IntraAlpha
Create free account Start free

Bunge Global SA BG

i

Market datapartial · fetched 2026-10-23T00:20:00.923Z

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 · 2026-10-22T23:00:00.002789765Z

FundamentalsAlpha Vantage · unavailable

Share price$103.15
1D+1.1%
AH$100.40$101.14$101.88$102.61$103.355:30 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$0.67$4.93$9.20$13.46$17.72$87.50$94.94$102.39$109.84$117.2820Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive BG spot · $103.15BG PRICE$1.13$1.47$1.90$2.50$3.10$3.70$4.35$5.02$5.70$6.46$7.94$9.44$10.99$1.49$1.98$2.52$3.15$3.80$4.46$5.12$6.06$7.39$8.71$11.11$13.99$16.50
PutsExpensive1.14×
CallsExpensive1.07×
SkewBearish+5.24 pp
Implied moveBearish±$9.46
TiltBearish15.0% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ113.5636.2%11.2%93.9943.0%10.3%
25Δ111.4235.4%9.4%96.0742.6%8.8%
30Δ109.5535.3%8.1%97.8742.5%7.6%
35Δ108.2236.7%7.3%99.4942.8%6.6%
40Δ106.8938.1%6.6%101.0542.3%5.7%
45Δ105.5539.4%5.9%102.5841.5%4.9%
50Δ104.1639.7%5.2%104.1140.7%4.0%
55Δ102.7239.2%4.5%105.7740.8%3.3%
60Δ101.2838.7%3.7%107.5842.2%2.9%
65Δ99.8038.5%3.0%109.4043.6%2.4%
70Δ97.9541.4%2.7%112.1847.4%2.0%
75Δ96.0043.1%2.2%115.4151.6%1.7%
80Δ93.9743.1%1.8%118.4351.8%1.2%

20Δ

Calls
Pseudo strike
113.56
IV
36.2%
B/E move
11.2%
Puts
Pseudo strike
93.99
IV
43.0%
B/E move
10.3%

25Δ

Calls
Pseudo strike
111.42
IV
35.4%
B/E move
9.4%
Puts
Pseudo strike
96.07
IV
42.6%
B/E move
8.8%

30Δ

Calls
Pseudo strike
109.55
IV
35.3%
B/E move
8.1%
Puts
Pseudo strike
97.87
IV
42.5%
B/E move
7.6%

35Δ

Calls
Pseudo strike
108.22
IV
36.7%
B/E move
7.3%
Puts
Pseudo strike
99.49
IV
42.8%
B/E move
6.6%

40Δ

Calls
Pseudo strike
106.89
IV
38.1%
B/E move
6.6%
Puts
Pseudo strike
101.05
IV
42.3%
B/E move
5.7%

45Δ

Calls
Pseudo strike
105.55
IV
39.4%
B/E move
5.9%
Puts
Pseudo strike
102.58
IV
41.5%
B/E move
4.9%

50Δ

Calls
Pseudo strike
104.16
IV
39.7%
B/E move
5.2%
Puts
Pseudo strike
104.11
IV
40.7%
B/E move
4.0%

55Δ

Calls
Pseudo strike
102.72
IV
39.2%
B/E move
4.5%
Puts
Pseudo strike
105.77
IV
40.8%
B/E move
3.3%

60Δ

Calls
Pseudo strike
101.28
IV
38.7%
B/E move
3.7%
Puts
Pseudo strike
107.58
IV
42.2%
B/E move
2.9%

65Δ

Calls
Pseudo strike
99.80
IV
38.5%
B/E move
3.0%
Puts
Pseudo strike
109.40
IV
43.6%
B/E move
2.4%

70Δ

Calls
Pseudo strike
97.95
IV
41.4%
B/E move
2.7%
Puts
Pseudo strike
112.18
IV
47.4%
B/E move
2.0%

75Δ

Calls
Pseudo strike
96.00
IV
43.1%
B/E move
2.2%
Puts
Pseudo strike
115.41
IV
51.6%
B/E move
1.7%

80Δ

Calls
Pseudo strike
93.97
IV
43.1%
B/E move
1.8%
Puts
Pseudo strike
118.43
IV
51.8%
B/E move
1.2%

Options history

BG36.5936.7436.892026-10-20: 36.62%2026-10-21: 36.85%Oct 20Oct 21
Table
DateIV
36.62%
36.85%