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HSBC Holdings PLC HSBC

FINANCIAL SERVICES · BANKS - DIVERSIFIED
i

Market dataready · fetched 2026-11-06T22:44:55.074Z

Delta surfaceAlpaca · derived absolute-delta buckets · 2026-11-13

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 · 2026-11-06T22:36:29.546963716Z

FundamentalsAlpha Vantage · ready · quarter 2026-09-30 · fetched 2026-11-06T22:44:53.439619+00:00

Share price$86.75
1D+0.4%
AH$86.02$86.42$86.82$87.22$87.625:30 AM6:30 AM9:00 AM1:00 PM2:00 PMHSBC
Sold putSold callAH

HSBC Holdings PLC options

Live interpolated HSBC call and put midpoint premiums by absolute delta.HSBC Holdings PLC$0.59$1.49$2.40$3.30$4.20$82.54$85.17$87.79$90.41$93.0320Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ20Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —25Δ C unavailable: no unambiguous, price-consistent delta bracketC —OPTION PRICELive HSBC spot · $86.75HSBC PRICE$0.69$0.87$1.05$1.25$1.48$1.82$2.18$2.59$3.04$3.52$3.94$0.69$0.85$0.93$0.97$1.14$1.32$1.58$1.89$2.19$2.48$2.86$3.46
Puts——
Calls——
Skew——
Implied moveBullish±$2.80
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ
25Δ83.9537.4%4.0%
30Δ88.8430.4%3.2%84.6636.2%3.4%
35Δ88.3531.0%2.8%85.3732.7%2.7%
40Δ87.8731.4%2.5%86.0427.6%1.9%
45Δ87.3831.2%2.2%86.4527.2%1.7%
50Δ86.8931.4%1.9%86.8726.8%1.4%
55Δ86.3833.1%1.7%87.3127.3%1.2%
60Δ85.8634.6%1.5%87.7628.1%1.0%
65Δ85.2635.7%1.3%88.2128.3%0.8%
70Δ84.6336.5%1.1%88.6627.8%0.7%
75Δ83.9837.0%0.9%89.1827.8%0.5%
80Δ83.3735.6%0.6%89.8929.1%0.4%

20Δ

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

25Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
83.95
IV
37.4%
B/E move
4.0%

30Δ

Calls
Pseudo strike
88.84
IV
30.4%
B/E move
3.2%
Puts
Pseudo strike
84.66
IV
36.2%
B/E move
3.4%

35Δ

Calls
Pseudo strike
88.35
IV
31.0%
B/E move
2.8%
Puts
Pseudo strike
85.37
IV
32.7%
B/E move
2.7%

40Δ

Calls
Pseudo strike
87.87
IV
31.4%
B/E move
2.5%
Puts
Pseudo strike
86.04
IV
27.6%
B/E move
1.9%

45Δ

Calls
Pseudo strike
87.38
IV
31.2%
B/E move
2.2%
Puts
Pseudo strike
86.45
IV
27.2%
B/E move
1.7%

50Δ

Calls
Pseudo strike
86.89
IV
31.4%
B/E move
1.9%
Puts
Pseudo strike
86.87
IV
26.8%
B/E move
1.4%

55Δ

Calls
Pseudo strike
86.38
IV
33.1%
B/E move
1.7%
Puts
Pseudo strike
87.31
IV
27.3%
B/E move
1.2%

60Δ

Calls
Pseudo strike
85.86
IV
34.6%
B/E move
1.5%
Puts
Pseudo strike
87.76
IV
28.1%
B/E move
1.0%

65Δ

Calls
Pseudo strike
85.26
IV
35.7%
B/E move
1.3%
Puts
Pseudo strike
88.21
IV
28.3%
B/E move
0.8%

70Δ

Calls
Pseudo strike
84.63
IV
36.5%
B/E move
1.1%
Puts
Pseudo strike
88.66
IV
27.8%
B/E move
0.7%

75Δ

Calls
Pseudo strike
83.98
IV
37.0%
B/E move
0.9%
Puts
Pseudo strike
89.18
IV
27.8%
B/E move
0.5%

80Δ

Calls
Pseudo strike
83.37
IV
35.6%
B/E move
0.6%
Puts
Pseudo strike
89.89
IV
29.1%
B/E move
0.4%

Options history

IV · four-Friday blend25.93%
Daily close
HSBC17.8%31.4%44.9%2026-08-10: 23.06%2026-08-11: 25.29%2026-08-12: 23.61%2026-08-13: 25.44%2026-08-14: 19.71%2026-08-17: 21.75%2026-08-18: 23.34%2026-08-19: 26.09%2026-08-20: 22.16%2026-08-21: 21.42%2026-08-24: 25.14%2026-08-25: 24.39%2026-08-26: 25.80%2026-08-27: 25.78%2026-08-28: 22.45%2026-08-31: 23.13%2026-09-01: 23.54%2026-09-02: 22.65%2026-09-03: 26.72%2026-09-04: 20.00%2026-09-08: 24.34%2026-09-09: 25.95%2026-09-10: 26.92%2026-09-11: 23.04%2026-09-14: 25.86%2026-09-15: 25.71%2026-09-16: 28.37%2026-09-17: 23.32%2026-09-18: 28.46%2026-09-21: 23.89%2026-09-22: 24.87%2026-09-23: 26.38%2026-09-24: 26.82%2026-09-25: 22.44%2026-09-28: 28.81%2026-09-29: 23.34%2026-09-30: 23.82%2026-10-01: 28.55%2026-10-02: 25.11%2026-10-05: 26.09%2026-10-06: 26.22%2026-10-07: 29.75%2026-10-08: 31.77%2026-10-09: 28.08%2026-10-12: 29.51%2026-10-13: 29.71%2026-10-14: 30.15%2026-10-15: 36.01%2026-10-16: 29.39%2026-10-19: 31.53%2026-10-20: 32.54%2026-10-21: 35.32%2026-10-22: 43.04%2026-10-23: 34.39%2026-10-26: 37.93%2026-10-27: 28.92%2026-10-28: 29.04%2026-10-29: 27.84%2026-10-30: 25.93%Aug 10Sep 21Oct 30
59 observations2026-08-10 — 2026-10-30
Table
DateIV (%)
23.06%
25.29%
23.61%
25.44%
19.71%
21.75%
23.34%
26.09%
22.16%
21.42%
25.14%
24.39%
25.80%
25.78%
22.45%
23.13%
23.54%
22.65%
26.72%
20.00%
24.34%
25.95%
26.92%
23.04%
25.86%
25.71%
28.37%
23.32%
28.46%
23.89%
24.87%
26.38%
26.82%
22.44%
28.81%
23.34%
23.82%
28.55%
25.11%
26.09%
26.22%
29.75%
31.77%
28.08%
29.51%
29.71%
30.15%
36.01%
29.39%
31.53%
32.54%
35.32%
43.04%
34.39%
37.93%
28.92%
29.04%
27.84%
25.93%