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Bank of New York Mellon Corporation BNY

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Market datapartial · fetched 2026-11-12T18:34:43.107Z

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 · 2026-11-12T18:34:23.817219578Z

FundamentalsAlpha Vantage · unavailable

Share price$153.60
1D+0.5%
$151.94$152.44$152.94$153.44$153.945:30 AM6:30 AM9:00 AM1:00 PMBNY
Sold putSold call

Bank of New York Mellon Corporation options

Live interpolated BNY call and put midpoint premiums by absolute delta.Bank of New York Mellon Corporation$0.38$2.77$5.16$7.54$9.93$140.44$147.42$154.41$161.40$168.3820Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive BNY spot · $153.60BNY PRICE$0.64$0.86$1.07$1.28$1.50$1.85$2.26$2.67$3.08$3.48$3.89$4.30$5.15$0.81$1.00$1.28$1.61$1.95$2.29$2.63$2.96$3.74$4.92$6.11$7.29$9.24
PutsCheap0.66×
CallsCheap0.44×
SkewBearish+7.32 pp
Implied moveBearish±$4.89
TiltBearish17.7% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ158.5622.4%3.6%147.5531.7%4.5%
25Δ157.7222.6%3.2%149.3029.1%3.4%
30Δ156.8922.8%2.8%150.4927.9%2.9%
35Δ156.0523.1%2.4%151.3227.7%2.5%
40Δ155.2123.3%2.0%152.1427.5%2.2%
45Δ154.4823.3%1.8%152.9627.3%1.9%
50Δ153.7723.3%1.6%153.7827.1%1.6%
55Δ153.0723.2%1.4%154.6026.9%1.3%
60Δ152.3723.2%1.2%155.7128.3%1.1%
65Δ151.6723.2%1.0%157.0831.2%0.9%
70Δ150.9723.2%0.8%158.4534.0%0.8%
75Δ150.2623.1%0.6%159.8236.9%0.7%
80Δ149.2023.0%0.5%162.0139.3%0.5%

20Δ

Calls
Pseudo strike
158.56
IV
22.4%
B/E move
3.6%
Puts
Pseudo strike
147.55
IV
31.7%
B/E move
4.5%

25Δ

Calls
Pseudo strike
157.72
IV
22.6%
B/E move
3.2%
Puts
Pseudo strike
149.30
IV
29.1%
B/E move
3.4%

30Δ

Calls
Pseudo strike
156.89
IV
22.8%
B/E move
2.8%
Puts
Pseudo strike
150.49
IV
27.9%
B/E move
2.9%

35Δ

Calls
Pseudo strike
156.05
IV
23.1%
B/E move
2.4%
Puts
Pseudo strike
151.32
IV
27.7%
B/E move
2.5%

40Δ

Calls
Pseudo strike
155.21
IV
23.3%
B/E move
2.0%
Puts
Pseudo strike
152.14
IV
27.5%
B/E move
2.2%

45Δ

Calls
Pseudo strike
154.48
IV
23.3%
B/E move
1.8%
Puts
Pseudo strike
152.96
IV
27.3%
B/E move
1.9%

50Δ

Calls
Pseudo strike
153.77
IV
23.3%
B/E move
1.6%
Puts
Pseudo strike
153.78
IV
27.1%
B/E move
1.6%

55Δ

Calls
Pseudo strike
153.07
IV
23.2%
B/E move
1.4%
Puts
Pseudo strike
154.60
IV
26.9%
B/E move
1.3%

60Δ

Calls
Pseudo strike
152.37
IV
23.2%
B/E move
1.2%
Puts
Pseudo strike
155.71
IV
28.3%
B/E move
1.1%

65Δ

Calls
Pseudo strike
151.67
IV
23.2%
B/E move
1.0%
Puts
Pseudo strike
157.08
IV
31.2%
B/E move
0.9%

70Δ

Calls
Pseudo strike
150.97
IV
23.2%
B/E move
0.8%
Puts
Pseudo strike
158.45
IV
34.0%
B/E move
0.8%

75Δ

Calls
Pseudo strike
150.26
IV
23.1%
B/E move
0.6%
Puts
Pseudo strike
159.82
IV
36.9%
B/E move
0.7%

80Δ

Calls
Pseudo strike
149.20
IV
23.0%
B/E move
0.5%
Puts
Pseudo strike
162.01
IV
39.3%
B/E move
0.5%

Options history

IV · four-Friday blend24.97%
Daily EOD
BNY23.2%24.2%25.1%2026-10-19: 24.04%2026-10-20: 23.87%2026-10-21: 24.09%2026-10-22: 24.51%2026-10-23: 24.51%2026-10-26: 24.84%2026-10-27: 24.55%2026-10-28: 24.02%2026-10-29: 23.37%2026-10-30: 24.97%Oct 19Oct 23Oct 30
10 observations2026-10-19 — 2026-10-30
Table
DateIV (%)
24.04%
23.87%
24.09%
24.51%
24.51%
24.84%
24.55%
24.02%
23.37%
24.97%