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AMBEV S.A. ABEV

i

Market datapartial · fetched 2026-11-04T08:56:39.287Z

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: 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 · 2026-11-04T00:48:41.575099512Z

FundamentalsAlpha Vantage · unavailable

Share price$2.66
1D+1.1%
AH$2.60$2.62$2.64$2.66$2.685:30 AM6:30 AM9:00 AM1:00 PM2:00 PMABEV
Sold putSold callAH

AMBEV S.A. options

Live interpolated ABEV call and put midpoint premiums by absolute delta.AMBEV S.A.$0.03$0.61$1.18$1.76$2.33$1.54$2.04$2.54$3.04$3.5420Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ20Δ P unavailable: no unambiguous, price-consistent delta bracketP —70Δ C unavailable: no unambiguous, price-consistent delta bracketC —75Δ C unavailable: no unambiguous, price-consistent delta bracketC —80Δ C unavailable: no unambiguous, price-consistent delta bracketC —OPTION PRICELive ABEV spot · $2.66ABEV PRICE$0.09$0.12$0.14$0.17$0.20$0.22$0.25$0.27$0.30$0.32$0.20$0.38$0.56$0.74$0.91$1.09$1.27$1.45$1.63$1.81$1.99$2.17
Puts——
Calls——
Skew——
Implied moveBearish±$1.34
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ4.43159.9%70.0%
25Δ4.22154.2%63.0%2.6851.2%6.6%
30Δ4.00148.6%56.0%2.8765.0%6.3%
35Δ3.79143.0%48.9%3.0678.8%5.9%
40Δ3.58137.3%41.9%3.2592.6%5.5%
45Δ3.37131.7%34.8%3.44106.4%5.2%
50Δ3.15126.1%27.8%3.62120.1%4.8%
55Δ2.94120.4%20.7%3.81133.9%4.5%
60Δ2.73114.8%13.7%4.00147.7%4.1%
65Δ2.51109.2%6.6%4.19161.5%3.8%
70Δ4.38175.2%3.4%
75Δ4.57189.0%3.1%
80Δ4.75202.8%2.7%

20Δ

Calls
Pseudo strike
4.43
IV
159.9%
B/E move
70.0%
Puts
Pseudo strike
IV
B/E move

25Δ

Calls
Pseudo strike
4.22
IV
154.2%
B/E move
63.0%
Puts
Pseudo strike
2.68
IV
51.2%
B/E move
6.6%

30Δ

Calls
Pseudo strike
4.00
IV
148.6%
B/E move
56.0%
Puts
Pseudo strike
2.87
IV
65.0%
B/E move
6.3%

35Δ

Calls
Pseudo strike
3.79
IV
143.0%
B/E move
48.9%
Puts
Pseudo strike
3.06
IV
78.8%
B/E move
5.9%

40Δ

Calls
Pseudo strike
3.58
IV
137.3%
B/E move
41.9%
Puts
Pseudo strike
3.25
IV
92.6%
B/E move
5.5%

45Δ

Calls
Pseudo strike
3.37
IV
131.7%
B/E move
34.8%
Puts
Pseudo strike
3.44
IV
106.4%
B/E move
5.2%

50Δ

Calls
Pseudo strike
3.15
IV
126.1%
B/E move
27.8%
Puts
Pseudo strike
3.62
IV
120.1%
B/E move
4.8%

55Δ

Calls
Pseudo strike
2.94
IV
120.4%
B/E move
20.7%
Puts
Pseudo strike
3.81
IV
133.9%
B/E move
4.5%

60Δ

Calls
Pseudo strike
2.73
IV
114.8%
B/E move
13.7%
Puts
Pseudo strike
4.00
IV
147.7%
B/E move
4.1%

65Δ

Calls
Pseudo strike
2.51
IV
109.2%
B/E move
6.6%
Puts
Pseudo strike
4.19
IV
161.5%
B/E move
3.8%

70Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
4.38
IV
175.2%
B/E move
3.4%

75Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
4.57
IV
189.0%
B/E move
3.1%

80Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
4.75
IV
202.8%
B/E move
2.7%

Options history

IV · four-Friday blend—
Daily EOD

No recorded observations

0 observations