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Bank of Montreal BMO

i

Market datapartial · fetched 2026-11-13T18:11:09.771Z

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 · 2026-11-13T18:10:46.936684481Z

FundamentalsAlpha Vantage · unavailable

Share price$172.98
1D-0.3%
$172.20$172.62$173.04$173.46$173.885:30 AM6:30 AM9:00 AM1:00 PMBMO
Sold putSold call

Bank of Montreal options

Live interpolated BMO call and put midpoint premiums by absolute delta.Bank of Montreal$0.40$2.00$3.60$5.20$6.80$111.85$142.43$173.00$203.57$234.1420Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ65Δ P unavailable: no unambiguous, price-consistent delta bracketP —70Δ P unavailable: no unambiguous, price-consistent delta bracketP —75Δ P unavailable: no unambiguous, price-consistent delta bracketP —80Δ P unavailable: no unambiguous, price-consistent delta bracketP —OPTION PRICELive BMO spot · $172.98BMO PRICE$0.63$0.83$1.02$1.22$1.57$1.98$2.39$2.80$3.22$3.63$4.04$5.07$6.34$0.57$0.72$1.04$1.36$1.68$2.00$2.32$2.63$2.95
Puts——
CallsCheap0.11×
Skew——
Implied moveBalanced±$4.71
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ177.9821.1%3.3%168.5621.1%2.9%
25Δ177.0721.3%2.8%169.9919.8%2.1%
30Δ176.1721.5%2.4%170.6520.1%2.0%
35Δ175.2621.6%2.0%171.3020.3%1.8%
40Δ174.4921.9%1.8%171.9520.6%1.6%
45Δ173.7722.2%1.6%172.6020.9%1.4%
50Δ173.0622.6%1.4%173.2521.1%1.2%
55Δ172.3422.9%1.3%173.9021.4%1.0%
60Δ171.6323.2%1.1%174.5521.6%0.8%
65Δ170.9123.5%0.9%
70Δ170.1923.8%0.7%
75Δ168.9425.1%0.6%
80Δ167.4926.6%0.5%

20Δ

Calls
Pseudo strike
177.98
IV
21.1%
B/E move
3.3%
Puts
Pseudo strike
168.56
IV
21.1%
B/E move
2.9%

25Δ

Calls
Pseudo strike
177.07
IV
21.3%
B/E move
2.8%
Puts
Pseudo strike
169.99
IV
19.8%
B/E move
2.1%

30Δ

Calls
Pseudo strike
176.17
IV
21.5%
B/E move
2.4%
Puts
Pseudo strike
170.65
IV
20.1%
B/E move
2.0%

35Δ

Calls
Pseudo strike
175.26
IV
21.6%
B/E move
2.0%
Puts
Pseudo strike
171.30
IV
20.3%
B/E move
1.8%

40Δ

Calls
Pseudo strike
174.49
IV
21.9%
B/E move
1.8%
Puts
Pseudo strike
171.95
IV
20.6%
B/E move
1.6%

45Δ

Calls
Pseudo strike
173.77
IV
22.2%
B/E move
1.6%
Puts
Pseudo strike
172.60
IV
20.9%
B/E move
1.4%

50Δ

Calls
Pseudo strike
173.06
IV
22.6%
B/E move
1.4%
Puts
Pseudo strike
173.25
IV
21.1%
B/E move
1.2%

55Δ

Calls
Pseudo strike
172.34
IV
22.9%
B/E move
1.3%
Puts
Pseudo strike
173.90
IV
21.4%
B/E move
1.0%

60Δ

Calls
Pseudo strike
171.63
IV
23.2%
B/E move
1.1%
Puts
Pseudo strike
174.55
IV
21.6%
B/E move
0.8%

65Δ

Calls
Pseudo strike
170.91
IV
23.5%
B/E move
0.9%
Puts
Pseudo strike
IV
B/E move

70Δ

Calls
Pseudo strike
170.19
IV
23.8%
B/E move
0.7%
Puts
Pseudo strike
IV
B/E move

75Δ

Calls
Pseudo strike
168.94
IV
25.1%
B/E move
0.6%
Puts
Pseudo strike
IV
B/E move

80Δ

Calls
Pseudo strike
167.49
IV
26.6%
B/E move
0.5%
Puts
Pseudo strike
IV
B/E move

Options history

IV · four-Friday blend23.73%
Daily close
BMO19.9%23.2%26.5%2026-08-17: 20.57%2026-08-21: 21.69%2026-08-24: 23.36%2026-08-25: 21.97%2026-08-26: 21.41%2026-08-27: 21.13%2026-08-28: 21.58%2026-08-31: 21.33%2026-09-01: 22.66%2026-09-02: 21.50%2026-09-03: 20.43%2026-09-04: 20.81%2026-09-08: 21.72%2026-09-09: 22.41%2026-09-10: 21.45%2026-09-11: 20.33%2026-09-14: 22.88%2026-09-16: 24.43%2026-09-18: 21.52%2026-09-21: 20.90%2026-09-22: 21.48%2026-09-23: 21.72%2026-09-24: 22.52%2026-09-25: 21.81%2026-09-28: 21.65%2026-09-29: 22.55%2026-09-30: 22.59%2026-10-01: 22.62%2026-10-02: 22.82%2026-10-05: 21.48%2026-10-06: 21.91%2026-10-07: 22.25%2026-10-08: 22.75%2026-10-12: 21.89%2026-10-13: 23.13%2026-10-15: 26.05%2026-10-16: 22.25%2026-10-19: 21.77%2026-10-20: 22.50%2026-10-21: 21.86%2026-10-22: 22.11%2026-10-23: 22.25%2026-10-26: 22.42%2026-10-27: 21.45%2026-10-28: 21.04%2026-10-29: 21.46%2026-10-30: 23.73%Aug 17Sep 25Oct 30
47 observations2026-08-17 — 2026-10-30
Table
DateIV (%)
20.57%
21.69%
23.36%
21.97%
21.41%
21.13%
21.58%
21.33%
22.66%
21.50%
20.43%
20.81%
21.72%
22.41%
21.45%
20.33%
22.88%
24.43%
21.52%
20.90%
21.48%
21.72%
22.52%
21.81%
21.65%
22.55%
22.59%
22.62%
22.82%
21.48%
21.91%
22.25%
22.75%
21.89%
23.13%
26.05%
22.25%
21.77%
22.50%
21.86%
22.11%
22.25%
22.42%
21.45%
21.04%
21.46%
23.73%