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

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Market datapartial · fetched 2026-10-22T23:51:57.207Z

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 · 2026-10-22T23:00:00.003727759Z

FundamentalsAlpha Vantage · unavailable

Share price$5.69
1D+2.3%
AH$5.54$5.61$5.67$5.73$5.795:30 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.$0.10$1.53$2.95$4.37$5.79$3.34$4.65$5.97$7.28$8.6020Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive VLRS spot · $5.69VLRS PRICE$0.63$0.63$0.69$0.74$0.80$0.85$0.91$0.96$1.20$1.80$0.28$0.26$0.45$0.64$0.83$1.02$1.21$1.41$1.60$1.79$1.98$3.00$5.38
PutsExpensive2.04×
CallsExpensive2.66×
SkewBullish-34.72 pp
Implied moveBearish±$1.96
TiltBearish36.6% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ4.44155.1%26.8%
25Δ5.1176.2%14.8%
30Δ5.3681.4%13.7%
35Δ9.22230.2%73.0%5.6186.6%12.6%
40Δ7.45181.7%42.1%5.8691.8%11.6%
45Δ7.08169.1%36.6%6.1297.0%10.5%
50Δ6.72156.4%31.1%6.37102.2%9.4%
55Δ6.35143.7%25.6%6.62107.3%8.4%
60Δ5.98131.0%20.1%6.87112.5%7.3%
65Δ5.61118.3%14.6%7.13117.7%6.2%
70Δ5.25105.6%9.1%7.38122.9%5.2%
75Δ4.79111.0%5.3%8.44147.8%4.5%
80Δ4.16152.9%4.7%10.83199.9%4.2%

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
4.44
IV
155.1%
B/E move
26.8%

25Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
5.11
IV
76.2%
B/E move
14.8%

30Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
5.36
IV
81.4%
B/E move
13.7%

35Δ

Calls
Pseudo strike
9.22
IV
230.2%
B/E move
73.0%
Puts
Pseudo strike
5.61
IV
86.6%
B/E move
12.6%

40Δ

Calls
Pseudo strike
7.45
IV
181.7%
B/E move
42.1%
Puts
Pseudo strike
5.86
IV
91.8%
B/E move
11.6%

45Δ

Calls
Pseudo strike
7.08
IV
169.1%
B/E move
36.6%
Puts
Pseudo strike
6.12
IV
97.0%
B/E move
10.5%

50Δ

Calls
Pseudo strike
6.72
IV
156.4%
B/E move
31.1%
Puts
Pseudo strike
6.37
IV
102.2%
B/E move
9.4%

55Δ

Calls
Pseudo strike
6.35
IV
143.7%
B/E move
25.6%
Puts
Pseudo strike
6.62
IV
107.3%
B/E move
8.4%

60Δ

Calls
Pseudo strike
5.98
IV
131.0%
B/E move
20.1%
Puts
Pseudo strike
6.87
IV
112.5%
B/E move
7.3%

65Δ

Calls
Pseudo strike
5.61
IV
118.3%
B/E move
14.6%
Puts
Pseudo strike
7.13
IV
117.7%
B/E move
6.2%

70Δ

Calls
Pseudo strike
5.25
IV
105.6%
B/E move
9.1%
Puts
Pseudo strike
7.38
IV
122.9%
B/E move
5.2%

75Δ

Calls
Pseudo strike
4.79
IV
111.0%
B/E move
5.3%
Puts
Pseudo strike
8.44
IV
147.8%
B/E move
4.5%

80Δ

Calls
Pseudo strike
4.16
IV
152.9%
B/E move
4.7%
Puts
Pseudo strike
10.83
IV
199.9%
B/E move
4.2%

Options history

No recorded observations