IntraAlpha
Create free account Start free

Bunge Global SA BG

i

Market dataready · fetched 2026-11-12T03:00:18.437Z

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 · 2026-11-12T00:00:00.002955697Z

FundamentalsSEC EDGAR · ready · as of 2026-09-30 · fetched 2026-11-12T03:00:17.637344+00:00

Share price$100.28
1D+0.4%
AH$99.21$99.51$99.82$100.12$100.425:30 AM6:30 AM9:00 AM1:00 PM2:00 PMBG
Sold putSold callAH

Bunge Global SA options

Live interpolated BG call and put midpoint premiums by absolute delta.Bunge Global SA$0.26$2.98$5.70$8.42$11.14$89.41$94.85$100.29$105.73$111.1720Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive BG spot · $100.28BG PRICE$0.56$0.79$1.02$1.26$1.49$1.73$1.96$2.24$2.73$3.21$3.70$4.22$4.76$0.67$0.89$1.13$1.48$1.83$2.18$2.79$3.49$4.19$4.89$5.59$7.58$10.36
PutsCheap0.75×
CallsCheap0.55×
SkewBearish+11.68 pp
Implied moveBearish±$4.75
TiltBearish22.7% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ104.4328.2%4.7%95.8335.5%5.1%
25Δ103.7828.6%4.3%96.7136.0%4.5%
30Δ103.1329.1%3.9%97.5736.4%3.8%
35Δ102.4829.5%3.4%98.3137.3%3.4%
40Δ101.8329.9%3.0%99.0638.1%3.0%
45Δ101.1830.4%2.6%99.8039.0%2.7%
50Δ100.5330.8%2.2%100.7240.3%2.3%
55Δ99.8631.3%1.8%101.7041.7%2.1%
60Δ99.1532.2%1.6%102.6843.1%1.8%
65Δ98.4433.0%1.4%103.6544.6%1.5%
70Δ97.7333.8%1.1%104.6346.0%1.2%
75Δ96.9933.2%0.9%106.8052.8%1.1%
80Δ96.2432.1%0.7%109.6962.9%0.9%

20Δ

Calls
Pseudo strike
104.43
IV
28.2%
B/E move
4.7%
Puts
Pseudo strike
95.83
IV
35.5%
B/E move
5.1%

25Δ

Calls
Pseudo strike
103.78
IV
28.6%
B/E move
4.3%
Puts
Pseudo strike
96.71
IV
36.0%
B/E move
4.5%

30Δ

Calls
Pseudo strike
103.13
IV
29.1%
B/E move
3.9%
Puts
Pseudo strike
97.57
IV
36.4%
B/E move
3.8%

35Δ

Calls
Pseudo strike
102.48
IV
29.5%
B/E move
3.4%
Puts
Pseudo strike
98.31
IV
37.3%
B/E move
3.4%

40Δ

Calls
Pseudo strike
101.83
IV
29.9%
B/E move
3.0%
Puts
Pseudo strike
99.06
IV
38.1%
B/E move
3.0%

45Δ

Calls
Pseudo strike
101.18
IV
30.4%
B/E move
2.6%
Puts
Pseudo strike
99.80
IV
39.0%
B/E move
2.7%

50Δ

Calls
Pseudo strike
100.53
IV
30.8%
B/E move
2.2%
Puts
Pseudo strike
100.72
IV
40.3%
B/E move
2.3%

55Δ

Calls
Pseudo strike
99.86
IV
31.3%
B/E move
1.8%
Puts
Pseudo strike
101.70
IV
41.7%
B/E move
2.1%

60Δ

Calls
Pseudo strike
99.15
IV
32.2%
B/E move
1.6%
Puts
Pseudo strike
102.68
IV
43.1%
B/E move
1.8%

65Δ

Calls
Pseudo strike
98.44
IV
33.0%
B/E move
1.4%
Puts
Pseudo strike
103.65
IV
44.6%
B/E move
1.5%

70Δ

Calls
Pseudo strike
97.73
IV
33.8%
B/E move
1.1%
Puts
Pseudo strike
104.63
IV
46.0%
B/E move
1.2%

75Δ

Calls
Pseudo strike
96.99
IV
33.2%
B/E move
0.9%
Puts
Pseudo strike
106.80
IV
52.8%
B/E move
1.1%

80Δ

Calls
Pseudo strike
96.24
IV
32.1%
B/E move
0.7%
Puts
Pseudo strike
109.69
IV
62.9%
B/E move
0.9%

Options history

IV · four-Friday blend34.32%
Daily EOD
BG32.8%35.0%37.2%2026-10-19: 35.64%2026-10-20: 36.62%2026-10-21: 36.85%2026-10-22: 35.83%2026-10-23: 35.89%2026-10-26: 35.57%2026-10-27: 36.05%2026-10-28: 36.80%2026-10-29: 33.06%2026-10-30: 34.32%Oct 19Oct 23Oct 30
10 observations2026-10-19 — 2026-10-30
Table
DateIV (%)
35.64%
36.62%
36.85%
35.83%
35.89%
35.57%
36.05%
36.80%
33.06%
34.32%