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eToro Group Ltd. Class A Common Shares ETOR

FINANCIAL SERVICES · CAPITAL MARKETS
i

Market dataready · fetched 2026-11-07T01:51:25.208Z

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 · 2026-11-06T21:42:24.732965042Z

FundamentalsAlpha Vantage · ready · quarter 2026-06-30 · fetched 2026-11-07T01:49:51.607918+00:00

Share price$22.97
1D+2.1%
AH$22.45$22.64$22.83$23.02$23.215:30 AM6:30 AM9:00 AM1:00 PM2:00 PMETOR
Sold putSold callAH

eToro Group Ltd. Class A Common Shares options

Live interpolated ETOR call and put midpoint premiums by absolute delta.eToro Group Ltd. Class A Common Shares$0.35$1.13$1.90$2.67$3.45$19.79$21.31$22.84$24.36$25.8920Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ20Δ C unavailable: no unambiguous, price-consistent delta bracketC —80Δ P unavailable: no unambiguous, price-consistent delta bracketP —OPTION PRICELive ETOR spot · $22.97ETOR PRICE$0.45$0.57$0.67$0.78$1.01$1.23$1.45$1.68$1.92$2.16$2.40$2.88$0.44$0.53$0.70$0.87$1.04$1.33$1.66$1.98$2.35$2.73$2.99$3.22
Puts——
Calls——
Skew——
Implied moveBearish±$2.89
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ20.3580.9%13.3%
25Δ25.4769.5%12.8%21.0973.3%10.5%
30Δ25.0171.7%11.4%21.5373.5%9.3%
35Δ24.4767.9%9.4%21.9773.7%8.2%
40Δ23.9464.9%7.6%22.4173.9%7.0%
45Δ23.5668.0%7.0%22.8776.6%6.2%
50Δ23.1871.1%6.3%23.3580.1%5.6%
55Δ22.7974.2%5.6%23.8283.5%4.9%
60Δ22.4076.3%4.8%24.3585.3%4.2%
65Δ21.9874.8%4.0%24.9186.1%3.5%
70Δ21.5573.3%3.2%25.3381.9%2.7%
75Δ21.1371.8%2.4%25.7476.7%2.0%
80Δ20.5274.8%1.9%

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
20.35
IV
80.9%
B/E move
13.3%

25Δ

Calls
Pseudo strike
25.47
IV
69.5%
B/E move
12.8%
Puts
Pseudo strike
21.09
IV
73.3%
B/E move
10.5%

30Δ

Calls
Pseudo strike
25.01
IV
71.7%
B/E move
11.4%
Puts
Pseudo strike
21.53
IV
73.5%
B/E move
9.3%

35Δ

Calls
Pseudo strike
24.47
IV
67.9%
B/E move
9.4%
Puts
Pseudo strike
21.97
IV
73.7%
B/E move
8.2%

40Δ

Calls
Pseudo strike
23.94
IV
64.9%
B/E move
7.6%
Puts
Pseudo strike
22.41
IV
73.9%
B/E move
7.0%

45Δ

Calls
Pseudo strike
23.56
IV
68.0%
B/E move
7.0%
Puts
Pseudo strike
22.87
IV
76.6%
B/E move
6.2%

50Δ

Calls
Pseudo strike
23.18
IV
71.1%
B/E move
6.3%
Puts
Pseudo strike
23.35
IV
80.1%
B/E move
5.6%

55Δ

Calls
Pseudo strike
22.79
IV
74.2%
B/E move
5.6%
Puts
Pseudo strike
23.82
IV
83.5%
B/E move
4.9%

60Δ

Calls
Pseudo strike
22.40
IV
76.3%
B/E move
4.8%
Puts
Pseudo strike
24.35
IV
85.3%
B/E move
4.2%

65Δ

Calls
Pseudo strike
21.98
IV
74.8%
B/E move
4.0%
Puts
Pseudo strike
24.91
IV
86.1%
B/E move
3.5%

70Δ

Calls
Pseudo strike
21.55
IV
73.3%
B/E move
3.2%
Puts
Pseudo strike
25.33
IV
81.9%
B/E move
2.7%

75Δ

Calls
Pseudo strike
21.13
IV
71.8%
B/E move
2.4%
Puts
Pseudo strike
25.74
IV
76.7%
B/E move
2.0%

80Δ

Calls
Pseudo strike
20.52
IV
74.8%
B/E move
1.9%
Puts
Pseudo strike
IV
B/E move

Options history

IV · four-Friday blend56.72%
Daily close
ETOR45.8%53.8%61.9%2026-08-10: 57.68%2026-08-21: 48.78%2026-08-24: 46.89%2026-08-25: 48.85%2026-09-14: 48.28%2026-10-08: 51.54%2026-10-12: 49.68%2026-10-13: 55.10%2026-10-14: 56.96%2026-10-15: 60.77%2026-10-16: 51.54%2026-10-19: 52.73%2026-10-20: 49.11%2026-10-21: 53.13%2026-10-22: 52.44%2026-10-23: 52.43%2026-10-26: 51.46%2026-10-27: 58.62%2026-10-28: 54.85%2026-10-29: 54.44%2026-10-30: 56.72%Aug 10Oct 16Oct 30
21 observations2026-08-10 — 2026-10-30
Table
DateIV (%)
57.68%
48.78%
46.89%
48.85%
48.28%
51.54%
49.68%
55.10%
56.96%
60.77%
51.54%
52.73%
49.11%
53.13%
52.44%
52.43%
51.46%
58.62%
54.85%
54.44%
56.72%