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Banco Bilbao Vizcaya Argentaria, S.A. BBVA

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Market datapartial · fetched 2026-10-23T04:29:19.994Z

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 · 2026-10-22T23:00:00.002826719Z

FundamentalsAlpha Vantage · unavailable

Share price$25.03
1D-0.5%
AH$24.83$24.97$25.10$25.23$25.375:30 AM6:30 AM9:00 AM1:00 PM2:00 PMBBVA
Sold putSold callAH

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$2.04$2.86$3.67$4.48$18.52$22.01$25.50$28.99$32.4720Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive BBVA spot · $25.03BBVA PRICE$1.32$1.38$1.43$1.49$1.55$1.60$1.69$1.98$2.26$2.55$2.84$3.26$1.34$1.38$1.43$1.49$1.54$1.59$1.94$2.33$2.71$3.09$3.48$3.86$4.25
PutsExpensive1.93×
CallsExpensive2.82×
SkewBullish-13.30 pp
Implied moveBearish±$3.54
TiltBearish13.2% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ18.98149.2%29.5%
25Δ39.11163.8%61.5%20.88120.1%22.1%
30Δ36.70145.6%52.1%22.6193.6%15.4%
35Δ34.30127.4%42.8%23.3882.6%12.5%
40Δ31.90109.2%33.4%24.1571.6%9.7%
45Δ29.5091.0%24.0%24.9260.7%6.8%
50Δ27.1072.9%14.6%25.5058.3%5.9%
55Δ24.9456.9%6.4%26.0656.9%5.2%
60Δ24.4356.3%5.5%26.6255.6%4.5%
65Δ23.9255.7%4.6%27.1854.2%3.8%
70Δ23.4255.1%3.8%27.7452.9%3.1%
75Δ22.9154.5%2.9%28.3051.5%2.4%
80Δ22.3054.9%2.1%28.8650.2%1.7%

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
18.98
IV
149.2%
B/E move
29.5%

25Δ

Calls
Pseudo strike
39.11
IV
163.8%
B/E move
61.5%
Puts
Pseudo strike
20.88
IV
120.1%
B/E move
22.1%

30Δ

Calls
Pseudo strike
36.70
IV
145.6%
B/E move
52.1%
Puts
Pseudo strike
22.61
IV
93.6%
B/E move
15.4%

35Δ

Calls
Pseudo strike
34.30
IV
127.4%
B/E move
42.8%
Puts
Pseudo strike
23.38
IV
82.6%
B/E move
12.5%

40Δ

Calls
Pseudo strike
31.90
IV
109.2%
B/E move
33.4%
Puts
Pseudo strike
24.15
IV
71.6%
B/E move
9.7%

45Δ

Calls
Pseudo strike
29.50
IV
91.0%
B/E move
24.0%
Puts
Pseudo strike
24.92
IV
60.7%
B/E move
6.8%

50Δ

Calls
Pseudo strike
27.10
IV
72.9%
B/E move
14.6%
Puts
Pseudo strike
25.50
IV
58.3%
B/E move
5.9%

55Δ

Calls
Pseudo strike
24.94
IV
56.9%
B/E move
6.4%
Puts
Pseudo strike
26.06
IV
56.9%
B/E move
5.2%

60Δ

Calls
Pseudo strike
24.43
IV
56.3%
B/E move
5.5%
Puts
Pseudo strike
26.62
IV
55.6%
B/E move
4.5%

65Δ

Calls
Pseudo strike
23.92
IV
55.7%
B/E move
4.6%
Puts
Pseudo strike
27.18
IV
54.2%
B/E move
3.8%

70Δ

Calls
Pseudo strike
23.42
IV
55.1%
B/E move
3.8%
Puts
Pseudo strike
27.74
IV
52.9%
B/E move
3.1%

75Δ

Calls
Pseudo strike
22.91
IV
54.5%
B/E move
2.9%
Puts
Pseudo strike
28.30
IV
51.5%
B/E move
2.4%

80Δ

Calls
Pseudo strike
22.30
IV
54.9%
B/E move
2.1%
Puts
Pseudo strike
28.86
IV
50.2%
B/E move
1.7%

Options history

BBVA47.1147.1647.212026-10-21: 47.16%Oct 21Oct 21
Table
DateIV
47.16%