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Banco BBVA Argentina S.A. BBAR

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Market datapartial · fetched 2026-10-22T21:26:08.638Z

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 · 2026-10-22T20:10:00.00396307Z

FundamentalsAlpha Vantage · unavailable

Share price$12.50
1D-1.2%
AH$12.17$12.30$12.43$12.56$12.695:30 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.$0.19$0.75$1.31$1.88$2.44$9.93$11.20$12.47$13.74$15.0120Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive BBAR spot · $12.50BBAR PRICE$0.35$0.25$0.32$0.38$0.45$0.53$0.63$0.72$0.81$0.91$1.10$1.32$1.54$0.41$0.47$0.45$0.43$0.55$0.68$0.80$0.92$1.12$1.38$1.65$1.94$2.27
PutsFair0.99×
CallsCheap0.91×
SkewBearish+6.16 pp
Implied moveBearish±$1.42
TiltBearish16.8% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ17.14105.9%39.9%10.3793.4%20.3%
25Δ13.9951.6%13.9%11.0480.5%15.5%
30Δ13.7050.4%12.1%11.5363.8%11.3%
35Δ13.4149.2%10.3%12.0148.0%7.4%
40Δ13.1248.0%8.5%12.2348.6%6.6%
45Δ12.8747.2%7.2%12.4649.1%5.8%
50Δ12.6646.7%6.3%12.6849.7%5.0%
55Δ12.4646.2%5.4%12.9050.2%4.2%
60Δ12.2545.7%4.5%13.1851.8%3.5%
65Δ12.0445.2%3.6%13.5154.2%3.0%
70Δ11.7746.5%3.0%13.8456.6%2.5%
75Δ11.4948.1%2.5%14.2157.6%1.9%
80Δ11.2149.8%2.0%14.6157.3%1.4%

20Δ

Calls
Pseudo strike
17.14
IV
105.9%
B/E move
39.9%
Puts
Pseudo strike
10.37
IV
93.4%
B/E move
20.3%

25Δ

Calls
Pseudo strike
13.99
IV
51.6%
B/E move
13.9%
Puts
Pseudo strike
11.04
IV
80.5%
B/E move
15.5%

30Δ

Calls
Pseudo strike
13.70
IV
50.4%
B/E move
12.1%
Puts
Pseudo strike
11.53
IV
63.8%
B/E move
11.3%

35Δ

Calls
Pseudo strike
13.41
IV
49.2%
B/E move
10.3%
Puts
Pseudo strike
12.01
IV
48.0%
B/E move
7.4%

40Δ

Calls
Pseudo strike
13.12
IV
48.0%
B/E move
8.5%
Puts
Pseudo strike
12.23
IV
48.6%
B/E move
6.6%

45Δ

Calls
Pseudo strike
12.87
IV
47.2%
B/E move
7.2%
Puts
Pseudo strike
12.46
IV
49.1%
B/E move
5.8%

50Δ

Calls
Pseudo strike
12.66
IV
46.7%
B/E move
6.3%
Puts
Pseudo strike
12.68
IV
49.7%
B/E move
5.0%

55Δ

Calls
Pseudo strike
12.46
IV
46.2%
B/E move
5.4%
Puts
Pseudo strike
12.90
IV
50.2%
B/E move
4.2%

60Δ

Calls
Pseudo strike
12.25
IV
45.7%
B/E move
4.5%
Puts
Pseudo strike
13.18
IV
51.8%
B/E move
3.5%

65Δ

Calls
Pseudo strike
12.04
IV
45.2%
B/E move
3.6%
Puts
Pseudo strike
13.51
IV
54.2%
B/E move
3.0%

70Δ

Calls
Pseudo strike
11.77
IV
46.5%
B/E move
3.0%
Puts
Pseudo strike
13.84
IV
56.6%
B/E move
2.5%

75Δ

Calls
Pseudo strike
11.49
IV
48.1%
B/E move
2.5%
Puts
Pseudo strike
14.21
IV
57.6%
B/E move
1.9%

80Δ

Calls
Pseudo strike
11.21
IV
49.8%
B/E move
2.0%
Puts
Pseudo strike
14.61
IV
57.3%
B/E move
1.4%

Options history

BBAR56.5356.9957.442026-10-20: 57.38%2026-10-21: 56.59%Oct 20Oct 21
Table
DateIV
57.38%
56.59%