Share price$3.91
1D-0.5%
Sold putSold callAH
Banco Bradesco SA ADR BBD
FINANCIAL SERVICES · BANKS - REGIONALi
Market dataready · fetched 2026-10-22T22:08:45.664Z
Delta surfaceAlpaca · derived absolute-delta buckets · 2026-11-20
Calculation methodologyOptions 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 dataPriceAlpaca · sip · 2026-10-22T21:56:39.427686493Z
FundamentalsAlpha Vantage · ready · quarter 2026-06-30 · fetched 2026-10-22T22:06:07.638489+00:00
Banco Bradesco SA ADR options
PutsExpensive1.23×
CallsExpensive1.08×
SkewBullish-10.84 pp
Implied moveBearish±$0.69
TiltBullish2.2% CALL
Table
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 4.71 | 66.7% | 22.6% | 3.23 | 92.5% | 20.7% |
| 25Δ | 4.58 | 69.8% | 20.0% | 3.40 | 91.0% | 17.6% |
| 30Δ | 4.46 | 72.6% | 17.7% | 3.54 | 88.9% | 14.9% |
| 35Δ | 4.35 | 74.8% | 16.0% | 3.66 | 85.4% | 13.0% |
| 40Δ | 4.24 | 76.9% | 14.3% | 3.78 | 82.0% | 11.0% |
| 45Δ | 4.13 | 79.1% | 12.7% | 3.90 | 78.6% | 9.0% |
| 50Δ | 4.03 | 81.3% | 11.0% | 4.01 | 75.1% | 7.2% |
| 55Δ | 3.90 | 84.9% | 9.8% | 4.09 | 71.1% | 6.2% |
| 60Δ | 3.78 | 89.0% | 8.6% | 4.16 | 67.0% | 5.2% |
| 65Δ | 3.65 | 93.0% | 7.5% | 4.24 | 63.0% | 4.3% |
| 70Δ | 3.52 | 97.1% | 6.3% | 4.31 | 59.0% | 3.3% |
| 75Δ | 3.34 | 103.9% | 5.3% | 4.39 | 54.9% | 2.3% |
| 80Δ | 3.14 | 111.3% | 4.3% | 4.47 | 50.9% | 1.3% |
20Δ
- Pseudo strike
- 4.71
- IV
- 66.7%
- B/E move
- 22.6%
- Pseudo strike
- 3.23
- IV
- 92.5%
- B/E move
- 20.7%
25Δ
- Pseudo strike
- 4.58
- IV
- 69.8%
- B/E move
- 20.0%
- Pseudo strike
- 3.40
- IV
- 91.0%
- B/E move
- 17.6%
30Δ
- Pseudo strike
- 4.46
- IV
- 72.6%
- B/E move
- 17.7%
- Pseudo strike
- 3.54
- IV
- 88.9%
- B/E move
- 14.9%
35Δ
- Pseudo strike
- 4.35
- IV
- 74.8%
- B/E move
- 16.0%
- Pseudo strike
- 3.66
- IV
- 85.4%
- B/E move
- 13.0%
40Δ
- Pseudo strike
- 4.24
- IV
- 76.9%
- B/E move
- 14.3%
- Pseudo strike
- 3.78
- IV
- 82.0%
- B/E move
- 11.0%
45Δ
- Pseudo strike
- 4.13
- IV
- 79.1%
- B/E move
- 12.7%
- Pseudo strike
- 3.90
- IV
- 78.6%
- B/E move
- 9.0%
50Δ
- Pseudo strike
- 4.03
- IV
- 81.3%
- B/E move
- 11.0%
- Pseudo strike
- 4.01
- IV
- 75.1%
- B/E move
- 7.2%
55Δ
- Pseudo strike
- 3.90
- IV
- 84.9%
- B/E move
- 9.8%
- Pseudo strike
- 4.09
- IV
- 71.1%
- B/E move
- 6.2%
60Δ
- Pseudo strike
- 3.78
- IV
- 89.0%
- B/E move
- 8.6%
- Pseudo strike
- 4.16
- IV
- 67.0%
- B/E move
- 5.2%
65Δ
- Pseudo strike
- 3.65
- IV
- 93.0%
- B/E move
- 7.5%
- Pseudo strike
- 4.24
- IV
- 63.0%
- B/E move
- 4.3%
70Δ
- Pseudo strike
- 3.52
- IV
- 97.1%
- B/E move
- 6.3%
- Pseudo strike
- 4.31
- IV
- 59.0%
- B/E move
- 3.3%
75Δ
- Pseudo strike
- 3.34
- IV
- 103.9%
- B/E move
- 5.3%
- Pseudo strike
- 4.39
- IV
- 54.9%
- B/E move
- 2.3%
80Δ
- Pseudo strike
- 3.14
- IV
- 111.3%
- B/E move
- 4.3%
- Pseudo strike
- 4.47
- IV
- 50.9%
- B/E move
- 1.3%
Options history
Table
| Date | IV |
|---|---|
| 58.31% | |
| 57.21% |