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Ericsson American Depositary Shares ERIC

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Market datapartial · fetched 2026-11-06T21:46:54.269Z

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 · 2026-11-06T21:40:27.962785723Z

FundamentalsAlpha Vantage · unavailable

Share price$10.33
1D-0.8%
AH$10.23$10.28$10.33$10.37$10.425:30 AM6:30 AM9:00 AM1:00 PM2:00 PMERIC
Sold putSold callAH

Ericsson American Depositary Shares options

Live interpolated ERIC call and put midpoint premiums by absolute delta.Ericsson American Depositary Shares$0.06$0.30$0.55$0.80$1.04$9.36$9.87$10.38$10.89$11.4020Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ20Δ C unavailable: no unambiguous, price-consistent delta bracketC —80Δ C unavailable: no unambiguous, price-consistent delta bracketC —OPTION PRICELive ERIC spot · $10.33ERIC PRICE$0.10$0.13$0.16$0.19$0.21$0.24$0.27$0.30$0.33$0.35$0.38$0.09$0.11$0.14$0.21$0.28$0.35$0.42$0.49$0.55$0.62$0.69$0.76$0.97
PutsExpensive1.14×
Calls——
Skew——
Implied moveBearish±$0.66
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ9.6138.4%7.8%
25Δ10.8529.4%6.1%9.8335.3%5.9%
30Δ10.7728.8%5.6%10.0233.1%4.3%
35Δ10.6928.1%5.1%10.1334.1%3.9%
40Δ10.6127.5%4.6%10.2335.1%3.6%
45Δ10.5326.9%4.1%10.3436.1%3.2%
50Δ10.4526.3%3.6%10.4537.1%2.8%
55Δ10.3725.7%3.1%10.5538.2%2.5%
60Δ10.2925.0%2.5%10.6639.2%2.1%
65Δ10.2124.4%2.0%10.7740.2%1.8%
70Δ10.1323.8%1.5%10.8741.2%1.4%
75Δ10.0523.2%1.0%10.9842.2%1.0%
80Δ11.2243.0%0.8%

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
9.61
IV
38.4%
B/E move
7.8%

25Δ

Calls
Pseudo strike
10.85
IV
29.4%
B/E move
6.1%
Puts
Pseudo strike
9.83
IV
35.3%
B/E move
5.9%

30Δ

Calls
Pseudo strike
10.77
IV
28.8%
B/E move
5.6%
Puts
Pseudo strike
10.02
IV
33.1%
B/E move
4.3%

35Δ

Calls
Pseudo strike
10.69
IV
28.1%
B/E move
5.1%
Puts
Pseudo strike
10.13
IV
34.1%
B/E move
3.9%

40Δ

Calls
Pseudo strike
10.61
IV
27.5%
B/E move
4.6%
Puts
Pseudo strike
10.23
IV
35.1%
B/E move
3.6%

45Δ

Calls
Pseudo strike
10.53
IV
26.9%
B/E move
4.1%
Puts
Pseudo strike
10.34
IV
36.1%
B/E move
3.2%

50Δ

Calls
Pseudo strike
10.45
IV
26.3%
B/E move
3.6%
Puts
Pseudo strike
10.45
IV
37.1%
B/E move
2.8%

55Δ

Calls
Pseudo strike
10.37
IV
25.7%
B/E move
3.1%
Puts
Pseudo strike
10.55
IV
38.2%
B/E move
2.5%

60Δ

Calls
Pseudo strike
10.29
IV
25.0%
B/E move
2.5%
Puts
Pseudo strike
10.66
IV
39.2%
B/E move
2.1%

65Δ

Calls
Pseudo strike
10.21
IV
24.4%
B/E move
2.0%
Puts
Pseudo strike
10.77
IV
40.2%
B/E move
1.8%

70Δ

Calls
Pseudo strike
10.13
IV
23.8%
B/E move
1.5%
Puts
Pseudo strike
10.87
IV
41.2%
B/E move
1.4%

75Δ

Calls
Pseudo strike
10.05
IV
23.2%
B/E move
1.0%
Puts
Pseudo strike
10.98
IV
42.2%
B/E move
1.0%

80Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
11.22
IV
43.0%
B/E move
0.8%

Options history

IV · four-Friday blend29.81%
Daily close
ERIC22.6%68.6%114.6%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 10Sep 29Oct 30
44 observations2026-08-10 — 2026-10-30
Table
DateIV (%)
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%