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Credicorp LTD BAP

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Market datapartial · fetched 2026-10-22T07:00:15.892Z

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 · unavailable

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$13.42$23.37$33.32$43.27$340.34$365.42$390.51$415.60$440.6920Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive BAP spot · $388.38BAP PRICE$4.55$5.54$7.04$8.96$11.22$13.53$15.90$18.62$21.54$24.80$28.15$33.70$40.40$4.98$6.37$7.87$9.31$11.41$14.31$16.88$18.76$20.93$24.93$28.65$31.79$35.75
PutsExpensive1.28×
CallsExpensive1.40×
SkewBullish-3.86 pp
Implied moveBearish±$32.77
TiltBalanced0.4% CALL
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ431.7339.7%12.3%357.2738.8%9.3%
25Δ419.0135.5%9.3%364.9336.9%7.7%
30Δ412.7435.4%8.1%371.2735.8%6.4%
35Δ407.2836.2%7.2%376.9134.2%5.4%
40Δ402.4437.7%6.5%382.1334.1%4.5%
45Δ397.3338.6%5.8%386.8535.7%4.1%
50Δ391.9438.8%5.0%391.5136.2%3.5%
55Δ386.5439.0%4.3%396.0534.5%2.9%
60Δ381.1339.2%3.7%400.7333.2%2.2%
65Δ375.5839.2%3.1%406.2533.9%1.8%
70Δ370.0039.0%2.5%411.5233.9%1.4%
75Δ362.8440.6%2.1%416.2732.5%1.0%
80Δ354.5842.4%1.7%421.7431.6%0.6%

20Δ

Calls
Pseudo strike
431.73
IV
39.7%
B/E move
12.3%
Puts
Pseudo strike
357.27
IV
38.8%
B/E move
9.3%

25Δ

Calls
Pseudo strike
419.01
IV
35.5%
B/E move
9.3%
Puts
Pseudo strike
364.93
IV
36.9%
B/E move
7.7%

30Δ

Calls
Pseudo strike
412.74
IV
35.4%
B/E move
8.1%
Puts
Pseudo strike
371.27
IV
35.8%
B/E move
6.4%

35Δ

Calls
Pseudo strike
407.28
IV
36.2%
B/E move
7.2%
Puts
Pseudo strike
376.91
IV
34.2%
B/E move
5.4%

40Δ

Calls
Pseudo strike
402.44
IV
37.7%
B/E move
6.5%
Puts
Pseudo strike
382.13
IV
34.1%
B/E move
4.5%

45Δ

Calls
Pseudo strike
397.33
IV
38.6%
B/E move
5.8%
Puts
Pseudo strike
386.85
IV
35.7%
B/E move
4.1%

50Δ

Calls
Pseudo strike
391.94
IV
38.8%
B/E move
5.0%
Puts
Pseudo strike
391.51
IV
36.2%
B/E move
3.5%

55Δ

Calls
Pseudo strike
386.54
IV
39.0%
B/E move
4.3%
Puts
Pseudo strike
396.05
IV
34.5%
B/E move
2.9%

60Δ

Calls
Pseudo strike
381.13
IV
39.2%
B/E move
3.7%
Puts
Pseudo strike
400.73
IV
33.2%
B/E move
2.2%

65Δ

Calls
Pseudo strike
375.58
IV
39.2%
B/E move
3.1%
Puts
Pseudo strike
406.25
IV
33.9%
B/E move
1.8%

70Δ

Calls
Pseudo strike
370.00
IV
39.0%
B/E move
2.5%
Puts
Pseudo strike
411.52
IV
33.9%
B/E move
1.4%

75Δ

Calls
Pseudo strike
362.84
IV
40.6%
B/E move
2.1%
Puts
Pseudo strike
416.27
IV
32.5%
B/E move
1.0%

80Δ

Calls
Pseudo strike
354.58
IV
42.4%
B/E move
1.7%
Puts
Pseudo strike
421.74
IV
31.6%
B/E move
0.6%

Options history

No recorded observations