IntraAlpha
Create free account Start free

Barclays PLC BCS

i

Market datapartial · fetched 2026-11-12T15:29:22.759Z

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 · 2026-11-12T15:29:07.397212545Z

FundamentalsAlpha Vantage · unavailable

Share price$22.89
1D-0.3%
$22.83$22.90$22.96$23.02$23.095:30 AM6:30 AM9:00 AM1:00 PMBCS
Sold putSold call

Barclays PLC options

Live interpolated BCS call and put midpoint premiums by absolute delta.Barclays PLC$0.09$0.37$0.65$0.93$1.20$21.13$22.06$22.99$23.92$24.8420Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive BCS spot · $22.89BCS PRICE$0.12$0.17$0.22$0.26$0.31$0.35$0.43$0.53$0.64$0.75$0.85$0.96$1.12$0.14$0.19$0.25$0.31$0.36$0.42$0.48$0.56$0.67$0.77$0.88$0.98$1.09
PutsCheap0.83×
CallsCheap0.70×
SkewBearish+1.09 pp
Implied moveBearish±$0.90
TiltBearish2.7% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ23.9132.3%5.0%21.9036.2%4.9%
25Δ23.7432.1%4.5%22.1235.3%4.2%
30Δ23.5831.8%4.0%22.2835.0%3.7%
35Δ23.4131.6%3.4%22.4434.7%3.3%
40Δ23.2531.3%2.9%22.6134.3%2.8%
45Δ23.0831.0%2.4%22.7734.0%2.4%
50Δ22.9231.2%2.0%22.9333.6%1.9%
55Δ22.7631.8%1.8%23.0933.2%1.6%
60Δ22.6132.4%1.6%23.2532.8%1.4%
65Δ22.4533.0%1.3%23.4032.4%1.1%
70Δ22.2933.6%1.1%23.5632.0%0.9%
75Δ22.1334.2%0.9%23.7231.6%0.7%
80Δ21.9235.8%0.7%23.8731.1%0.5%

20Δ

Calls
Pseudo strike
23.91
IV
32.3%
B/E move
5.0%
Puts
Pseudo strike
21.90
IV
36.2%
B/E move
4.9%

25Δ

Calls
Pseudo strike
23.74
IV
32.1%
B/E move
4.5%
Puts
Pseudo strike
22.12
IV
35.3%
B/E move
4.2%

30Δ

Calls
Pseudo strike
23.58
IV
31.8%
B/E move
4.0%
Puts
Pseudo strike
22.28
IV
35.0%
B/E move
3.7%

35Δ

Calls
Pseudo strike
23.41
IV
31.6%
B/E move
3.4%
Puts
Pseudo strike
22.44
IV
34.7%
B/E move
3.3%

40Δ

Calls
Pseudo strike
23.25
IV
31.3%
B/E move
2.9%
Puts
Pseudo strike
22.61
IV
34.3%
B/E move
2.8%

45Δ

Calls
Pseudo strike
23.08
IV
31.0%
B/E move
2.4%
Puts
Pseudo strike
22.77
IV
34.0%
B/E move
2.4%

50Δ

Calls
Pseudo strike
22.92
IV
31.2%
B/E move
2.0%
Puts
Pseudo strike
22.93
IV
33.6%
B/E move
1.9%

55Δ

Calls
Pseudo strike
22.76
IV
31.8%
B/E move
1.8%
Puts
Pseudo strike
23.09
IV
33.2%
B/E move
1.6%

60Δ

Calls
Pseudo strike
22.61
IV
32.4%
B/E move
1.6%
Puts
Pseudo strike
23.25
IV
32.8%
B/E move
1.4%

65Δ

Calls
Pseudo strike
22.45
IV
33.0%
B/E move
1.3%
Puts
Pseudo strike
23.40
IV
32.4%
B/E move
1.1%

70Δ

Calls
Pseudo strike
22.29
IV
33.6%
B/E move
1.1%
Puts
Pseudo strike
23.56
IV
32.0%
B/E move
0.9%

75Δ

Calls
Pseudo strike
22.13
IV
34.2%
B/E move
0.9%
Puts
Pseudo strike
23.72
IV
31.6%
B/E move
0.7%

80Δ

Calls
Pseudo strike
21.92
IV
35.8%
B/E move
0.7%
Puts
Pseudo strike
23.87
IV
31.1%
B/E move
0.5%

Options history

IV · four-Friday blend31.68%
Daily EOD
BCS29.8%32.9%35.9%2026-10-19: 33.41%2026-10-20: 35.51%2026-10-21: 33.22%2026-10-22: 32.20%2026-10-23: 32.12%2026-10-26: 31.39%2026-10-27: 30.84%2026-10-28: 30.82%2026-10-29: 30.23%2026-10-30: 31.68%Oct 19Oct 23Oct 30
10 observations2026-10-19 — 2026-10-30
Table
DateIV (%)
33.41%
35.51%
33.22%
32.20%
32.12%
31.39%
30.84%
30.82%
30.23%
31.68%