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Banco BBVA Argentina S.A. BBAR

i

Market datapartial · fetched 2026-10-22T16:38:16.785Z

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 · 2026-10-22T16:36:39.314170375Z

FundamentalsAlpha Vantage · unavailable

Share price$12.29
1D-2.8%
$12.17$12.30$12.43$12.56$12.695:30 AM6:30 AM9:00 AM1:00 PMBBAR
Sold putSold call

Banco BBVA Argentina S.A. options

Live interpolated BBAR call and put midpoint premiums by absolute delta.Banco BBVA Argentina S.A.$0.34$0.73$1.11$1.50$1.89$9.66$11.06$12.46$13.86$15.2620Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive BBAR spot · $12.29BBAR PRICE$0.38$0.41$0.43$0.45$0.49$0.60$0.71$0.82$0.93$1.18$1.42$1.67$0.46$0.44$0.46$0.60$0.73$0.87$1.01$1.17$1.37$1.57$1.77
PutsCheap0.81×
CallsExpensive1.22×
SkewBullish-21.08 pp
Implied moveBalanced±$1.44
TiltBearish4.9% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ17.64119.5%46.6%
25Δ16.43102.4%37.0%
30Δ15.2285.3%27.4%11.3066.2%11.8%
35Δ14.0268.3%17.8%11.7052.4%8.4%
40Δ12.9653.9%9.5%12.0542.5%5.7%
45Δ12.7254.2%8.4%12.2643.8%5.1%
50Δ12.4854.5%7.3%12.4745.2%4.5%
55Δ12.2454.8%6.2%12.6846.5%3.9%
60Δ12.0055.1%5.2%12.8947.9%3.3%
65Δ11.6859.2%4.6%13.1348.4%2.7%
70Δ11.3663.3%4.0%13.4048.1%2.2%
75Δ11.0467.4%3.4%13.6747.7%1.6%
80Δ13.9347.4%1.1%

20Δ

Calls
Pseudo strike
17.64
IV
119.5%
B/E move
46.6%
Puts
Pseudo strike
IV
B/E move

25Δ

Calls
Pseudo strike
16.43
IV
102.4%
B/E move
37.0%
Puts
Pseudo strike
IV
B/E move

30Δ

Calls
Pseudo strike
15.22
IV
85.3%
B/E move
27.4%
Puts
Pseudo strike
11.30
IV
66.2%
B/E move
11.8%

35Δ

Calls
Pseudo strike
14.02
IV
68.3%
B/E move
17.8%
Puts
Pseudo strike
11.70
IV
52.4%
B/E move
8.4%

40Δ

Calls
Pseudo strike
12.96
IV
53.9%
B/E move
9.5%
Puts
Pseudo strike
12.05
IV
42.5%
B/E move
5.7%

45Δ

Calls
Pseudo strike
12.72
IV
54.2%
B/E move
8.4%
Puts
Pseudo strike
12.26
IV
43.8%
B/E move
5.1%

50Δ

Calls
Pseudo strike
12.48
IV
54.5%
B/E move
7.3%
Puts
Pseudo strike
12.47
IV
45.2%
B/E move
4.5%

55Δ

Calls
Pseudo strike
12.24
IV
54.8%
B/E move
6.2%
Puts
Pseudo strike
12.68
IV
46.5%
B/E move
3.9%

60Δ

Calls
Pseudo strike
12.00
IV
55.1%
B/E move
5.2%
Puts
Pseudo strike
12.89
IV
47.9%
B/E move
3.3%

65Δ

Calls
Pseudo strike
11.68
IV
59.2%
B/E move
4.6%
Puts
Pseudo strike
13.13
IV
48.4%
B/E move
2.7%

70Δ

Calls
Pseudo strike
11.36
IV
63.3%
B/E move
4.0%
Puts
Pseudo strike
13.40
IV
48.1%
B/E move
2.2%

75Δ

Calls
Pseudo strike
11.04
IV
67.4%
B/E move
3.4%
Puts
Pseudo strike
13.67
IV
47.7%
B/E move
1.6%

80Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
13.93
IV
47.4%
B/E move
1.1%

Options history

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