IntraAlpha
Create free account Start free

eToro Group Ltd. ETOR

FINANCIAL SERVICES · CAPITAL MARKETS
i

Market dataready · fetched 2026-10-15T21:58:24.750Z

Delta surfaceAlpaca · derived absolute-delta buckets · 2026-10-16

Calculation methodology

PriceAlpaca · sip · 2026-10-15T20:41:00.869472814Z

FundamentalsAlpha Vantage · quarter 2026-06-30 · fetched 2026-10-15T21:58:19.215381+00:00

Share price$24.89
1D+2.7%
AH$24.19$24.38$24.57$24.76$24.955:30 AM6:30 AM9:00 AM1:00 PM2:00 PMETOR
Sold putSold callAH

eToro Group Ltd. options

Live interpolated ETOR call and put midpoint premiums by absolute delta.eToro Group Ltd.$0.09$1.15$2.20$3.25$4.30$22.89$24.04$25.19$26.34$27.4920Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive ETOR spot · $24.89ETOR PRICE$0.38$0.38$0.38$0.30$0.22$0.39$0.91$1.42$1.94$2.45$2.97$3.48$4.00$0.25$0.21$0.25$0.29$0.33$0.38$0.42$0.57$1.00$1.42$1.74$2.00$2.27
PutsExpensive3.97×
CallsExpensive3.29×
SkewBullish-48.34 pp
Implied moveBullish±$1.33
TiltBullish26.7% CALL
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ28.81302.1%17.3%23.09179.9%8.2%
25Δ26.92213.4%9.7%24.02107.8%4.3%
30Δ26.11166.1%6.4%24.20102.2%3.8%
35Δ25.65119.1%4.3%24.3796.6%3.3%
40Δ25.2472.1%2.3%24.5490.9%2.8%
45Δ24.7858.6%1.1%24.7185.3%2.2%
50Δ24.2691.0%1.1%24.8879.6%1.7%
55Δ23.73123.4%1.1%25.1186.3%1.4%
60Δ23.21155.8%1.0%25.48122.7%1.6%
65Δ22.69188.1%1.0%25.86159.1%1.8%
70Δ22.16220.5%1.0%26.22171.6%1.6%
75Δ21.64252.9%0.9%26.57169.9%1.3%
80Δ21.12285.3%0.9%26.92168.1%0.9%

20Δ

Calls
Pseudo strike
28.81
IV
302.1%
B/E move
17.3%
Puts
Pseudo strike
23.09
IV
179.9%
B/E move
8.2%

25Δ

Calls
Pseudo strike
26.92
IV
213.4%
B/E move
9.7%
Puts
Pseudo strike
24.02
IV
107.8%
B/E move
4.3%

30Δ

Calls
Pseudo strike
26.11
IV
166.1%
B/E move
6.4%
Puts
Pseudo strike
24.20
IV
102.2%
B/E move
3.8%

35Δ

Calls
Pseudo strike
25.65
IV
119.1%
B/E move
4.3%
Puts
Pseudo strike
24.37
IV
96.6%
B/E move
3.3%

40Δ

Calls
Pseudo strike
25.24
IV
72.1%
B/E move
2.3%
Puts
Pseudo strike
24.54
IV
90.9%
B/E move
2.8%

45Δ

Calls
Pseudo strike
24.78
IV
58.6%
B/E move
1.1%
Puts
Pseudo strike
24.71
IV
85.3%
B/E move
2.2%

50Δ

Calls
Pseudo strike
24.26
IV
91.0%
B/E move
1.1%
Puts
Pseudo strike
24.88
IV
79.6%
B/E move
1.7%

55Δ

Calls
Pseudo strike
23.73
IV
123.4%
B/E move
1.1%
Puts
Pseudo strike
25.11
IV
86.3%
B/E move
1.4%

60Δ

Calls
Pseudo strike
23.21
IV
155.8%
B/E move
1.0%
Puts
Pseudo strike
25.48
IV
122.7%
B/E move
1.6%

65Δ

Calls
Pseudo strike
22.69
IV
188.1%
B/E move
1.0%
Puts
Pseudo strike
25.86
IV
159.1%
B/E move
1.8%

70Δ

Calls
Pseudo strike
22.16
IV
220.5%
B/E move
1.0%
Puts
Pseudo strike
26.22
IV
171.6%
B/E move
1.6%

75Δ

Calls
Pseudo strike
21.64
IV
252.9%
B/E move
0.9%
Puts
Pseudo strike
26.57
IV
169.9%
B/E move
1.3%

80Δ

Calls
Pseudo strike
21.12
IV
285.3%
B/E move
0.9%
Puts
Pseudo strike
26.92
IV
168.1%
B/E move
0.9%