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COMPANHIA DE SANEAMENTO B SICO DO ESTADO DE SAO PAULO-SABESP ADS'S SBS

UTILITIES · UTILITIES - REGULATED WATER
i

Market dataready · fetched 2026-11-04T06:27:20.810Z

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 · 2026-11-04T00:00:00.001435932Z

FundamentalsAlpha Vantage · ready · quarter 2026-06-30 · fetched 2026-11-04T06:27:19.982856+00:00

Share price$4.42
1D-0.9%
AH$4.33$4.37$4.41$4.45$4.495:30 AM6:30 AM9:00 AM1:00 PM2:00 PMSBS
Sold putSold callAH

COMPANHIA DE SANEAMENTO B SICO DO ESTADO DE SAO PAULO-SABESP ADS'S options

Live interpolated SBS call and put midpoint premiums by absolute delta.COMPANHIA DE SANEAMENTO B SICO DO ESTADO DE SAO PAULO-SABESP ADS'S$0.16$0.59$1.02$1.44$1.87$1.77$3.16$4.55$5.95$7.3420Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ60Δ P unavailable: no unambiguous, price-consistent delta bracketP —65Δ P unavailable: no unambiguous, price-consistent delta bracketP —70Δ P unavailable: no unambiguous, price-consistent delta bracketP —75Δ P unavailable: no unambiguous, price-consistent delta bracketP —80Δ P unavailable: no unambiguous, price-consistent delta bracketP —OPTION PRICELive SBS spot · $4.42SBS PRICE$0.20$0.26$0.32$0.38$0.44$0.50$0.64$0.83$1.01$1.20$1.38$1.57$1.75$0.28$0.36$0.44$0.52$0.59$0.67$0.75$0.83
Puts——
CallsExpensive1.99×
Skew——
Implied moveBearish±$1.39
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ6.60158.9%54.0%3.23158.3%33.2%
25Δ6.30165.8%48.6%3.46156.4%29.9%
30Δ6.00172.7%43.2%3.68154.5%26.7%
35Δ5.70179.5%37.8%3.90152.6%23.4%
40Δ5.40186.4%32.3%4.12150.7%20.1%
45Δ5.10193.3%26.9%4.35148.8%16.8%
50Δ4.81202.1%23.4%4.57146.9%13.6%
55Δ4.52212.1%21.0%4.79145.0%10.3%
60Δ4.23222.0%18.5%
65Δ3.93231.9%16.1%
70Δ3.64241.8%13.6%
75Δ3.35251.7%11.2%
80Δ3.06261.6%8.7%

20Δ

Calls
Pseudo strike
6.60
IV
158.9%
B/E move
54.0%
Puts
Pseudo strike
3.23
IV
158.3%
B/E move
33.2%

25Δ

Calls
Pseudo strike
6.30
IV
165.8%
B/E move
48.6%
Puts
Pseudo strike
3.46
IV
156.4%
B/E move
29.9%

30Δ

Calls
Pseudo strike
6.00
IV
172.7%
B/E move
43.2%
Puts
Pseudo strike
3.68
IV
154.5%
B/E move
26.7%

35Δ

Calls
Pseudo strike
5.70
IV
179.5%
B/E move
37.8%
Puts
Pseudo strike
3.90
IV
152.6%
B/E move
23.4%

40Δ

Calls
Pseudo strike
5.40
IV
186.4%
B/E move
32.3%
Puts
Pseudo strike
4.12
IV
150.7%
B/E move
20.1%

45Δ

Calls
Pseudo strike
5.10
IV
193.3%
B/E move
26.9%
Puts
Pseudo strike
4.35
IV
148.8%
B/E move
16.8%

50Δ

Calls
Pseudo strike
4.81
IV
202.1%
B/E move
23.4%
Puts
Pseudo strike
4.57
IV
146.9%
B/E move
13.6%

55Δ

Calls
Pseudo strike
4.52
IV
212.1%
B/E move
21.0%
Puts
Pseudo strike
4.79
IV
145.0%
B/E move
10.3%

60Δ

Calls
Pseudo strike
4.23
IV
222.0%
B/E move
18.5%
Puts
Pseudo strike
IV
B/E move

65Δ

Calls
Pseudo strike
3.93
IV
231.9%
B/E move
16.1%
Puts
Pseudo strike
IV
B/E move

70Δ

Calls
Pseudo strike
3.64
IV
241.8%
B/E move
13.6%
Puts
Pseudo strike
IV
B/E move

75Δ

Calls
Pseudo strike
3.35
IV
251.7%
B/E move
11.2%
Puts
Pseudo strike
IV
B/E move

80Δ

Calls
Pseudo strike
3.06
IV
261.6%
B/E move
8.7%
Puts
Pseudo strike
IV
B/E move

Options history

IV · four-Friday blend—
Daily EOD

No recorded observations

0 observations