IntraAlpha
Create free account Start free

Bending Spoons S.p.A. Ordinary Shares BSP

TECHNOLOGY · SOFTWARE - APPLICATION
i

Market dataready · fetched 2026-11-11T13:59:27.658Z

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 · 2026-11-11T13:43:16.346286368Z

FundamentalsAlpha Vantage · ready · quarter 2026-06-30 · fetched 2026-11-11T13:59:05.224564+00:00

Share price$41.65
1D+0.0%
$41.63$41.64$41.65$41.66$41.675:30 AM6:30 AM9:00 AM1:00 PMBSP
Sold putSold call

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$0.53$5.05$9.57$14.09$18.61$30.67$35.94$41.22$46.49$51.7720Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ25Δ C unavailable: no unambiguous, price-consistent delta bracketC —30Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —OPTION PRICELive BSP spot · $41.65BSP PRICE$1.02$1.82$2.18$2.40$2.54$2.63$2.98$3.57$3.99$4.91$5.26$1.07$1.61$2.05$2.80$3.76$4.45$5.40$6.52$7.87$8.78$12.56$17.30
Puts——
Calls——
Skew——
Implied moveBearish±$7.00
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ52.64150.0%28.8%35.79130.1%16.6%
25Δ36.71144.5%15.7%
30Δ
35Δ46.09131.2%15.0%39.49118.6%10.1%
40Δ44.87131.0%13.0%40.46131.3%9.6%
45Δ43.50120.9%10.2%41.60146.1%9.1%
50Δ42.32108.2%7.7%42.81146.6%7.9%
55Δ41.4295.5%5.8%44.17150.8%6.9%
60Δ40.5892.7%4.6%45.68154.9%6.0%
65Δ39.7697.7%4.1%47.40160.0%5.1%
70Δ38.9895.2%3.2%48.77154.5%4.0%
75Δ37.88103.1%2.7%52.74178.4%3.5%
80Δ37.1995.0%1.9%57.73201.7%2.9%

20Δ

Calls
Pseudo strike
52.64
IV
150.0%
B/E move
28.8%
Puts
Pseudo strike
35.79
IV
130.1%
B/E move
16.6%

25Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
36.71
IV
144.5%
B/E move
15.7%

30Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

35Δ

Calls
Pseudo strike
46.09
IV
131.2%
B/E move
15.0%
Puts
Pseudo strike
39.49
IV
118.6%
B/E move
10.1%

40Δ

Calls
Pseudo strike
44.87
IV
131.0%
B/E move
13.0%
Puts
Pseudo strike
40.46
IV
131.3%
B/E move
9.6%

45Δ

Calls
Pseudo strike
43.50
IV
120.9%
B/E move
10.2%
Puts
Pseudo strike
41.60
IV
146.1%
B/E move
9.1%

50Δ

Calls
Pseudo strike
42.32
IV
108.2%
B/E move
7.7%
Puts
Pseudo strike
42.81
IV
146.6%
B/E move
7.9%

55Δ

Calls
Pseudo strike
41.42
IV
95.5%
B/E move
5.8%
Puts
Pseudo strike
44.17
IV
150.8%
B/E move
6.9%

60Δ

Calls
Pseudo strike
40.58
IV
92.7%
B/E move
4.6%
Puts
Pseudo strike
45.68
IV
154.9%
B/E move
6.0%

65Δ

Calls
Pseudo strike
39.76
IV
97.7%
B/E move
4.1%
Puts
Pseudo strike
47.40
IV
160.0%
B/E move
5.1%

70Δ

Calls
Pseudo strike
38.98
IV
95.2%
B/E move
3.2%
Puts
Pseudo strike
48.77
IV
154.5%
B/E move
4.0%

75Δ

Calls
Pseudo strike
37.88
IV
103.1%
B/E move
2.7%
Puts
Pseudo strike
52.74
IV
178.4%
B/E move
3.5%

80Δ

Calls
Pseudo strike
37.19
IV
95.0%
B/E move
1.9%
Puts
Pseudo strike
57.73
IV
201.7%
B/E move
2.9%

Options history

IV · four-Friday blend89.49%
Daily EOD
BSP87.6%98.8%110.0%2026-10-19: 108.43%2026-10-20: 105.54%2026-10-21: 89.57%2026-10-22: 89.54%2026-10-23: 89.14%2026-10-26: 91.69%2026-10-27: 93.59%2026-10-28: 91.16%2026-10-29: 92.31%2026-10-30: 89.49%Oct 19Oct 23Oct 30
10 observations2026-10-19 — 2026-10-30
Table
DateIV (%)
108.43%
105.54%
89.57%
89.54%
89.14%
91.69%
93.59%
91.16%
92.31%
89.49%