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Bending Spoons S.p.A. Ordinary Shares BSP

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Market datapartial · fetched 2026-10-22T23:06:45.076Z

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 · 2026-10-22T21:22:03.615148611Z

FundamentalsAlpha Vantage · unavailable

Share price$46.13
1D+3.6%
AH$43$44$45$46$485:30 AM6:30 AM9:00 AM1:00 PM2:00 PMBSP
Sold putSold callAH

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$0.65$8.66$16.66$24.67$32.68$27.36$38.10$48.85$59.59$70.3420Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive BSP spot · $46.13BSP PRICE$1.61$1.95$2.36$2.76$3.11$3.31$4.10$4.55$5.14$5.33$5.84$6.68$7.54$1.52$2.07$2.93$3.37$4.18$4.89$6.26$8.32$10.82$13.60$16.95$23.07$30.37
PutsFair1.03×
CallsCheap0.60×
SkewBearish+19.58 pp
Implied moveBearish±$10.36
TiltBearish40.6% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ68.21131.9%51.4%38.5191.4%19.8%
25Δ61.27117.7%37.0%40.1492.9%17.5%
30Δ57.45111.1%29.7%41.54100.5%16.3%
35Δ54.35105.5%23.8%43.2894.0%13.5%
40Δ51.7797.9%19.0%44.8195.6%11.9%
45Δ49.1586.2%13.7%46.3693.5%10.1%
50Δ47.8692.1%12.6%48.1699.9%9.2%
55Δ46.2687.7%10.1%50.55109.7%8.5%
60Δ44.8486.1%8.3%53.45118.6%7.6%
65Δ43.5976.3%6.0%56.68126.2%6.6%
70Δ42.4572.8%4.7%60.52133.3%5.5%
75Δ41.1472.8%3.7%67.05148.3%4.7%
80Δ39.8871.5%2.8%74.86160.0%3.5%

20Δ

Calls
Pseudo strike
68.21
IV
131.9%
B/E move
51.4%
Puts
Pseudo strike
38.51
IV
91.4%
B/E move
19.8%

25Δ

Calls
Pseudo strike
61.27
IV
117.7%
B/E move
37.0%
Puts
Pseudo strike
40.14
IV
92.9%
B/E move
17.5%

30Δ

Calls
Pseudo strike
57.45
IV
111.1%
B/E move
29.7%
Puts
Pseudo strike
41.54
IV
100.5%
B/E move
16.3%

35Δ

Calls
Pseudo strike
54.35
IV
105.5%
B/E move
23.8%
Puts
Pseudo strike
43.28
IV
94.0%
B/E move
13.5%

40Δ

Calls
Pseudo strike
51.77
IV
97.9%
B/E move
19.0%
Puts
Pseudo strike
44.81
IV
95.6%
B/E move
11.9%

45Δ

Calls
Pseudo strike
49.15
IV
86.2%
B/E move
13.7%
Puts
Pseudo strike
46.36
IV
93.5%
B/E move
10.1%

50Δ

Calls
Pseudo strike
47.86
IV
92.1%
B/E move
12.6%
Puts
Pseudo strike
48.16
IV
99.9%
B/E move
9.2%

55Δ

Calls
Pseudo strike
46.26
IV
87.7%
B/E move
10.1%
Puts
Pseudo strike
50.55
IV
109.7%
B/E move
8.5%

60Δ

Calls
Pseudo strike
44.84
IV
86.1%
B/E move
8.3%
Puts
Pseudo strike
53.45
IV
118.6%
B/E move
7.6%

65Δ

Calls
Pseudo strike
43.59
IV
76.3%
B/E move
6.0%
Puts
Pseudo strike
56.68
IV
126.2%
B/E move
6.6%

70Δ

Calls
Pseudo strike
42.45
IV
72.8%
B/E move
4.7%
Puts
Pseudo strike
60.52
IV
133.3%
B/E move
5.5%

75Δ

Calls
Pseudo strike
41.14
IV
72.8%
B/E move
3.7%
Puts
Pseudo strike
67.05
IV
148.3%
B/E move
4.7%

80Δ

Calls
Pseudo strike
39.88
IV
71.5%
B/E move
2.8%
Puts
Pseudo strike
74.86
IV
160.0%
B/E move
3.5%

Options history

BSP88.2997.55106.812026-10-20: 105.54%2026-10-21: 89.57%Oct 20Oct 21
Table
DateIV
105.54%
89.57%