Share price$32.98
1D-0.0%
Sold putSold callAH
Banco Santander Chile BSAC
FINANCIAL SERVICES · BANKS - REGIONALi
Market dataready · fetched 2026-10-22T05:15:35.128Z
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 · 2026-10-21T23:00:00.001579586Z
FundamentalsAlpha Vantage · ready · quarter 2026-06-30 · fetched 2026-10-22T05:15:32.840010+00:00
Banco Santander Chile options
PutsExpensive2.34×
CallsExpensive1.87×
SkewBearish+16.35 pp
Implied moveBearish±$4.36
TiltBearish18.3% PUT
Table
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 24.50 | 179.6% | 33.1% | |||
| 25Δ | 26.95 | 146.8% | 25.7% | |||
| 30Δ | 48.70 | 174.1% | 55.1% | 29.22 | 117.0% | 18.8% |
| 35Δ | 41.61 | 135.7% | 33.6% | 30.45 | 100.5% | 15.1% |
| 40Δ | 34.84 | 53.0% | 9.6% | 31.14 | 91.1% | 13.1% |
| 45Δ | 34.26 | 51.6% | 8.7% | 31.82 | 81.7% | 11.1% |
| 50Δ | 33.68 | 50.2% | 7.7% | 32.51 | 72.2% | 9.1% |
| 55Δ | 33.10 | 48.7% | 6.7% | 33.19 | 62.8% | 7.1% |
| 60Δ | 32.52 | 47.3% | 5.7% | 33.88 | 53.4% | 5.1% |
| 65Δ | 31.94 | 45.8% | 4.8% | 34.56 | 44.0% | 3.0% |
| 70Δ | 31.36 | 44.4% | 3.8% | 35.48 | 39.6% | 1.6% |
| 75Δ | 30.78 | 42.9% | 2.8% | 36.78 | 44.1% | 1.3% |
| 80Δ | 30.20 | 41.5% | 1.8% | 38.09 | 48.7% | 1.0% |
20Δ
- Pseudo strike
- IV
- B/E move
- Pseudo strike
- 24.50
- IV
- 179.6%
- B/E move
- 33.1%
25Δ
- Pseudo strike
- IV
- B/E move
- Pseudo strike
- 26.95
- IV
- 146.8%
- B/E move
- 25.7%
30Δ
- Pseudo strike
- 48.70
- IV
- 174.1%
- B/E move
- 55.1%
- Pseudo strike
- 29.22
- IV
- 117.0%
- B/E move
- 18.8%
35Δ
- Pseudo strike
- 41.61
- IV
- 135.7%
- B/E move
- 33.6%
- Pseudo strike
- 30.45
- IV
- 100.5%
- B/E move
- 15.1%
40Δ
- Pseudo strike
- 34.84
- IV
- 53.0%
- B/E move
- 9.6%
- Pseudo strike
- 31.14
- IV
- 91.1%
- B/E move
- 13.1%
45Δ
- Pseudo strike
- 34.26
- IV
- 51.6%
- B/E move
- 8.7%
- Pseudo strike
- 31.82
- IV
- 81.7%
- B/E move
- 11.1%
50Δ
- Pseudo strike
- 33.68
- IV
- 50.2%
- B/E move
- 7.7%
- Pseudo strike
- 32.51
- IV
- 72.2%
- B/E move
- 9.1%
55Δ
- Pseudo strike
- 33.10
- IV
- 48.7%
- B/E move
- 6.7%
- Pseudo strike
- 33.19
- IV
- 62.8%
- B/E move
- 7.1%
60Δ
- Pseudo strike
- 32.52
- IV
- 47.3%
- B/E move
- 5.7%
- Pseudo strike
- 33.88
- IV
- 53.4%
- B/E move
- 5.1%
65Δ
- Pseudo strike
- 31.94
- IV
- 45.8%
- B/E move
- 4.8%
- Pseudo strike
- 34.56
- IV
- 44.0%
- B/E move
- 3.0%
70Δ
- Pseudo strike
- 31.36
- IV
- 44.4%
- B/E move
- 3.8%
- Pseudo strike
- 35.48
- IV
- 39.6%
- B/E move
- 1.6%
75Δ
- Pseudo strike
- 30.78
- IV
- 42.9%
- B/E move
- 2.8%
- Pseudo strike
- 36.78
- IV
- 44.1%
- B/E move
- 1.3%
80Δ
- Pseudo strike
- 30.20
- IV
- 41.5%
- B/E move
- 1.8%
- Pseudo strike
- 38.09
- IV
- 48.7%
- B/E move
- 1.0%
Options history
No recorded observations