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Banco Bradesco S.A. American Depositary Shares (Each representing one Preferred Shares) BBD

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Market datapartial · fetched 2026-10-23T04:43:35.224Z

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 · 2026-10-22T23:56:25.436869323Z

FundamentalsAlpha Vantage · unavailable

Share price$3.86
1D-0.5%
AH$3.94$3.97$4.00$4.03$4.055:30 AM6:30 AM9:00 AM1:00 PM2:00 PMBBD
Sold putSold callAH

Banco Bradesco S.A. American Depositary Shares (Each representing one Preferred Shares) options

Live interpolated BBD call and put midpoint premiums by absolute delta.Banco Bradesco S.A. American Depositary Shares (Each representing one Preferred Shares)$0.06$0.32$0.58$0.84$1.10$2.73$3.33$3.92$4.52$5.1120Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive BBD spot · $3.86BBD PRICE$0.09$0.11$0.15$0.19$0.24$0.28$0.33$0.42$0.50$0.59$0.69$0.86$1.02$0.13$0.16$0.20$0.24$0.28$0.32$0.35
PutsExpensive1.38×
CallsExpensive1.20×
SkewBullish-11.66 pp
Implied moveBearish±$0.69
TiltBullish52.9% CALL
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ4.7071.3%23.9%3.2191.1%20.2%
25Δ4.5675.1%21.2%3.3689.3%17.2%
30Δ4.4478.3%18.9%3.5187.4%14.4%
35Δ4.3381.1%17.2%3.6283.8%12.5%
40Δ4.2283.8%15.4%3.7380.1%10.7%
45Δ4.1086.6%13.7%3.8376.5%8.9%
50Δ3.9989.5%12.0%3.9472.8%7.1%
55Δ3.8694.7%10.8%
60Δ3.7399.9%9.6%
65Δ3.60105.1%8.4%
70Δ3.44111.6%7.2%
75Δ3.24121.7%6.2%
80Δ3.04131.7%5.1%

20Δ

Calls
Pseudo strike
4.70
IV
71.3%
B/E move
23.9%
Puts
Pseudo strike
3.21
IV
91.1%
B/E move
20.2%

25Δ

Calls
Pseudo strike
4.56
IV
75.1%
B/E move
21.2%
Puts
Pseudo strike
3.36
IV
89.3%
B/E move
17.2%

30Δ

Calls
Pseudo strike
4.44
IV
78.3%
B/E move
18.9%
Puts
Pseudo strike
3.51
IV
87.4%
B/E move
14.4%

35Δ

Calls
Pseudo strike
4.33
IV
81.1%
B/E move
17.2%
Puts
Pseudo strike
3.62
IV
83.8%
B/E move
12.5%

40Δ

Calls
Pseudo strike
4.22
IV
83.8%
B/E move
15.4%
Puts
Pseudo strike
3.73
IV
80.1%
B/E move
10.7%

45Δ

Calls
Pseudo strike
4.10
IV
86.6%
B/E move
13.7%
Puts
Pseudo strike
3.83
IV
76.5%
B/E move
8.9%

50Δ

Calls
Pseudo strike
3.99
IV
89.5%
B/E move
12.0%
Puts
Pseudo strike
3.94
IV
72.8%
B/E move
7.1%

55Δ

Calls
Pseudo strike
3.86
IV
94.7%
B/E move
10.8%
Puts
Pseudo strike
IV
B/E move

60Δ

Calls
Pseudo strike
3.73
IV
99.9%
B/E move
9.6%
Puts
Pseudo strike
IV
B/E move

65Δ

Calls
Pseudo strike
3.60
IV
105.1%
B/E move
8.4%
Puts
Pseudo strike
IV
B/E move

70Δ

Calls
Pseudo strike
3.44
IV
111.6%
B/E move
7.2%
Puts
Pseudo strike
IV
B/E move

75Δ

Calls
Pseudo strike
3.24
IV
121.7%
B/E move
6.2%
Puts
Pseudo strike
IV
B/E move

80Δ

Calls
Pseudo strike
3.04
IV
131.7%
B/E move
5.1%
Puts
Pseudo strike
IV
B/E move

Options history

BBD57.1257.7658.402026-10-20: 58.31%2026-10-21: 57.21%Oct 20Oct 21
Table
DateIV
58.31%
57.21%