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Barclays PLC BCS

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Market datapartial · fetched 2026-10-23T03:50:39.059Z

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 · 2026-10-22T23:32:38.13469194Z

FundamentalsAlpha Vantage · unavailable

Share price$21.98
1D-0.7%
AH$21.88$22.05$22.22$22.38$22.555:30 AM6:30 AM9:00 AM1:00 PM2:00 PMBCS
Sold putSold callAH

Barclays PLC options

Live interpolated BCS call and put midpoint premiums by absolute delta.Barclays PLC$0.15$0.71$1.27$1.84$2.40$19.03$20.63$22.24$23.84$25.4420Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive BCS spot · $21.98BCS PRICE$0.21$0.28$0.36$0.44$0.56$0.67$0.79$0.94$1.14$1.34$1.55$1.89$2.24$0.28$0.36$0.44$0.54$0.65$0.75$0.88$1.02$1.16$1.30$1.51$1.77$2.02
PutsCheap0.89×
CallsExpensive1.08×
SkewBullish-0.74 pp
Implied moveBearish±$1.66
TiltBalanced1.1% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ23.8530.9%9.4%20.1939.0%9.4%
25Δ23.5231.0%8.3%20.6236.9%7.8%
30Δ23.2031.0%7.2%21.0335.1%6.3%
35Δ22.9031.3%6.2%21.3234.6%5.5%
40Δ22.6531.9%5.6%21.6034.1%4.7%
45Δ22.4032.5%4.9%21.8833.6%3.9%
50Δ22.1433.1%4.3%22.1433.1%3.3%
55Δ21.8733.9%3.8%22.4032.5%2.7%
60Δ21.5735.2%3.3%22.6532.0%2.2%
65Δ21.2836.5%2.9%22.9131.4%1.7%
70Δ20.9737.7%2.4%23.2131.2%1.3%
75Δ20.5439.5%2.1%23.5431.3%1.0%
80Δ20.1141.3%1.7%23.8731.3%0.6%

20Δ

Calls
Pseudo strike
23.85
IV
30.9%
B/E move
9.4%
Puts
Pseudo strike
20.19
IV
39.0%
B/E move
9.4%

25Δ

Calls
Pseudo strike
23.52
IV
31.0%
B/E move
8.3%
Puts
Pseudo strike
20.62
IV
36.9%
B/E move
7.8%

30Δ

Calls
Pseudo strike
23.20
IV
31.0%
B/E move
7.2%
Puts
Pseudo strike
21.03
IV
35.1%
B/E move
6.3%

35Δ

Calls
Pseudo strike
22.90
IV
31.3%
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
31.9%
B/E move
5.6%
Puts
Pseudo strike
21.60
IV
34.1%
B/E move
4.7%

45Δ

Calls
Pseudo strike
22.40
IV
32.5%
B/E move
4.9%
Puts
Pseudo strike
21.88
IV
33.6%
B/E move
3.9%

50Δ

Calls
Pseudo strike
22.14
IV
33.1%
B/E move
4.3%
Puts
Pseudo strike
22.14
IV
33.1%
B/E move
3.3%

55Δ

Calls
Pseudo strike
21.87
IV
33.9%
B/E move
3.8%
Puts
Pseudo strike
22.40
IV
32.5%
B/E move
2.7%

60Δ

Calls
Pseudo strike
21.57
IV
35.2%
B/E move
3.3%
Puts
Pseudo strike
22.65
IV
32.0%
B/E move
2.2%

65Δ

Calls
Pseudo strike
21.28
IV
36.5%
B/E move
2.9%
Puts
Pseudo strike
22.91
IV
31.4%
B/E move
1.7%

70Δ

Calls
Pseudo strike
20.97
IV
37.7%
B/E move
2.4%
Puts
Pseudo strike
23.21
IV
31.2%
B/E move
1.3%

75Δ

Calls
Pseudo strike
20.54
IV
39.5%
B/E move
2.1%
Puts
Pseudo strike
23.54
IV
31.3%
B/E move
1.0%

80Δ

Calls
Pseudo strike
20.11
IV
41.3%
B/E move
1.7%
Puts
Pseudo strike
23.87
IV
31.3%
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%