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ARCOS DORADOS HOLDINGS INC. ARCO

CONSUMER CYCLICAL · RESTAURANTS
i

Market dataready · fetched 2026-11-06T13:55:48.555Z

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 · 2026-11-06T00:03:42.009684738Z

FundamentalsAlpha Vantage · ready · quarter 2026-06-30 · fetched 2026-11-06T13:54:53.689026+00:00

Share price$7.00
1D+0.0%
AH$6.90$6.96$7.02$7.08$7.145:30 AM6:30 AM9:00 AM1:00 PM2:00 PMARCO
Sold putSold callAH

ARCOS DORADOS HOLDINGS INC. options

Live interpolated ARCO call and put midpoint premiums by absolute delta.ARCOS DORADOS HOLDINGS INC.$0.26$0.87$1.49$2.11$2.73$3.31$4.63$5.96$7.28$8.6120Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ20Δ C unavailable: no unambiguous, price-consistent delta bracketC —25Δ C unavailable: no unambiguous, price-consistent delta bracketC —30Δ C unavailable: no unambiguous, price-consistent delta bracketC —OPTION PRICELive ARCO spot · $7.00ARCO PRICE$0.32$0.51$0.69$0.88$1.06$1.25$1.44$1.62$1.81$1.99$0.43$0.46$0.48$0.50$0.52$0.54$0.57$0.59$0.61$0.63$0.85$1.70$2.55
PutsExpensive2.28×
Calls——
Skew——
Implied moveBullish±$1.45
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ3.57442.6%55.2%
25Δ3.97403.7%49.8%
30Δ4.37364.8%44.4%
35Δ7.2970.8%8.8%4.77325.8%38.9%
40Δ7.0782.3%8.2%5.18286.9%33.5%
45Δ6.8593.7%7.7%5.58248.0%28.1%
50Δ6.62105.2%7.2%5.98209.0%22.6%
55Δ6.40116.7%6.6%6.39170.1%17.2%
60Δ6.17128.1%6.1%6.79131.2%11.7%
65Δ5.95139.6%5.5%7.1992.3%6.3%
70Δ5.73151.1%5.0%7.7070.1%2.1%
75Δ5.50162.5%4.4%8.55102.8%2.1%
80Δ5.28174.0%3.9%9.40135.5%2.1%

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
3.57
IV
442.6%
B/E move
55.2%

25Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
3.97
IV
403.7%
B/E move
49.8%

30Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
4.37
IV
364.8%
B/E move
44.4%

35Δ

Calls
Pseudo strike
7.29
IV
70.8%
B/E move
8.8%
Puts
Pseudo strike
4.77
IV
325.8%
B/E move
38.9%

40Δ

Calls
Pseudo strike
7.07
IV
82.3%
B/E move
8.2%
Puts
Pseudo strike
5.18
IV
286.9%
B/E move
33.5%

45Δ

Calls
Pseudo strike
6.85
IV
93.7%
B/E move
7.7%
Puts
Pseudo strike
5.58
IV
248.0%
B/E move
28.1%

50Δ

Calls
Pseudo strike
6.62
IV
105.2%
B/E move
7.2%
Puts
Pseudo strike
5.98
IV
209.0%
B/E move
22.6%

55Δ

Calls
Pseudo strike
6.40
IV
116.7%
B/E move
6.6%
Puts
Pseudo strike
6.39
IV
170.1%
B/E move
17.2%

60Δ

Calls
Pseudo strike
6.17
IV
128.1%
B/E move
6.1%
Puts
Pseudo strike
6.79
IV
131.2%
B/E move
11.7%

65Δ

Calls
Pseudo strike
5.95
IV
139.6%
B/E move
5.5%
Puts
Pseudo strike
7.19
IV
92.3%
B/E move
6.3%

70Δ

Calls
Pseudo strike
5.73
IV
151.1%
B/E move
5.0%
Puts
Pseudo strike
7.70
IV
70.1%
B/E move
2.1%

75Δ

Calls
Pseudo strike
5.50
IV
162.5%
B/E move
4.4%
Puts
Pseudo strike
8.55
IV
102.8%
B/E move
2.1%

80Δ

Calls
Pseudo strike
5.28
IV
174.0%
B/E move
3.9%
Puts
Pseudo strike
9.40
IV
135.5%
B/E move
2.1%

Options history

IV · four-Friday blend47.81%
Daily close
ARCO43.4%50.3%57.2%2026-09-18: 44.87%2026-09-21: 44.34%2026-09-22: 56.23%2026-09-23: 47.81%Sep 18Sep 21Sep 23
4 observations2026-09-18 — 2026-09-23
Table
DateIV (%)
44.87%
44.34%
56.23%
47.81%