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Banco de ChileAmerican Depositary Shares (Each representing 200 shares of Common Stock) BCH

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Market datapartial · fetched 2026-10-22T16:50:18.501Z

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 · 2026-10-22T16:50:16.710455786Z

FundamentalsAlpha Vantage · unavailable

Share price$38.78
1D-1.4%
$38.72$38.90$39.08$39.26$39.445:30 AM6:30 AM9:00 AM1:00 PMBCH
Sold putSold call

Banco de ChileAmerican Depositary Shares (Each representing 200 shares of Common Stock) options

Live interpolated BCH call and put midpoint premiums by absolute delta.Banco de ChileAmerican Depositary Shares (Each representing 200 shares of Common Stock)$0.75$1.66$2.56$3.46$4.37$32.23$35.66$39.09$42.52$45.9520Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive BCH spot · $38.78BCH PRICE$0.85$1.12$1.39$1.66$1.94$2.21$2.48$2.75$3.02$3.29$3.57$3.84$4.11$0.97$1.18$1.38$1.59$1.79$2.00$2.21
PutsExpensive1.58×
CallsExpensive1.87×
SkewBullish-5.66 pp
Implied moveBullish±$4.48
TiltBullish48.7% CALL
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ48.1964.5%26.4%
25Δ47.1562.6%24.5%35.3354.9%11.4%
30Δ46.1160.7%22.5%36.0452.5%10.1%
35Δ45.0758.9%20.5%36.7550.1%8.8%
40Δ44.0357.0%18.5%37.4647.7%7.5%
45Δ43.0055.2%16.6%38.1745.2%6.2%
50Δ41.9653.3%14.6%38.8842.8%4.9%
55Δ40.9251.5%12.6%39.5940.4%3.6%
60Δ39.8849.6%10.6%
65Δ38.8547.7%8.7%
70Δ37.8145.9%6.7%
75Δ36.7744.0%4.7%
80Δ35.7342.2%2.7%

20Δ

Calls
Pseudo strike
48.19
IV
64.5%
B/E move
26.4%
Puts
Pseudo strike
IV
B/E move

25Δ

Calls
Pseudo strike
47.15
IV
62.6%
B/E move
24.5%
Puts
Pseudo strike
35.33
IV
54.9%
B/E move
11.4%

30Δ

Calls
Pseudo strike
46.11
IV
60.7%
B/E move
22.5%
Puts
Pseudo strike
36.04
IV
52.5%
B/E move
10.1%

35Δ

Calls
Pseudo strike
45.07
IV
58.9%
B/E move
20.5%
Puts
Pseudo strike
36.75
IV
50.1%
B/E move
8.8%

40Δ

Calls
Pseudo strike
44.03
IV
57.0%
B/E move
18.5%
Puts
Pseudo strike
37.46
IV
47.7%
B/E move
7.5%

45Δ

Calls
Pseudo strike
43.00
IV
55.2%
B/E move
16.6%
Puts
Pseudo strike
38.17
IV
45.2%
B/E move
6.2%

50Δ

Calls
Pseudo strike
41.96
IV
53.3%
B/E move
14.6%
Puts
Pseudo strike
38.88
IV
42.8%
B/E move
4.9%

55Δ

Calls
Pseudo strike
40.92
IV
51.5%
B/E move
12.6%
Puts
Pseudo strike
39.59
IV
40.4%
B/E move
3.6%

60Δ

Calls
Pseudo strike
39.88
IV
49.6%
B/E move
10.6%
Puts
Pseudo strike
IV
B/E move

65Δ

Calls
Pseudo strike
38.85
IV
47.7%
B/E move
8.7%
Puts
Pseudo strike
IV
B/E move

70Δ

Calls
Pseudo strike
37.81
IV
45.9%
B/E move
6.7%
Puts
Pseudo strike
IV
B/E move

75Δ

Calls
Pseudo strike
36.77
IV
44.0%
B/E move
4.7%
Puts
Pseudo strike
IV
B/E move

80Δ

Calls
Pseudo strike
35.73
IV
42.2%
B/E move
2.7%
Puts
Pseudo strike
IV
B/E move

Options history

No recorded observations