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The Bank of New York Mellon Corporation BNY

FINANCIAL SERVICES · BANKS - DIVERSIFIED
i

Market dataready · fetched 2026-10-23T06:53:30.720Z

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 · 2026-10-22T23:00:00.003782126Z

FundamentalsAlpha Vantage · ready · quarter 2026-09-30 · fetched 2026-10-23T06:53:30.295068+00:00

Share price$145.32
1D+0.6%
AH$142.92$143.75$144.57$145.39$146.225:30 AM6:30 AM9:00 AM1:00 PM2:00 PMBNY
Sold putSold callAH

The Bank of New York Mellon Corporation options

Live interpolated BNY call and put midpoint premiums by absolute delta.The Bank of New York Mellon Corporation$0.44$5.59$10.73$15.87$21.01$127.44$136.08$144.72$153.35$161.9920Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive BNY spot · $145.32BNY PRICE$1.00$1.34$1.68$2.05$2.48$2.91$3.34$3.78$4.33$4.88$5.43$5.99$6.54$1.37$1.81$2.27$2.81$3.34$3.87$4.81$5.82$6.83$8.07$9.47$10.87$19.53
PutsCheap0.84×
CallsCheap0.63×
SkewBearish+9.18 pp
Implied moveBearish±$8.16
TiltBearish27.7% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ154.0022.3%6.7%136.5728.7%7.0%
25Δ152.4922.3%5.9%138.4628.5%6.0%
30Δ150.9822.3%5.0%140.2828.3%5.0%
35Δ149.5922.2%4.3%141.7827.9%4.4%
40Δ148.4221.9%3.8%143.2827.5%3.7%
45Δ147.2621.6%3.3%144.7827.0%3.0%
50Δ146.1021.3%2.8%146.3127.7%2.6%
55Δ144.9520.9%2.3%147.8428.5%2.3%
60Δ143.9620.3%2.0%149.3729.4%1.9%
65Δ142.9819.7%1.7%151.1129.9%1.6%
70Δ141.9919.0%1.4%153.0030.3%1.2%
75Δ141.0118.4%1.2%154.8930.6%0.9%
80Δ140.0217.7%0.9%163.4744.7%0.9%

20Δ

Calls
Pseudo strike
154.00
IV
22.3%
B/E move
6.7%
Puts
Pseudo strike
136.57
IV
28.7%
B/E move
7.0%

25Δ

Calls
Pseudo strike
152.49
IV
22.3%
B/E move
5.9%
Puts
Pseudo strike
138.46
IV
28.5%
B/E move
6.0%

30Δ

Calls
Pseudo strike
150.98
IV
22.3%
B/E move
5.0%
Puts
Pseudo strike
140.28
IV
28.3%
B/E move
5.0%

35Δ

Calls
Pseudo strike
149.59
IV
22.2%
B/E move
4.3%
Puts
Pseudo strike
141.78
IV
27.9%
B/E move
4.4%

40Δ

Calls
Pseudo strike
148.42
IV
21.9%
B/E move
3.8%
Puts
Pseudo strike
143.28
IV
27.5%
B/E move
3.7%

45Δ

Calls
Pseudo strike
147.26
IV
21.6%
B/E move
3.3%
Puts
Pseudo strike
144.78
IV
27.0%
B/E move
3.0%

50Δ

Calls
Pseudo strike
146.10
IV
21.3%
B/E move
2.8%
Puts
Pseudo strike
146.31
IV
27.7%
B/E move
2.6%

55Δ

Calls
Pseudo strike
144.95
IV
20.9%
B/E move
2.3%
Puts
Pseudo strike
147.84
IV
28.5%
B/E move
2.3%

60Δ

Calls
Pseudo strike
143.96
IV
20.3%
B/E move
2.0%
Puts
Pseudo strike
149.37
IV
29.4%
B/E move
1.9%

65Δ

Calls
Pseudo strike
142.98
IV
19.7%
B/E move
1.7%
Puts
Pseudo strike
151.11
IV
29.9%
B/E move
1.6%

70Δ

Calls
Pseudo strike
141.99
IV
19.0%
B/E move
1.4%
Puts
Pseudo strike
153.00
IV
30.3%
B/E move
1.2%

75Δ

Calls
Pseudo strike
141.01
IV
18.4%
B/E move
1.2%
Puts
Pseudo strike
154.89
IV
30.6%
B/E move
0.9%

80Δ

Calls
Pseudo strike
140.02
IV
17.7%
B/E move
0.9%
Puts
Pseudo strike
163.47
IV
44.7%
B/E move
0.9%

Options history

BNY23.8523.9824.122026-10-20: 23.87%2026-10-21: 24.09%Oct 20Oct 21
Table
DateIV
23.87%
24.09%