IntraAlpha
Create free account Start free

Popular, Inc. Common Stock BPOP

FINANCIAL SERVICES · BANKS - REGIONAL
i

Market dataready · fetched 2026-11-12T02:47:15.039Z

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 · 2026-11-11T21:11:51.604357898Z

FundamentalsAlpha Vantage · ready · quarter 2026-09-30 · fetched 2026-11-12T02:45:27.340381+00:00

Share price$159.80
1D+0.6%
AH$157.88$158.47$159.07$159.67$160.265:30 AM6:30 AM9:00 AM1:00 PM2:00 PMBPOP
Sold putSold callAH

Popular, Inc. Common Stock options

Live interpolated BPOP call and put midpoint premiums by absolute delta.Popular, Inc. Common Stock$1.48$3.50$5.52$7.53$9.55$147.67$153.46$159.26$165.05$170.8420Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive BPOP spot · $159.80BPOP PRICE$2.45$1.70$2.12$2.48$2.48$2.49$2.50$2.87$3.29$3.70$4.12$4.53$4.95$1.92$2.48$2.53$2.69$2.92$3.16$3.45$4.03$4.60$5.18$5.76$6.74$8.97
PutsExpensive1.44×
CallsExpensive1.25×
SkewBearish+4.43 pp
Implied moveBearish±$5.95
TiltBearish15.7% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ183.1895.2%16.2%148.6758.9%8.2%
25Δ168.6946.7%6.6%150.2863.3%7.5%
30Δ166.7045.7%5.6%153.6151.6%5.5%
35Δ164.7743.9%4.7%155.8644.5%4.2%
40Δ163.2337.9%3.7%157.3240.5%3.4%
45Δ161.7031.9%2.7%158.7836.5%2.6%
50Δ160.1625.8%1.8%160.1733.1%1.9%
55Δ159.3524.5%1.5%161.1932.5%1.7%
60Δ158.6223.7%1.3%162.2031.8%1.4%
65Δ157.8922.9%1.1%163.2231.1%1.1%
70Δ157.1622.1%0.9%164.2330.4%0.8%
75Δ156.4421.3%0.7%165.5930.8%0.6%
80Δ155.7120.5%0.5%168.0134.6%0.5%

20Δ

Calls
Pseudo strike
183.18
IV
95.2%
B/E move
16.2%
Puts
Pseudo strike
148.67
IV
58.9%
B/E move
8.2%

25Δ

Calls
Pseudo strike
168.69
IV
46.7%
B/E move
6.6%
Puts
Pseudo strike
150.28
IV
63.3%
B/E move
7.5%

30Δ

Calls
Pseudo strike
166.70
IV
45.7%
B/E move
5.6%
Puts
Pseudo strike
153.61
IV
51.6%
B/E move
5.5%

35Δ

Calls
Pseudo strike
164.77
IV
43.9%
B/E move
4.7%
Puts
Pseudo strike
155.86
IV
44.5%
B/E move
4.2%

40Δ

Calls
Pseudo strike
163.23
IV
37.9%
B/E move
3.7%
Puts
Pseudo strike
157.32
IV
40.5%
B/E move
3.4%

45Δ

Calls
Pseudo strike
161.70
IV
31.9%
B/E move
2.7%
Puts
Pseudo strike
158.78
IV
36.5%
B/E move
2.6%

50Δ

Calls
Pseudo strike
160.16
IV
25.8%
B/E move
1.8%
Puts
Pseudo strike
160.17
IV
33.1%
B/E move
1.9%

55Δ

Calls
Pseudo strike
159.35
IV
24.5%
B/E move
1.5%
Puts
Pseudo strike
161.19
IV
32.5%
B/E move
1.7%

60Δ

Calls
Pseudo strike
158.62
IV
23.7%
B/E move
1.3%
Puts
Pseudo strike
162.20
IV
31.8%
B/E move
1.4%

65Δ

Calls
Pseudo strike
157.89
IV
22.9%
B/E move
1.1%
Puts
Pseudo strike
163.22
IV
31.1%
B/E move
1.1%

70Δ

Calls
Pseudo strike
157.16
IV
22.1%
B/E move
0.9%
Puts
Pseudo strike
164.23
IV
30.4%
B/E move
0.8%

75Δ

Calls
Pseudo strike
156.44
IV
21.3%
B/E move
0.7%
Puts
Pseudo strike
165.59
IV
30.8%
B/E move
0.6%

80Δ

Calls
Pseudo strike
155.71
IV
20.5%
B/E move
0.5%
Puts
Pseudo strike
168.01
IV
34.6%
B/E move
0.5%

Options history

IV · four-Friday blend23.54%
Daily close
BPOP20.8%29.7%38.6%2026-08-13: 23.07%2026-08-14: 22.56%2026-08-18: 25.71%2026-08-19: 30.21%2026-08-20: 37.38%2026-08-21: 23.48%2026-08-24: 23.19%2026-08-25: 24.50%2026-08-26: 23.20%2026-08-27: 22.86%2026-08-28: 22.48%2026-08-31: 23.05%2026-09-01: 23.29%2026-09-02: 22.94%2026-09-03: 22.66%2026-09-04: 23.25%2026-09-08: 24.06%2026-09-09: 25.15%2026-09-10: 23.75%2026-09-11: 25.09%2026-09-14: 26.91%2026-09-15: 25.80%2026-09-16: 30.31%2026-09-18: 23.16%2026-09-21: 23.58%2026-09-22: 23.92%2026-09-23: 23.62%2026-09-24: 23.90%2026-09-25: 23.72%2026-09-28: 24.15%2026-09-29: 24.12%2026-09-30: 24.13%2026-10-01: 25.21%2026-10-02: 24.61%2026-10-05: 24.71%2026-10-06: 24.48%2026-10-07: 25.49%2026-10-08: 26.42%2026-10-09: 25.82%2026-10-12: 28.88%2026-10-14: 34.94%2026-10-16: 25.02%2026-10-19: 25.20%2026-10-20: 24.90%2026-10-21: 24.81%2026-10-22: 23.11%2026-10-23: 22.73%2026-10-26: 22.88%2026-10-27: 22.59%2026-10-28: 22.96%2026-10-29: 21.98%2026-10-30: 23.54%Aug 13Sep 22Oct 30
52 observations2026-08-13 — 2026-10-30
Table
DateIV (%)
23.07%
22.56%
25.71%
30.21%
37.38%
23.48%
23.19%
24.50%
23.20%
22.86%
22.48%
23.05%
23.29%
22.94%
22.66%
23.25%
24.06%
25.15%
23.75%
25.09%
26.91%
25.80%
30.31%
23.16%
23.58%
23.92%
23.62%
23.90%
23.72%
24.15%
24.12%
24.13%
25.21%
24.61%
24.71%
24.48%
25.49%
26.42%
25.82%
28.88%
34.94%
25.02%
25.20%
24.90%
24.81%
23.11%
22.73%
22.88%
22.59%
22.96%
21.98%
23.54%