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Millicom International Cellular S.A. Common Stock TIGO

COMMUNICATION SERVICES · TELECOM SERVICES
i

Market dataready · fetched 2026-11-04T00:58:51.007Z

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 · 2026-11-03T21:33:00.214771289Z

FundamentalsAlpha Vantage · ready · quarter 2026-06-30 · fetched 2026-11-04T00:56:50.555653+00:00

Share price$77.51
1D+0.6%
AH$76.38$76.78$77.18$77.57$77.975:30 AM6:30 AM9:00 AM1:00 PM2:00 PMTIGO
Sold putSold callAH

Millicom International Cellular S.A. Common Stock options

Live interpolated TIGO call and put midpoint premiums by absolute delta.Millicom International Cellular S.A. Common Stock$0.82$4.56$8.31$12.05$15.80$62.59$69.88$77.17$84.45$91.7420Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive TIGO spot · $77.51TIGO PRICE$1.22$1.64$2.07$2.58$3.10$3.62$4.31$5.01$5.71$6.50$7.35$8.19$9.16$1.57$1.94$2.44$2.94$3.59$4.43$5.26$6.12$7.46$8.80$10.40$12.50$14.72
PutsExpensive1.61×
CallsExpensive1.68×
SkewBearish+4.14 pp
Implied moveBearish±$9.58
TiltBearish15.2% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ89.1669.2%16.6%68.0879.5%14.2%
25Δ87.1069.6%14.5%70.7771.3%11.2%
30Δ85.0470.1%12.4%72.4369.8%9.7%
35Δ83.3669.9%10.9%74.0868.3%8.2%
40Δ81.6969.7%9.4%75.6567.9%7.0%
45Δ80.0369.5%7.9%77.1368.9%6.2%
50Δ78.5569.5%6.9%78.6069.8%5.4%
55Δ77.0869.5%5.9%80.1070.8%4.6%
60Δ75.6069.5%4.9%81.9372.4%3.9%
65Δ74.1568.5%4.1%83.7774.0%3.3%
70Δ72.7266.9%3.3%85.8475.7%2.7%
75Δ71.2965.2%2.5%88.3877.8%2.1%
80Δ69.7663.9%1.8%91.0278.7%1.6%

20Δ

Calls
Pseudo strike
89.16
IV
69.2%
B/E move
16.6%
Puts
Pseudo strike
68.08
IV
79.5%
B/E move
14.2%

25Δ

Calls
Pseudo strike
87.10
IV
69.6%
B/E move
14.5%
Puts
Pseudo strike
70.77
IV
71.3%
B/E move
11.2%

30Δ

Calls
Pseudo strike
85.04
IV
70.1%
B/E move
12.4%
Puts
Pseudo strike
72.43
IV
69.8%
B/E move
9.7%

35Δ

Calls
Pseudo strike
83.36
IV
69.9%
B/E move
10.9%
Puts
Pseudo strike
74.08
IV
68.3%
B/E move
8.2%

40Δ

Calls
Pseudo strike
81.69
IV
69.7%
B/E move
9.4%
Puts
Pseudo strike
75.65
IV
67.9%
B/E move
7.0%

45Δ

Calls
Pseudo strike
80.03
IV
69.5%
B/E move
7.9%
Puts
Pseudo strike
77.13
IV
68.9%
B/E move
6.2%

50Δ

Calls
Pseudo strike
78.55
IV
69.5%
B/E move
6.9%
Puts
Pseudo strike
78.60
IV
69.8%
B/E move
5.4%

55Δ

Calls
Pseudo strike
77.08
IV
69.5%
B/E move
5.9%
Puts
Pseudo strike
80.10
IV
70.8%
B/E move
4.6%

60Δ

Calls
Pseudo strike
75.60
IV
69.5%
B/E move
4.9%
Puts
Pseudo strike
81.93
IV
72.4%
B/E move
3.9%

65Δ

Calls
Pseudo strike
74.15
IV
68.5%
B/E move
4.1%
Puts
Pseudo strike
83.77
IV
74.0%
B/E move
3.3%

70Δ

Calls
Pseudo strike
72.72
IV
66.9%
B/E move
3.3%
Puts
Pseudo strike
85.84
IV
75.7%
B/E move
2.7%

75Δ

Calls
Pseudo strike
71.29
IV
65.2%
B/E move
2.5%
Puts
Pseudo strike
88.38
IV
77.8%
B/E move
2.1%

80Δ

Calls
Pseudo strike
69.76
IV
63.9%
B/E move
1.8%
Puts
Pseudo strike
91.02
IV
78.7%
B/E move
1.6%

Options history

IV · four-Friday blend50.48%
Daily EOD
TIGO46.0%48.6%51.3%2026-10-19: 48.48%2026-10-20: 48.06%2026-10-21: 46.34%2026-10-22: 48.20%2026-10-23: 49.78%2026-10-26: 48.77%2026-10-27: 50.29%2026-10-28: 50.94%2026-10-29: 48.84%2026-10-30: 50.48%Oct 19Oct 23Oct 30
10 observations2026-10-19 — 2026-10-30
Table
DateIV (%)
48.48%
48.06%
46.34%
48.20%
49.78%
48.77%
50.29%
50.94%
48.84%
50.48%