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BANCO SANTANDER (BRASIL) SA BSBR

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Market datapartial · fetched 2026-10-22T10:04:10.058Z

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 · 2026-10-21T23:00:00.002914752Z

FundamentalsAlpha Vantage · unavailable

Share price$5.67
1D+0.9%
AH$5.60$5.64$5.67$5.70$5.745:30 AM6:30 AM9:00 AM1:00 PM2:00 PMBSBR
Sold putSold callAH

BANCO SANTANDER (BRASIL) SA options

Live interpolated BSBR call and put midpoint premiums by absolute delta.BANCO SANTANDER (BRASIL) SA$0.48$1.60$2.72$3.84$4.96$-1.03$1.49$4.02$6.54$9.0720Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive BSBR spot · $5.67BSBR PRICE$0.60$0.63$0.67$0.70$0.73$0.77$0.80$0.83$0.87$1.44$2.28$2.50$2.57$2.63$2.70$2.76$2.83$3.59$4.64
PutsExpensive9.21×
CallsExpensive3.14×
SkewBearish+205.26 pp
Implied moveBearish±$3.53
TiltBearish53.5% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ4.83474.8%55.1%
25Δ5.31467.6%50.5%
30Δ5.72426.7%44.4%
35Δ9.62228.6%80.2%6.13385.8%38.2%
40Δ9.06209.9%70.9%6.55344.9%32.1%
45Δ8.50191.3%61.6%6.96304.0%26.0%
50Δ7.94172.7%52.4%7.38263.2%19.8%
55Δ7.38154.1%43.1%8.32260.4%16.5%
60Δ6.82135.4%33.8%9.49274.2%14.5%
65Δ6.26116.8%24.5%
70Δ5.7098.2%15.3%
75Δ5.1479.5%6.0%
80Δ4.44118.4%3.6%

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
4.83
IV
474.8%
B/E move
55.1%

25Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
5.31
IV
467.6%
B/E move
50.5%

30Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
5.72
IV
426.7%
B/E move
44.4%

35Δ

Calls
Pseudo strike
9.62
IV
228.6%
B/E move
80.2%
Puts
Pseudo strike
6.13
IV
385.8%
B/E move
38.2%

40Δ

Calls
Pseudo strike
9.06
IV
209.9%
B/E move
70.9%
Puts
Pseudo strike
6.55
IV
344.9%
B/E move
32.1%

45Δ

Calls
Pseudo strike
8.50
IV
191.3%
B/E move
61.6%
Puts
Pseudo strike
6.96
IV
304.0%
B/E move
26.0%

50Δ

Calls
Pseudo strike
7.94
IV
172.7%
B/E move
52.4%
Puts
Pseudo strike
7.38
IV
263.2%
B/E move
19.8%

55Δ

Calls
Pseudo strike
7.38
IV
154.1%
B/E move
43.1%
Puts
Pseudo strike
8.32
IV
260.4%
B/E move
16.5%

60Δ

Calls
Pseudo strike
6.82
IV
135.4%
B/E move
33.8%
Puts
Pseudo strike
9.49
IV
274.2%
B/E move
14.5%

65Δ

Calls
Pseudo strike
6.26
IV
116.8%
B/E move
24.5%
Puts
Pseudo strike
IV
B/E move

70Δ

Calls
Pseudo strike
5.70
IV
98.2%
B/E move
15.3%
Puts
Pseudo strike
IV
B/E move

75Δ

Calls
Pseudo strike
5.14
IV
79.5%
B/E move
6.0%
Puts
Pseudo strike
IV
B/E move

80Δ

Calls
Pseudo strike
4.44
IV
118.4%
B/E move
3.6%
Puts
Pseudo strike
IV
B/E move

Options history

No recorded observations