ABEV Options Chain, Open Interest, and Volatility Data

ABEV Options Open Interest & Strategy Insights

ABEV – Top 10 Strike Prices by Open Interest

Strike	Call OI	Put OI	Total OI
2	5668	23449	29117
3	22509	3648	26157
2.5	20604	5008	25612
1.5	544	425	969
3.5	698	11	709
5	480	0	480
4	379	0	379
1	67	0	67
0.5	43	8	51
4.5	19	0	19

ABEV – Volatility Metrics & Put/Call Analysis

Put/Call OI Ratio	Put/Call Volume Ratio	Avg Call IV	Avg Put IV	IV Skew
0.63	0.28	36.27%	55.79%	19.52%

Data Analysis

Symbol: ABEV Current Price: 2.40
Max Pain: 2.50 (near)

📌 Absolute OI Peak: 2.00 (29117 contracts)
🛡️ Short-term Key Levels: 1.50（969 contracts，minor support） , 1.00（67 contracts，minor support） , 0.50（51 contracts，minor support）

📈 Put/Call OI Ratio: 0.63 (bullish, Call OI dominant)
Put/Call Volume Ratio: 0.28 (bullish, Call volume dominant)

📊 Avg Call IV: 36.27%
Avg Put IV: 55.79%
IV Skew: 19.52% (Put IV higher than Call IV by 19.52%, downward expectation slightly stronger)

⚠️ Unusual OI concentration at far OTM strike 3.00 (26157 contracts), sentiment: bullish (Call OI dominant). May reflect speculative bets or hedging demand.

Market Sentiment Based on Options by Expiration Date

Date	Call Volume	Put Volume	Open Interest	Put/Call Ratio	Sentiment
2025-11-21	2	2	421	1.000	Neutral ⚖️ (50)
2025-12-19	2	0	58	0.000	Moderate Bullish 📈 (70) ⚠️
2026-01-16	38	11	46691	0.289	Moderate Bullish 📈 (70) ⚠️
2026-04-17	15	10	5771	0.667	Slight Bullish 📈 (60)
2027-01-15	166	7	15631	0.042	Moderate Bullish 📈 (70) ⚠️
How the Sentiment Algorithm Works This table evaluates market sentiment based on aggregated options data by expiration date. The key metrics are: Put/Call Ratio (PCR): Indicates the relative activity between put and call options. A high PCR suggests bearish sentiment, while a low PCR indicates bullish sentiment. Open Interest (OI): Represents the number of outstanding contracts. Higher values reflect strong market attention or hedging activity. Unusual activity ⚠️: Days with extremely high PCR or OI are flagged, signaling possible speculative bets or hedging pressures. The sentiment score is computed by combining PCR and OI, then classified into clear labels such as Strong Bullish, Moderate Bullish, Neutral, Moderate Bearish, Strong Bearish. Scores range from 0 to 100, where higher values indicate stronger bullish sentiment and lower values indicate stronger bearish sentiment.