Share price$170.44
1D+0.5%
Sold putSold callAH
Bank of Montreal BMO
i
Market datapartial · fetched 2026-10-23T05:55:36.486Z
Delta surfaceAlpaca · derived absolute-delta buckets · 2026-11-20
Calculation methodologyOptions 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 dataPriceAlpaca · sip · 2026-10-22T23:00:00.003646831Z
FundamentalsAlpha Vantage · unavailable
Bank of Montreal options
PutsCheap0.68×
CallsCheap0.56×
SkewBearish+9.49 pp
Implied moveBearish±$8.31
TiltBearish31.0% PUT
Table
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 179.05 | 18.8% | 5.6% | 161.63 | 24.7% | 6.0% |
| 25Δ | 177.45 | 18.4% | 4.9% | 163.33 | 25.4% | 5.3% |
| 30Δ | 175.85 | 18.0% | 4.1% | 165.03 | 26.1% | 4.6% |
| 35Δ | 174.48 | 17.9% | 3.5% | 166.65 | 25.3% | 4.0% |
| 40Δ | 173.37 | 18.3% | 3.2% | 168.28 | 24.5% | 3.3% |
| 45Δ | 172.27 | 18.6% | 2.9% | 169.90 | 23.8% | 2.6% |
| 50Δ | 171.16 | 18.9% | 2.5% | 171.35 | 23.7% | 2.3% |
| 55Δ | 170.05 | 19.2% | 2.2% | 172.78 | 23.7% | 1.9% |
| 60Δ | 169.16 | 18.2% | 1.9% | 174.21 | 23.6% | 1.5% |
| 65Δ | 168.27 | 17.2% | 1.6% | 176.35 | 25.6% | 1.3% |
| 70Δ | 167.39 | 16.2% | 1.4% | 179.32 | 30.0% | 1.2% |
| 75Δ | 166.50 | 15.1% | 1.1% | 183.50 | 35.0% | 1.0% |
| 80Δ | 165.62 | 14.1% | 0.8% | 189.35 | 40.9% | 0.9% |
20Δ
- Pseudo strike
- 179.05
- IV
- 18.8%
- B/E move
- 5.6%
- Pseudo strike
- 161.63
- IV
- 24.7%
- B/E move
- 6.0%
25Δ
- Pseudo strike
- 177.45
- IV
- 18.4%
- B/E move
- 4.9%
- Pseudo strike
- 163.33
- IV
- 25.4%
- B/E move
- 5.3%
30Δ
- Pseudo strike
- 175.85
- IV
- 18.0%
- B/E move
- 4.1%
- Pseudo strike
- 165.03
- IV
- 26.1%
- B/E move
- 4.6%
35Δ
- Pseudo strike
- 174.48
- IV
- 17.9%
- B/E move
- 3.5%
- Pseudo strike
- 166.65
- IV
- 25.3%
- B/E move
- 4.0%
40Δ
- Pseudo strike
- 173.37
- IV
- 18.3%
- B/E move
- 3.2%
- Pseudo strike
- 168.28
- IV
- 24.5%
- B/E move
- 3.3%
45Δ
- Pseudo strike
- 172.27
- IV
- 18.6%
- B/E move
- 2.9%
- Pseudo strike
- 169.90
- IV
- 23.8%
- B/E move
- 2.6%
50Δ
- Pseudo strike
- 171.16
- IV
- 18.9%
- B/E move
- 2.5%
- Pseudo strike
- 171.35
- IV
- 23.7%
- B/E move
- 2.3%
55Δ
- Pseudo strike
- 170.05
- IV
- 19.2%
- B/E move
- 2.2%
- Pseudo strike
- 172.78
- IV
- 23.7%
- B/E move
- 1.9%
60Δ
- Pseudo strike
- 169.16
- IV
- 18.2%
- B/E move
- 1.9%
- Pseudo strike
- 174.21
- IV
- 23.6%
- B/E move
- 1.5%
65Δ
- Pseudo strike
- 168.27
- IV
- 17.2%
- B/E move
- 1.6%
- Pseudo strike
- 176.35
- IV
- 25.6%
- B/E move
- 1.3%
70Δ
- Pseudo strike
- 167.39
- IV
- 16.2%
- B/E move
- 1.4%
- Pseudo strike
- 179.32
- IV
- 30.0%
- B/E move
- 1.2%
75Δ
- Pseudo strike
- 166.50
- IV
- 15.1%
- B/E move
- 1.1%
- Pseudo strike
- 183.50
- IV
- 35.0%
- B/E move
- 1.0%
80Δ
- Pseudo strike
- 165.62
- IV
- 14.1%
- B/E move
- 0.8%
- Pseudo strike
- 189.35
- IV
- 40.9%
- B/E move
- 0.9%
Options history
Table
| Date | IV |
|---|---|
| 22.54% | |
| 21.88% |