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Itau Unibanco Holding S.A. American Depositary Shares ITUB

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Market datapartial · fetched 2026-11-04T03:49:01.485Z

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 · 2026-11-04T00:53:31.231700683Z

FundamentalsAlpha Vantage · unavailable

Share price$7.06
1D-0.3%
AH$6.94$6.98$7.02$7.05$7.095:30 AM6:30 AM9:00 AM1:00 PM2:00 PMITUB
Sold putSold callAH

Itau Unibanco Holding S.A. American Depositary Shares options

Live interpolated ITUB call and put midpoint premiums by absolute delta.Itau Unibanco Holding S.A. American Depositary Shares$0.05$0.34$0.63$0.93$1.22$2.97$4.86$6.75$8.64$10.5320Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ20Δ C unavailable: no unambiguous, price-consistent delta bracketC —25Δ 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/P unavailable: no unambiguous, price-consistent delta bracketC/P —75Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —80Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —OPTION PRICELive ITUB spot · $7.06ITUB PRICE$0.13$0.15$0.17$0.19$0.22$0.24$0.08$0.10$0.12$0.14$0.16$0.26$0.48$0.70$0.92$1.14
Puts——
Calls——
Skew——
Implied moveBearish±$0.70
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ6.3746.6%11.0%
25Δ6.5044.0%9.3%
30Δ7.6244.4%9.8%6.6441.4%7.6%
35Δ7.5142.7%8.5%6.7838.8%6.0%
40Δ7.3941.0%7.2%6.9236.2%4.3%
45Δ7.2839.3%5.8%7.0937.5%3.2%
50Δ7.1637.6%4.5%7.3344.8%3.0%
55Δ7.0535.9%3.2%7.5752.1%2.7%
60Δ7.8059.4%2.5%
65Δ8.0466.8%2.2%
70Δ
75Δ
80Δ

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
6.37
IV
46.6%
B/E move
11.0%

25Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
6.50
IV
44.0%
B/E move
9.3%

30Δ

Calls
Pseudo strike
7.62
IV
44.4%
B/E move
9.8%
Puts
Pseudo strike
6.64
IV
41.4%
B/E move
7.6%

35Δ

Calls
Pseudo strike
7.51
IV
42.7%
B/E move
8.5%
Puts
Pseudo strike
6.78
IV
38.8%
B/E move
6.0%

40Δ

Calls
Pseudo strike
7.39
IV
41.0%
B/E move
7.2%
Puts
Pseudo strike
6.92
IV
36.2%
B/E move
4.3%

45Δ

Calls
Pseudo strike
7.28
IV
39.3%
B/E move
5.8%
Puts
Pseudo strike
7.09
IV
37.5%
B/E move
3.2%

50Δ

Calls
Pseudo strike
7.16
IV
37.6%
B/E move
4.5%
Puts
Pseudo strike
7.33
IV
44.8%
B/E move
3.0%

55Δ

Calls
Pseudo strike
7.05
IV
35.9%
B/E move
3.2%
Puts
Pseudo strike
7.57
IV
52.1%
B/E move
2.7%

60Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
7.80
IV
59.4%
B/E move
2.5%

65Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
8.04
IV
66.8%
B/E move
2.2%

70Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

75Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

80Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

Options history

IV · four-Friday blend75.01%
Daily close
ITUB37.4%68.0%98.6%2026-08-05: 64.25%2026-08-06: 65.65%2026-08-07: 43.41%2026-08-10: 47.45%2026-09-02: 60.24%2026-09-04: 63.14%2026-09-09: 94.13%2026-09-18: 64.40%2026-09-21: 56.36%2026-09-22: 77.27%2026-09-23: 74.69%2026-09-24: 72.21%2026-09-25: 78.21%2026-09-28: 58.74%2026-09-29: 70.79%2026-09-30: 68.61%2026-10-01: 85.59%2026-10-02: 93.68%2026-10-05: 48.70%2026-10-06: 72.13%2026-10-09: 94.42%2026-10-12: 90.86%2026-10-16: 70.74%2026-10-19: 61.11%2026-10-20: 59.98%2026-10-21: 60.13%2026-10-22: 70.77%2026-10-23: 57.10%2026-10-26: 51.18%2026-10-27: 41.59%2026-10-28: 87.33%2026-10-29: 92.84%2026-10-30: 75.01%Aug 5Oct 1Oct 30
33 observations2026-08-05 — 2026-10-30
Table
DateIV (%)
64.25%
65.65%
43.41%
47.45%
60.24%
63.14%
94.13%
64.40%
56.36%
77.27%
74.69%
72.21%
78.21%
58.74%
70.79%
68.61%
85.59%
93.68%
48.70%
72.13%
94.42%
90.86%
70.74%
61.11%
59.98%
60.13%
70.77%
57.10%
51.18%
41.59%
87.33%
92.84%
75.01%