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Ericsson American Depositary Shares ERIC

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Market datapartial · fetched 2026-11-04T09:40:24.642Z

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 · 2026-11-04T09:31:19.433369729Z

FundamentalsAlpha Vantage · unavailable

Share price$11.08
1D
Price history unavailable.

Ericsson American Depositary Shares options

Live interpolated ERIC call and put midpoint premiums by absolute delta.Ericsson American Depositary Shares$0.04$0.63$1.21$1.80$2.39$9.65$10.27$10.89$11.51$12.1320Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ20Δ C unavailable: no unambiguous, price-consistent delta bracketC —60Δ C unavailable: no unambiguous, price-consistent delta bracketC —65Δ C unavailable: no unambiguous, price-consistent delta bracketC —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 ERIC spot · $11.08ERIC PRICE$0.10$0.12$0.14$0.17$0.19$0.21$0.23$0.13$0.17$0.21$0.25$0.29$0.35$0.50$0.64$0.79$0.93$1.08$1.62$2.22
PutsExpensive1.70×
Calls——
Skew——
Implied moveBearish±$0.71
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ10.2840.6%8.4%
25Δ11.7529.4%6.9%10.4340.6%7.4%
30Δ11.6428.2%6.1%10.5840.5%6.4%
35Δ11.5327.0%5.3%10.7340.5%5.4%
40Δ11.4125.8%4.5%10.8840.5%4.5%
45Δ11.3024.6%3.7%11.0341.0%3.6%
50Δ11.1923.4%2.9%11.2144.3%3.3%
55Δ11.0822.3%2.1%11.3947.7%2.9%
60Δ11.5851.0%2.6%
65Δ11.7654.3%2.3%
70Δ11.9457.6%2.0%
75Δ12.5072.4%1.9%
80Δ13.1284.8%1.7%

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
10.28
IV
40.6%
B/E move
8.4%

25Δ

Calls
Pseudo strike
11.75
IV
29.4%
B/E move
6.9%
Puts
Pseudo strike
10.43
IV
40.6%
B/E move
7.4%

30Δ

Calls
Pseudo strike
11.64
IV
28.2%
B/E move
6.1%
Puts
Pseudo strike
10.58
IV
40.5%
B/E move
6.4%

35Δ

Calls
Pseudo strike
11.53
IV
27.0%
B/E move
5.3%
Puts
Pseudo strike
10.73
IV
40.5%
B/E move
5.4%

40Δ

Calls
Pseudo strike
11.41
IV
25.8%
B/E move
4.5%
Puts
Pseudo strike
10.88
IV
40.5%
B/E move
4.5%

45Δ

Calls
Pseudo strike
11.30
IV
24.6%
B/E move
3.7%
Puts
Pseudo strike
11.03
IV
41.0%
B/E move
3.6%

50Δ

Calls
Pseudo strike
11.19
IV
23.4%
B/E move
2.9%
Puts
Pseudo strike
11.21
IV
44.3%
B/E move
3.3%

55Δ

Calls
Pseudo strike
11.08
IV
22.3%
B/E move
2.1%
Puts
Pseudo strike
11.39
IV
47.7%
B/E move
2.9%

60Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
11.58
IV
51.0%
B/E move
2.6%

65Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
11.76
IV
54.3%
B/E move
2.3%

70Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
11.94
IV
57.6%
B/E move
2.0%

75Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
12.50
IV
72.4%
B/E move
1.9%

80Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
13.12
IV
84.8%
B/E move
1.7%

Options history

IV · four-Friday blend29.81%
Daily close
ERIC22.6%68.6%114.6%2026-08-06: 43.69%2026-08-10: 33.77%2026-08-19: 108.27%2026-08-21: 41.82%2026-08-26: 38.24%2026-08-27: 37.97%2026-08-28: 36.51%2026-08-31: 41.51%2026-09-01: 38.70%2026-09-02: 43.85%2026-09-08: 41.92%2026-09-09: 40.74%2026-09-10: 38.25%2026-09-14: 44.48%2026-09-15: 58.85%2026-09-18: 39.57%2026-09-21: 40.39%2026-09-22: 36.88%2026-09-23: 38.07%2026-09-24: 39.66%2026-09-25: 38.61%2026-09-28: 39.57%2026-09-29: 40.22%2026-09-30: 39.63%2026-10-01: 40.35%2026-10-02: 40.16%2026-10-05: 42.38%2026-10-06: 43.18%2026-10-07: 43.82%2026-10-08: 46.08%2026-10-09: 47.77%2026-10-12: 51.15%2026-10-13: 59.11%2026-10-14: 65.63%2026-10-16: 31.41%2026-10-19: 29.40%2026-10-20: 28.94%2026-10-21: 28.97%2026-10-22: 36.85%2026-10-23: 29.05%2026-10-26: 29.91%2026-10-27: 35.08%2026-10-28: 35.24%2026-10-29: 37.02%2026-10-30: 29.81%Aug 6Sep 29Oct 30
45 observations2026-08-06 — 2026-10-30
Table
DateIV (%)
43.69%
33.77%
108.27%
41.82%
38.24%
37.97%
36.51%
41.51%
38.70%
43.85%
41.92%
40.74%
38.25%
44.48%
58.85%
39.57%
40.39%
36.88%
38.07%
39.66%
38.61%
39.57%
40.22%
39.63%
40.35%
40.16%
42.38%
43.18%
43.82%
46.08%
47.77%
51.15%
59.11%
65.63%
31.41%
29.40%
28.94%
28.97%
36.85%
29.05%
29.91%
35.08%
35.24%
37.02%
29.81%