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Barclays PLC BCS

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Market datapartial · fetched 2026-10-22T19:27:15.642Z

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 · 2026-10-22T19:27:03.303266561Z

FundamentalsAlpha Vantage · unavailable

Share price$21.99
1D-1.7%
$21.88$22.05$22.22$22.38$22.555:30 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$0.15$0.71$1.27$1.83$2.39$19.04$20.64$22.24$23.84$25.4420Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive BCS spot · $21.98BCS PRICE$0.22$0.29$0.36$0.44$0.56$0.67$0.78$0.93$1.14$1.34$1.55$1.89$2.23$0.28$0.36$0.44$0.54$0.65$0.76$0.88$1.02$1.16$1.30$1.52$1.77$2.03
PutsCheap0.89×
CallsExpensive1.09×
SkewBullish-0.95 pp
Implied moveBearish±$1.67
TiltBalanced1.3% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ23.9232.3%9.8%20.2537.5%9.1%
25Δ23.5731.8%8.5%20.6536.3%7.7%
30Δ23.2231.3%7.2%21.0435.1%6.3%
35Δ22.9031.2%6.2%21.3234.6%5.5%
40Δ22.6531.8%5.6%21.6034.2%4.7%
45Δ22.4032.4%4.9%21.8833.7%3.9%
50Δ22.1533.0%4.3%22.1533.2%3.3%
55Δ21.8833.9%3.8%22.4032.6%2.7%
60Δ21.5835.1%3.3%22.6632.1%2.2%
65Δ21.2836.3%2.9%22.9131.5%1.7%
70Δ20.9737.6%2.4%23.2231.3%1.3%
75Δ20.5539.4%2.0%23.5531.4%1.0%
80Δ20.1241.1%1.7%23.8831.4%0.6%

20Δ

Calls
Pseudo strike
23.92
IV
32.3%
B/E move
9.8%
Puts
Pseudo strike
20.25
IV
37.5%
B/E move
9.1%

25Δ

Calls
Pseudo strike
23.57
IV
31.8%
B/E move
8.5%
Puts
Pseudo strike
20.65
IV
36.3%
B/E move
7.7%

30Δ

Calls
Pseudo strike
23.22
IV
31.3%
B/E move
7.2%
Puts
Pseudo strike
21.04
IV
35.1%
B/E move
6.3%

35Δ

Calls
Pseudo strike
22.90
IV
31.2%
B/E move
6.2%
Puts
Pseudo strike
21.32
IV
34.6%
B/E move
5.5%

40Δ

Calls
Pseudo strike
22.65
IV
31.8%
B/E move
5.6%
Puts
Pseudo strike
21.60
IV
34.2%
B/E move
4.7%

45Δ

Calls
Pseudo strike
22.40
IV
32.4%
B/E move
4.9%
Puts
Pseudo strike
21.88
IV
33.7%
B/E move
3.9%

50Δ

Calls
Pseudo strike
22.15
IV
33.0%
B/E move
4.3%
Puts
Pseudo strike
22.15
IV
33.2%
B/E move
3.3%

55Δ

Calls
Pseudo strike
21.88
IV
33.9%
B/E move
3.8%
Puts
Pseudo strike
22.40
IV
32.6%
B/E move
2.7%

60Δ

Calls
Pseudo strike
21.58
IV
35.1%
B/E move
3.3%
Puts
Pseudo strike
22.66
IV
32.1%
B/E move
2.2%

65Δ

Calls
Pseudo strike
21.28
IV
36.3%
B/E move
2.9%
Puts
Pseudo strike
22.91
IV
31.5%
B/E move
1.7%

70Δ

Calls
Pseudo strike
20.97
IV
37.6%
B/E move
2.4%
Puts
Pseudo strike
23.22
IV
31.3%
B/E move
1.3%

75Δ

Calls
Pseudo strike
20.55
IV
39.4%
B/E move
2.0%
Puts
Pseudo strike
23.55
IV
31.4%
B/E move
1.0%

80Δ

Calls
Pseudo strike
20.12
IV
41.1%
B/E move
1.7%
Puts
Pseudo strike
23.88
IV
31.4%
B/E move
0.6%

Options history

BCS33.0434.3635.692026-10-20: 35.51%2026-10-21: 33.22%Oct 20Oct 21
Table
DateIV
35.51%
33.22%