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Banco Bilbao Vizcaya Argentaria, S.A. BBVA

i

Market datapartial · fetched 2026-11-13T19:11:04.153Z

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 · 2026-11-13T19:10:21.956875362Z

FundamentalsAlpha Vantage · unavailable

Share price$25.93
1D+0.0%
$25.90$25.92$25.95$25.98$26.005:30 AM6:30 AM9:00 AM1:00 PMBBVA
Sold putSold call

Banco Bilbao Vizcaya Argentaria, S.A. options

Live interpolated BBVA call and put midpoint premiums by absolute delta.Banco Bilbao Vizcaya Argentaria, S.A.$1.23$2.03$2.83$3.63$4.44$-0.12$0.19$0.50$0.81$1.1220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ20Δ C unavailable: no unambiguous, price-consistent delta bracketC —30Δ C unavailable: no unambiguous, price-consistent delta bracketC —35Δ C unavailable: no unambiguous, price-consistent delta bracketC —40Δ C unavailable: no unambiguous, price-consistent delta bracketC —45Δ C unavailable: no unambiguous, price-consistent delta bracketC —50Δ C unavailable: no unambiguous, price-consistent delta bracketC —55Δ C unavailable: no unambiguous, price-consistent delta bracketC —60Δ C unavailable: no unambiguous, price-consistent delta bracketC —65Δ C unavailable: no unambiguous, price-consistent delta bracketC —70Δ C unavailable: no unambiguous, price-consistent delta bracketC —75Δ C unavailable: no unambiguous, price-consistent delta bracketC —80Δ C unavailable: no unambiguous, price-consistent delta bracketC —OPTION PRICEBBVA PRICE$1.31$1.33$1.36$1.40$1.43$1.55$1.88$2.22$2.55$2.88$3.21$3.54$3.87$4.20
PutsExpensive3.94×
Calls——
Skew——
Implied move——
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ19.09312.9%31.5%
25Δ37.60297.4%50.1%20.69264.3%25.5%
30Δ22.30215.7%19.4%
35Δ23.90167.1%13.3%
40Δ25.18132.7%8.9%
45Δ25.74129.3%8.0%
50Δ26.31125.9%7.1%
55Δ26.88122.5%6.2%
60Δ27.44119.1%5.3%
65Δ28.01115.7%4.4%
70Δ28.57112.3%3.5%
75Δ29.14108.9%2.6%
80Δ29.71105.5%1.6%

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
19.09
IV
312.9%
B/E move
31.5%

25Δ

Calls
Pseudo strike
37.60
IV
297.4%
B/E move
50.1%
Puts
Pseudo strike
20.69
IV
264.3%
B/E move
25.5%

30Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
22.30
IV
215.7%
B/E move
19.4%

35Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
23.90
IV
167.1%
B/E move
13.3%

40Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
25.18
IV
132.7%
B/E move
8.9%

45Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
25.74
IV
129.3%
B/E move
8.0%

50Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
26.31
IV
125.9%
B/E move
7.1%

55Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
26.88
IV
122.5%
B/E move
6.2%

60Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
27.44
IV
119.1%
B/E move
5.3%

65Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
28.01
IV
115.7%
B/E move
4.4%

70Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
28.57
IV
112.3%
B/E move
3.5%

75Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
29.14
IV
108.9%
B/E move
2.6%

80Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
29.71
IV
105.5%
B/E move
1.6%

Options history

IV · four-Friday blend47.83%
Daily close
BBVA43.7%47.8%51.9%2026-10-19: 48.97%2026-10-20: 49.45%2026-10-21: 47.03%2026-10-22: 46.41%2026-10-23: 47.80%2026-10-26: 46.69%2026-10-27: 47.84%2026-10-28: 51.37%2026-10-29: 44.23%2026-10-30: 47.83%Oct 19Oct 23Oct 30
10 observations2026-10-19 — 2026-10-30
Table
DateIV (%)
48.97%
49.45%
47.03%
46.41%
47.80%
46.69%
47.84%
51.37%
44.23%
47.83%