IntraAlpha
Create free account Start free

Compania Cervecerias Unidas S.A. CCU

i

Market datapartial · fetched 2026-11-04T07:14:22.151Z

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 · 2026-11-04T00:00:00.003021111Z

FundamentalsAlpha Vantage · unavailable

Share price$10.37
1D-1.0%
AH$10.35$10.41$10.47$10.52$10.585:30 AM6:30 AM9:00 AM1:00 PM2:00 PMCCU
Sold putSold callAH

Compania Cervecerias Unidas S.A. options

Live interpolated CCU call and put midpoint premiums by absolute delta.Compania Cervecerias Unidas S.A.$1.07$1.80$2.54$3.27$4.00$5.07$6.71$8.35$9.99$11.6420Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ20Δ 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 CCU spot · $10.37CCU PRICE$1.15$1.15$1.19$1.28$1.37$1.46$1.80$2.20$2.60$3.00$1.18$1.29$1.41$1.54$1.67$1.80$1.92$2.05$2.18$2.31$2.43$2.92$3.79
PutsExpensive6.97×
Calls——
Skew——
Implied moveBearish±$3.20
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ7.34330.9%40.6%
25Δ7.92300.4%36.0%
30Δ8.40281.6%32.6%
35Δ16.55303.9%70.7%8.88262.8%29.2%
40Δ13.66240.9%42.8%9.36244.0%25.8%
45Δ12.18203.4%29.0%9.84225.2%22.4%
50Δ11.50186.0%23.2%10.33206.4%19.0%
55Δ10.82168.5%17.5%10.81187.6%15.6%
60Δ10.14151.0%11.8%11.29168.8%12.2%
65Δ9.57155.5%9.6%11.77150.0%8.8%
70Δ9.02165.6%8.2%12.25131.2%5.4%
75Δ8.48175.6%6.8%12.95124.9%3.2%
80Δ7.94185.6%5.5%13.90132.5%2.5%

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
7.34
IV
330.9%
B/E move
40.6%

25Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
7.92
IV
300.4%
B/E move
36.0%

30Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
8.40
IV
281.6%
B/E move
32.6%

35Δ

Calls
Pseudo strike
16.55
IV
303.9%
B/E move
70.7%
Puts
Pseudo strike
8.88
IV
262.8%
B/E move
29.2%

40Δ

Calls
Pseudo strike
13.66
IV
240.9%
B/E move
42.8%
Puts
Pseudo strike
9.36
IV
244.0%
B/E move
25.8%

45Δ

Calls
Pseudo strike
12.18
IV
203.4%
B/E move
29.0%
Puts
Pseudo strike
9.84
IV
225.2%
B/E move
22.4%

50Δ

Calls
Pseudo strike
11.50
IV
186.0%
B/E move
23.2%
Puts
Pseudo strike
10.33
IV
206.4%
B/E move
19.0%

55Δ

Calls
Pseudo strike
10.82
IV
168.5%
B/E move
17.5%
Puts
Pseudo strike
10.81
IV
187.6%
B/E move
15.6%

60Δ

Calls
Pseudo strike
10.14
IV
151.0%
B/E move
11.8%
Puts
Pseudo strike
11.29
IV
168.8%
B/E move
12.2%

65Δ

Calls
Pseudo strike
9.57
IV
155.5%
B/E move
9.6%
Puts
Pseudo strike
11.77
IV
150.0%
B/E move
8.8%

70Δ

Calls
Pseudo strike
9.02
IV
165.6%
B/E move
8.2%
Puts
Pseudo strike
12.25
IV
131.2%
B/E move
5.4%

75Δ

Calls
Pseudo strike
8.48
IV
175.6%
B/E move
6.8%
Puts
Pseudo strike
12.95
IV
124.9%
B/E move
3.2%

80Δ

Calls
Pseudo strike
7.94
IV
185.6%
B/E move
5.5%
Puts
Pseudo strike
13.90
IV
132.5%
B/E move
2.5%

Options history

IV · four-Friday blend72.56%
Daily EOD
CCU63.6%71.2%78.8%2026-10-19: 66.60%2026-10-20: 64.61%2026-10-21: 71.24%2026-10-22: 75.57%2026-10-26: 76.70%2026-10-27: 76.38%2026-10-28: 73.50%2026-10-29: 77.78%2026-10-30: 72.56%Oct 19Oct 26Oct 30
9 observations2026-10-19 — 2026-10-30
Table
DateIV (%)
66.60%
64.61%
71.24%
75.57%
76.70%
76.38%
73.50%
77.78%
72.56%