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Banco BBVA Argentina S.A. BBAR

i

Market datapartial · fetched 2026-11-12T03:08:32.613Z

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 · 2026-11-12T00:00:00.003788669Z

FundamentalsAlpha Vantage · unavailable

Share price$10.66
1D-0.2%
AH$10.52$10.62$10.73$10.83$10.935:30 AM6:30 AM9:00 AM1:00 PM2:00 PMBBAR
Sold putSold callAH

Banco BBVA Argentina S.A. options

Live interpolated BBAR call and put midpoint premiums by absolute delta.Banco BBVA Argentina S.A.$0.07$1.44$2.80$4.17$5.54$-0.12$0.19$0.50$0.81$1.1220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ30Δ P unavailable: no unambiguous, price-consistent delta bracketP —35Δ P unavailable: no unambiguous, price-consistent delta bracketP —40Δ P unavailable: no unambiguous, price-consistent delta bracketP —45Δ P unavailable: no unambiguous, price-consistent delta bracketP —50Δ P unavailable: no unambiguous, price-consistent delta bracketP —55Δ P unavailable: no unambiguous, price-consistent delta bracketP —60Δ 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 —80Δ P unavailable: no unambiguous, price-consistent delta bracketP —OPTION PRICEBBAR PRICE$0.22$0.29$0.36$0.42$0.48$0.54$0.66$0.80$0.93$1.06$1.36$1.80$2.19$0.71$0.83$5.14
Puts——
CallsExpensive2.03×
Skew——
Implied move——
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ12.90128.9%23.0%8.03301.1%31.3%
25Δ12.48128.0%19.8%8.76271.2%25.6%
30Δ12.07127.0%16.6%
35Δ11.72120.5%14.0%
40Δ11.39112.7%11.4%
45Δ11.05104.9%8.8%
50Δ10.81105.9%7.6%
55Δ10.57108.5%6.6%
60Δ10.34111.1%5.7%
65Δ10.11113.8%4.8%
70Δ9.75128.3%4.2%
75Δ9.29153.3%4.0%15.26264.1%5.1%
80Δ8.84167.1%3.5%

20Δ

Calls
Pseudo strike
12.90
IV
128.9%
B/E move
23.0%
Puts
Pseudo strike
8.03
IV
301.1%
B/E move
31.3%

25Δ

Calls
Pseudo strike
12.48
IV
128.0%
B/E move
19.8%
Puts
Pseudo strike
8.76
IV
271.2%
B/E move
25.6%

30Δ

Calls
Pseudo strike
12.07
IV
127.0%
B/E move
16.6%
Puts
Pseudo strike
IV
B/E move

35Δ

Calls
Pseudo strike
11.72
IV
120.5%
B/E move
14.0%
Puts
Pseudo strike
IV
B/E move

40Δ

Calls
Pseudo strike
11.39
IV
112.7%
B/E move
11.4%
Puts
Pseudo strike
IV
B/E move

45Δ

Calls
Pseudo strike
11.05
IV
104.9%
B/E move
8.8%
Puts
Pseudo strike
IV
B/E move

50Δ

Calls
Pseudo strike
10.81
IV
105.9%
B/E move
7.6%
Puts
Pseudo strike
IV
B/E move

55Δ

Calls
Pseudo strike
10.57
IV
108.5%
B/E move
6.6%
Puts
Pseudo strike
IV
B/E move

60Δ

Calls
Pseudo strike
10.34
IV
111.1%
B/E move
5.7%
Puts
Pseudo strike
IV
B/E move

65Δ

Calls
Pseudo strike
10.11
IV
113.8%
B/E move
4.8%
Puts
Pseudo strike
IV
B/E move

70Δ

Calls
Pseudo strike
9.75
IV
128.3%
B/E move
4.2%
Puts
Pseudo strike
IV
B/E move

75Δ

Calls
Pseudo strike
9.29
IV
153.3%
B/E move
4.0%
Puts
Pseudo strike
15.26
IV
264.1%
B/E move
5.1%

80Δ

Calls
Pseudo strike
8.84
IV
167.1%
B/E move
3.5%
Puts
Pseudo strike
IV
B/E move

Options history

IV · four-Friday blend61.54%
Daily close
BBAR45.4%80.7%116.0%2026-08-13: 91.51%2026-08-18: 80.87%2026-08-20: 78.46%2026-08-21: 70.29%2026-08-24: 70.53%2026-08-25: 66.75%2026-08-26: 69.46%2026-08-27: 68.72%2026-08-28: 77.38%2026-08-31: 56.64%2026-09-01: 65.24%2026-09-02: 68.40%2026-09-03: 71.36%2026-09-04: 65.33%2026-09-08: 66.60%2026-09-09: 71.73%2026-09-10: 69.94%2026-09-11: 66.17%2026-09-14: 71.93%2026-09-16: 93.96%2026-09-17: 111.16%2026-09-18: 63.27%2026-09-21: 60.30%2026-09-22: 64.95%2026-09-23: 67.71%2026-09-24: 62.80%2026-09-25: 56.62%2026-09-28: 65.77%2026-09-29: 79.41%2026-09-30: 66.40%2026-10-01: 78.65%2026-10-02: 81.21%2026-10-06: 53.90%2026-10-08: 50.27%2026-10-13: 53.46%2026-10-16: 54.84%2026-10-19: 52.31%2026-10-20: 57.38%2026-10-21: 56.52%2026-10-22: 55.02%2026-10-23: 58.63%2026-10-26: 64.26%2026-10-27: 56.69%2026-10-28: 71.45%2026-10-29: 62.57%2026-10-30: 61.54%Aug 13Sep 21Oct 30
46 observations2026-08-13 — 2026-10-30
Table
DateIV (%)
91.51%
80.87%
78.46%
70.29%
70.53%
66.75%
69.46%
68.72%
77.38%
56.64%
65.24%
68.40%
71.36%
65.33%
66.60%
71.73%
69.94%
66.17%
71.93%
93.96%
111.16%
63.27%
60.30%
64.95%
67.71%
62.80%
56.62%
65.77%
79.41%
66.40%
78.65%
81.21%
53.90%
50.27%
53.46%
54.84%
52.31%
57.38%
56.52%
55.02%
58.63%
64.26%
56.69%
71.45%
62.57%
61.54%