IntraAlpha
Create free account Start free

eToro Group Ltd. ETOR

FINANCIAL SERVICES · CAPITAL MARKETS
i

Market dataready · fetched 2026-10-16T00:17:12.499Z

Delta surfaceAlpaca · derived absolute-delta buckets · 2026-11-20

Calculation methodology

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

FundamentalsAlpha Vantage · quarter 2026-06-30 · fetched 2026-10-16T00:17:12.088596+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.$0.17$2.47$4.78$7.08$9.38$18.62$22.01$25.39$28.78$32.1720Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive ETOR spot · $24.89ETOR PRICE$0.42$0.57$0.74$0.91$1.08$1.27$1.53$1.73$1.81$1.91$2.11$2.31$2.51$0.60$0.81$1.03$1.25$1.43$1.57$2.07$2.67$2.96$3.68$4.41$5.69$8.72
PutsExpensive1.14×
CallsExpensive1.11×
SkewBearish+15.10 pp
Implied moveBearish±$3.60
TiltBearish32.3% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ29.0652.0%18.4%21.7159.5%15.2%
25Δ28.3552.8%16.2%22.3262.1%13.6%
30Δ27.6953.5%14.2%22.9761.9%11.9%
35Δ27.0653.9%12.4%23.6260.5%10.1%
40Δ26.4452.9%10.6%24.2357.9%8.4%
45Δ25.8652.5%9.0%24.7953.6%6.7%
50Δ25.3453.9%8.0%25.4557.8%6.0%
55Δ24.8453.0%6.8%26.1464.0%5.7%
60Δ24.3847.8%5.2%26.7161.2%4.6%
65Δ23.9443.1%3.9%27.6164.7%3.9%
70Δ23.5840.8%3.2%28.5166.6%3.2%
75Δ23.2138.6%2.5%29.9571.6%2.5%
80Δ22.8536.4%1.9%33.1086.2%2.1%

20Δ

Calls
Pseudo strike
29.06
IV
52.0%
B/E move
18.4%
Puts
Pseudo strike
21.71
IV
59.5%
B/E move
15.2%

25Δ

Calls
Pseudo strike
28.35
IV
52.8%
B/E move
16.2%
Puts
Pseudo strike
22.32
IV
62.1%
B/E move
13.6%

30Δ

Calls
Pseudo strike
27.69
IV
53.5%
B/E move
14.2%
Puts
Pseudo strike
22.97
IV
61.9%
B/E move
11.9%

35Δ

Calls
Pseudo strike
27.06
IV
53.9%
B/E move
12.4%
Puts
Pseudo strike
23.62
IV
60.5%
B/E move
10.1%

40Δ

Calls
Pseudo strike
26.44
IV
52.9%
B/E move
10.6%
Puts
Pseudo strike
24.23
IV
57.9%
B/E move
8.4%

45Δ

Calls
Pseudo strike
25.86
IV
52.5%
B/E move
9.0%
Puts
Pseudo strike
24.79
IV
53.6%
B/E move
6.7%

50Δ

Calls
Pseudo strike
25.34
IV
53.9%
B/E move
8.0%
Puts
Pseudo strike
25.45
IV
57.8%
B/E move
6.0%

55Δ

Calls
Pseudo strike
24.84
IV
53.0%
B/E move
6.8%
Puts
Pseudo strike
26.14
IV
64.0%
B/E move
5.7%

60Δ

Calls
Pseudo strike
24.38
IV
47.8%
B/E move
5.2%
Puts
Pseudo strike
26.71
IV
61.2%
B/E move
4.6%

65Δ

Calls
Pseudo strike
23.94
IV
43.1%
B/E move
3.9%
Puts
Pseudo strike
27.61
IV
64.7%
B/E move
3.9%

70Δ

Calls
Pseudo strike
23.58
IV
40.8%
B/E move
3.2%
Puts
Pseudo strike
28.51
IV
66.6%
B/E move
3.2%

75Δ

Calls
Pseudo strike
23.21
IV
38.6%
B/E move
2.5%
Puts
Pseudo strike
29.95
IV
71.6%
B/E move
2.5%

80Δ

Calls
Pseudo strike
22.85
IV
36.4%
B/E move
1.9%
Puts
Pseudo strike
33.10
IV
86.2%
B/E move
2.1%