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Banco Santander-Chile BSAC

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Market datapartial · fetched 2026-10-22T14:22:11.844Z

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 · 2026-10-22T14:22:10.080209461Z

FundamentalsAlpha Vantage · unavailable

Share price$32.34
1D-1.3%
$32.31$32.45$32.58$32.71$32.855:30 AM6:30 AM9:00 AM1:00 PMBSAC
Sold putSold call

Banco Santander-Chile options

Live interpolated BSAC call and put midpoint premiums by absolute delta.Banco Santander-Chile$1.34$2.22$3.10$3.98$4.86$22.74$27.22$31.71$36.20$40.6820Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive BSAC spot · $32.34BSAC PRICE$2.45$2.45$1.43$1.67$1.91$2.15$2.39$2.63$2.87$3.13$4.60$2.45$2.45$2.45$2.46$2.48$2.50$2.53$2.55$2.58$2.60$2.62$2.65$2.67
PutsExpensive2.38×
CallsExpensive2.00×
SkewBearish+13.79 pp
Implied moveBearish±$4.44
TiltBearish8.8% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ23.93184.1%33.6%
25Δ26.39149.7%26.0%
30Δ48.39179.7%57.2%28.44122.1%19.6%
35Δ41.00139.5%34.4%30.1299.3%14.5%
40Δ34.5159.2%11.1%30.5992.0%13.1%
45Δ33.8657.2%9.9%31.0784.6%11.7%
50Δ33.2255.3%8.6%31.5577.2%10.3%
55Δ32.5753.4%7.4%32.0269.9%8.9%
60Δ31.9351.4%6.1%32.5062.5%7.5%
65Δ31.2849.5%4.8%32.9855.2%6.1%
70Δ30.6347.6%3.6%33.4647.8%4.7%
75Δ29.9745.9%2.3%33.9340.5%3.3%
80Δ28.3855.6%2.0%34.4133.1%1.9%

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
23.93
IV
184.1%
B/E move
33.6%

25Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
26.39
IV
149.7%
B/E move
26.0%

30Δ

Calls
Pseudo strike
48.39
IV
179.7%
B/E move
57.2%
Puts
Pseudo strike
28.44
IV
122.1%
B/E move
19.6%

35Δ

Calls
Pseudo strike
41.00
IV
139.5%
B/E move
34.4%
Puts
Pseudo strike
30.12
IV
99.3%
B/E move
14.5%

40Δ

Calls
Pseudo strike
34.51
IV
59.2%
B/E move
11.1%
Puts
Pseudo strike
30.59
IV
92.0%
B/E move
13.1%

45Δ

Calls
Pseudo strike
33.86
IV
57.2%
B/E move
9.9%
Puts
Pseudo strike
31.07
IV
84.6%
B/E move
11.7%

50Δ

Calls
Pseudo strike
33.22
IV
55.3%
B/E move
8.6%
Puts
Pseudo strike
31.55
IV
77.2%
B/E move
10.3%

55Δ

Calls
Pseudo strike
32.57
IV
53.4%
B/E move
7.4%
Puts
Pseudo strike
32.02
IV
69.9%
B/E move
8.9%

60Δ

Calls
Pseudo strike
31.93
IV
51.4%
B/E move
6.1%
Puts
Pseudo strike
32.50
IV
62.5%
B/E move
7.5%

65Δ

Calls
Pseudo strike
31.28
IV
49.5%
B/E move
4.8%
Puts
Pseudo strike
32.98
IV
55.2%
B/E move
6.1%

70Δ

Calls
Pseudo strike
30.63
IV
47.6%
B/E move
3.6%
Puts
Pseudo strike
33.46
IV
47.8%
B/E move
4.7%

75Δ

Calls
Pseudo strike
29.97
IV
45.9%
B/E move
2.3%
Puts
Pseudo strike
33.93
IV
40.5%
B/E move
3.3%

80Δ

Calls
Pseudo strike
28.38
IV
55.6%
B/E move
2.0%
Puts
Pseudo strike
34.41
IV
33.1%
B/E move
1.9%

Options history

BSAC46.8047.4148.022026-10-20: 46.89%2026-10-21: 47.94%Oct 20Oct 21
Table
DateIV
46.89%
47.94%