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Credicorp Ltd BAP

FINANCIAL SERVICES · BANKS - REGIONAL
i

Market dataready · fetched 2026-10-22T03:33:54.955Z

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 and implied move: recorded expiration-specific observations.

History data

PriceAlpaca · sip · 2026-10-21T23:00:00.003795895Z

FundamentalsAlpha Vantage · ready · quarter 2026-06-30 · fetched 2026-10-22T03:33:50.454788+00:00

Share price$388.38
1D-1.3%
AH$388$389$391$392$3945:30 AM6:30 AM9:00 AM1:00 PM2:00 PMBAP
Sold putSold callAH

Credicorp Ltd options

Live interpolated BAP call and put midpoint premiums by absolute delta.Credicorp Ltd$3.48$13.40$23.32$33.24$43.16$340.97$365.69$390.42$415.15$439.8720Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive BAP spot · $388.38BAP PRICE$4.55$5.53$7.04$8.95$11.20$13.51$15.88$18.59$21.51$24.77$28.11$33.63$40.30$4.98$6.38$7.88$9.32$11.43$14.34$16.90$18.79$20.99$25.00$28.71$31.86$35.93
PutsExpensive1.25×
CallsExpensive1.36×
SkewBullish-3.69 pp
Implied moveBearish±$32.77
TiltBalanced0.2% CALL
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ431.7539.0%12.3%357.2938.2%9.3%
25Δ419.0234.9%9.3%364.9536.3%7.7%
30Δ412.7734.8%8.1%371.3035.2%6.4%
35Δ407.3035.6%7.2%376.9433.7%5.3%
40Δ402.4737.1%6.5%382.1633.6%4.5%
45Δ397.3637.9%5.8%386.8935.1%4.1%
50Δ391.9838.1%5.0%391.5635.6%3.5%
55Δ386.5838.3%4.3%396.1134.0%2.8%
60Δ381.1838.5%3.7%400.8132.7%2.2%
65Δ375.6438.4%3.1%406.3433.4%1.8%
70Δ370.0738.3%2.5%411.6133.4%1.4%
75Δ362.9339.8%2.1%416.3732.0%1.0%
80Δ354.7041.6%1.7%421.9431.2%0.6%

20Δ

Calls
Pseudo strike
431.75
IV
39.0%
B/E move
12.3%
Puts
Pseudo strike
357.29
IV
38.2%
B/E move
9.3%

25Δ

Calls
Pseudo strike
419.02
IV
34.9%
B/E move
9.3%
Puts
Pseudo strike
364.95
IV
36.3%
B/E move
7.7%

30Δ

Calls
Pseudo strike
412.77
IV
34.8%
B/E move
8.1%
Puts
Pseudo strike
371.30
IV
35.2%
B/E move
6.4%

35Δ

Calls
Pseudo strike
407.30
IV
35.6%
B/E move
7.2%
Puts
Pseudo strike
376.94
IV
33.7%
B/E move
5.3%

40Δ

Calls
Pseudo strike
402.47
IV
37.1%
B/E move
6.5%
Puts
Pseudo strike
382.16
IV
33.6%
B/E move
4.5%

45Δ

Calls
Pseudo strike
397.36
IV
37.9%
B/E move
5.8%
Puts
Pseudo strike
386.89
IV
35.1%
B/E move
4.1%

50Δ

Calls
Pseudo strike
391.98
IV
38.1%
B/E move
5.0%
Puts
Pseudo strike
391.56
IV
35.6%
B/E move
3.5%

55Δ

Calls
Pseudo strike
386.58
IV
38.3%
B/E move
4.3%
Puts
Pseudo strike
396.11
IV
34.0%
B/E move
2.8%

60Δ

Calls
Pseudo strike
381.18
IV
38.5%
B/E move
3.7%
Puts
Pseudo strike
400.81
IV
32.7%
B/E move
2.2%

65Δ

Calls
Pseudo strike
375.64
IV
38.4%
B/E move
3.1%
Puts
Pseudo strike
406.34
IV
33.4%
B/E move
1.8%

70Δ

Calls
Pseudo strike
370.07
IV
38.3%
B/E move
2.5%
Puts
Pseudo strike
411.61
IV
33.4%
B/E move
1.4%

75Δ

Calls
Pseudo strike
362.93
IV
39.8%
B/E move
2.1%
Puts
Pseudo strike
416.37
IV
32.0%
B/E move
1.0%

80Δ

Calls
Pseudo strike
354.70
IV
41.6%
B/E move
1.7%
Puts
Pseudo strike
421.94
IV
31.2%
B/E move
0.6%

Options history

No recorded observations