strike
5.81
IV
168.8%
B/E move
24.0%
Puts
Pseudo strike
7.04
IV
158.1%
B/E move
10.7%

70Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
7.45
IV
141.1%
B/E move
6.1%

75Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
9.93
IV
190.2%
B/E move
5.3%

80Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
12.42
IV
240.7%
B/E move
4.9%

Options history

No recorded observations