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

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Market datapartial · fetched 2026-10-22T21:18:19.073Z

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 · 2026-10-22T20:10:00.004038268Z

FundamentalsAlpha Vantage · unavailable

Share price$38.53
1D-2.0%
AH$38.39$38.66$38.93$39.19$39.465:30 AM6:30 AM9:00 AM1:00 PM2:00 PMBCH
Sold putSold callAH

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)$0.45$1.66$2.87$4.08$5.30$32.56$35.38$38.21$41.03$43.8620Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive BCH spot · $38.53BCH PRICE$0.58$0.70$0.81$0.93$1.08$1.37$1.66$1.95$2.24$2.53$2.82$3.11$3.39$0.82$1.00$1.18$1.36$1.54$1.72$1.91$2.09$2.27$2.81$3.53$4.24$4.95
PutsExpensive1.49×
CallsExpensive1.37×
SkewBearish+5.92 pp
Implied moveBearish±$3.57
TiltBearish11.9% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ46.8258.8%23.0%33.4464.2%15.3%
25Δ45.0352.9%18.7%35.0957.1%11.5%
30Δ43.2347.0%14.3%35.7654.1%10.2%
35Δ41.4441.1%10.0%36.4351.1%9.0%
40Δ39.9036.3%6.4%37.1148.2%7.7%
45Δ39.3935.8%5.8%37.7845.2%6.4%
50Δ38.8835.2%5.2%38.4542.3%5.2%
55Δ38.3634.7%4.6%39.1239.3%3.9%
60Δ37.8534.2%4.1%39.7936.3%2.6%
65Δ37.3433.7%3.5%40.5935.8%2.0%
70Δ36.8333.1%2.9%41.4436.4%1.6%
75Δ36.3232.6%2.3%42.2937.0%1.2%
80Δ35.8132.1%1.7%43.1437.5%0.9%

20Δ

Calls
Pseudo strike
46.82
IV
58.8%
B/E move
23.0%
Puts
Pseudo strike
33.44
IV
64.2%
B/E move
15.3%

25Δ

Calls
Pseudo strike
45.03
IV
52.9%
B/E move
18.7%
Puts
Pseudo strike
35.09
IV
57.1%
B/E move
11.5%

30Δ

Calls
Pseudo strike
43.23
IV
47.0%
B/E move
14.3%
Puts
Pseudo strike
35.76
IV
54.1%
B/E move
10.2%

35Δ

Calls
Pseudo strike
41.44
IV
41.1%
B/E move
10.0%
Puts
Pseudo strike
36.43
IV
51.1%
B/E move
9.0%

40Δ

Calls
Pseudo strike
39.90
IV
36.3%
B/E move
6.4%
Puts
Pseudo strike
37.11
IV
48.2%
B/E move
7.7%

45Δ

Calls
Pseudo strike
39.39
IV
35.8%
B/E move
5.8%
Puts
Pseudo strike
37.78
IV
45.2%
B/E move
6.4%

50Δ

Calls
Pseudo strike
38.88
IV
35.2%
B/E move
5.2%
Puts
Pseudo strike
38.45
IV
42.3%
B/E move
5.2%

55Δ

Calls
Pseudo strike
38.36
IV
34.7%
B/E move
4.6%
Puts
Pseudo strike
39.12
IV
39.3%
B/E move
3.9%

60Δ

Calls
Pseudo strike
37.85
IV
34.2%
B/E move
4.1%
Puts
Pseudo strike
39.79
IV
36.3%
B/E move
2.6%

65Δ

Calls
Pseudo strike
37.34
IV
33.7%
B/E move
3.5%
Puts
Pseudo strike
40.59
IV
35.8%
B/E move
2.0%

70Δ

Calls
Pseudo strike
36.83
IV
33.1%
B/E move
2.9%
Puts
Pseudo strike
41.44
IV
36.4%
B/E move
1.6%

75Δ

Calls
Pseudo strike
36.32
IV
32.6%
B/E move
2.3%
Puts
Pseudo strike
42.29
IV
37.0%
B/E move
1.2%

80Δ

Calls
Pseudo strike
35.81
IV
32.1%
B/E move
1.7%
Puts
Pseudo strike
43.14
IV
37.5%
B/E move
0.9%

Options history

No recorded observations