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Bending Spoons S.p.A. Ordinary Shares BSP

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Market datapartial · fetched 2026-10-22T12:36:09.397Z

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 · 2026-10-22T12:23:57.428561255Z

FundamentalsAlpha Vantage · unavailable

Share price$43.49
1D
Price history unavailable.

Bending Spoons S.p.A. Ordinary Shares options

Live interpolated BSP call and put midpoint premiums by absolute delta.Bending Spoons S.p.A. Ordinary Shares$0.96$4.88$8.80$12.72$16.64$26.12$36.13$46.14$56.15$66.1620Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive BSP spot · $43.49BSP PRICE$1.38$1.84$2.27$2.27$3.04$3.29$4.01$4.59$5.33$5.97$7.16$8.10$10.51$1.50$1.68$2.31$2.81$3.37$4.43$5.10$6.25$7.45$7.98$7.95$10.87$15.51
PutsCheap0.80×
CallsCheap0.67×
SkewBullish-13.98 pp
Implied moveBearish±$9.12
TiltBearish12.7% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ60.81116.5%43.0%36.0495.8%20.6%
25Δ57.69116.9%36.9%38.3881.1%15.6%
30Δ54.58114.9%30.7%39.5985.9%14.3%
35Δ49.9590.9%20.1%40.9484.8%12.3%
40Δ48.94101.9%19.5%42.2883.4%10.5%
45Δ46.6091.6%14.7%43.6590.5%9.8%
50Δ45.2496.1%13.3%45.0088.4%8.3%
55Δ43.7294.9%11.1%46.5991.5%7.2%
60Δ42.2696.2%9.4%48.2793.2%6.1%
65Δ40.8093.6%7.5%49.3787.4%4.8%
70Δ39.1699.5%6.5%49.9976.5%3.3%
75Δ37.5998.4%5.1%53.1485.9%2.8%
80Δ34.97115.8%4.6%57.97101.3%2.4%

20Δ

Calls
Pseudo strike
60.81
IV
116.5%
B/E move
43.0%
Puts
Pseudo strike
36.04
IV
95.8%
B/E move
20.6%

25Δ

Calls
Pseudo strike
57.69
IV
116.9%
B/E move
36.9%
Puts
Pseudo strike
38.38
IV
81.1%
B/E move
15.6%

30Δ

Calls
Pseudo strike
54.58
IV
114.9%
B/E move
30.7%
Puts
Pseudo strike
39.59
IV
85.9%
B/E move
14.3%

35Δ

Calls
Pseudo strike
49.95
IV
90.9%
B/E move
20.1%
Puts
Pseudo strike
40.94
IV
84.8%
B/E move
12.3%

40Δ

Calls
Pseudo strike
48.94
IV
101.9%
B/E move
19.5%
Puts
Pseudo strike
42.28
IV
83.4%
B/E move
10.5%

45Δ

Calls
Pseudo strike
46.60
IV
91.6%
B/E move
14.7%
Puts
Pseudo strike
43.65
IV
90.5%
B/E move
9.8%

50Δ

Calls
Pseudo strike
45.24
IV
96.1%
B/E move
13.3%
Puts
Pseudo strike
45.00
IV
88.4%
B/E move
8.3%

55Δ

Calls
Pseudo strike
43.72
IV
94.9%
B/E move
11.1%
Puts
Pseudo strike
46.59
IV
91.5%
B/E move
7.2%

60Δ

Calls
Pseudo strike
42.26
IV
96.2%
B/E move
9.4%
Puts
Pseudo strike
48.27
IV
93.2%
B/E move
6.1%

65Δ

Calls
Pseudo strike
40.80
IV
93.6%
B/E move
7.5%
Puts
Pseudo strike
49.37
IV
87.4%
B/E move
4.8%

70Δ

Calls
Pseudo strike
39.16
IV
99.5%
B/E move
6.5%
Puts
Pseudo strike
49.99
IV
76.5%
B/E move
3.3%

75Δ

Calls
Pseudo strike
37.59
IV
98.4%
B/E move
5.1%
Puts
Pseudo strike
53.14
IV
85.9%
B/E move
2.8%

80Δ

Calls
Pseudo strike
34.97
IV
115.8%
B/E move
4.6%
Puts
Pseudo strike
57.97
IV
101.3%
B/E move
2.4%

Options history

No recorded observations