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HSBC Holdings PLC ADR HSBC

FINANCIAL SERVICES · BANKS - DIVERSIFIED
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Market dataready · fetched 2026-10-15T20:34:00.904Z

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

Calculation methodology

PriceAlpaca · sip · 2026-10-15T20:10:00.003810962Z

FundamentalsAlpha Vantage · quarter 2026-06-30 · fetched 2026-10-15T20:34:00.157095+00:00

Share price$94.54
1D-0.4%
AH$93.85$94.21$94.56$94.91$95.275:30 AM6:30 AM9:00 AM1:00 PM2:00 PMHSBC
Sold putSold callAH

HSBC Holdings PLC ADR options

Live interpolated HSBC call and put midpoint premiums by absolute delta.HSBC Holdings PLC ADR$0.44$1.56$2.68$3.79$4.91$89.90$92.31$94.72$97.13$99.5420Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔATM · $94.54OPTION PRICELive HSBC spot · $94.54HSBC PRICE$1.07$1.00$0.89$0.57$1.12$1.11$1.10$1.09$1.08$1.46$2.03$2.60$3.97$0.98$1.01$1.13$1.24$0.60$0.71$0.83$0.94$1.09$1.35$1.61$2.58$4.59
PutsExpensive2.28×
CallsExpensive3.16×
SkewBullish-7.50 pp
Implied moveBullish±$1.93
TiltBalanced1.2% CALL
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ104.07207.1%11.2%87.97173.6%8.0%
25Δ99.64142.4%6.5%90.02139.6%5.9%
30Δ97.92108.3%4.5%91.31122.9%4.6%
35Δ96.0958.5%2.2%92.59106.3%3.4%
40Δ95.8385.0%2.5%94.0542.1%1.2%
45Δ95.4174.4%2.1%94.3041.4%1.0%
50Δ94.9863.7%1.6%94.5640.6%0.9%
55Δ94.5653.1%1.2%94.8139.9%0.7%
60Δ94.1442.5%0.7%95.0939.9%0.6%
65Δ93.6045.0%0.5%95.4241.7%0.5%
70Δ93.0053.7%0.5%95.7543.6%0.4%
75Δ92.4062.4%0.5%96.7259.3%0.4%
80Δ91.0686.7%0.5%98.6194.2%0.5%

20Δ

Calls
Pseudo strike
104.07
IV
207.1%
B/E move
11.2%
Puts
Pseudo strike
87.97
IV
173.6%
B/E move
8.0%

25Δ

Calls
Pseudo strike
99.64
IV
142.4%
B/E move
6.5%
Puts
Pseudo strike
90.02
IV
139.6%
B/E move
5.9%

30Δ

Calls
Pseudo strike
97.92
IV
108.3%
B/E move
4.5%
Puts
Pseudo strike
91.31
IV
122.9%
B/E move
4.6%

35Δ

Calls
Pseudo strike
96.09
IV
58.5%
B/E move
2.2%
Puts
Pseudo strike
92.59
IV
106.3%
B/E move
3.4%

40Δ

Calls
Pseudo strike
95.83
IV
85.0%
B/E move
2.5%
Puts
Pseudo strike
94.05
IV
42.1%
B/E move
1.2%

45Δ

Calls
Pseudo strike
95.41
IV
74.4%
B/E move
2.1%
Puts
Pseudo strike
94.30
IV
41.4%
B/E move
1.0%

50Δ

Calls
Pseudo strike
94.98
IV
63.7%
B/E move
1.6%
Puts
Pseudo strike
94.56
IV
40.6%
B/E move
0.9%

55Δ

Calls
Pseudo strike
94.56
IV
53.1%
B/E move
1.2%
Puts
Pseudo strike
94.81
IV
39.9%
B/E move
0.7%

60Δ

Calls
Pseudo strike
94.14
IV
42.5%
B/E move
0.7%
Puts
Pseudo strike
95.09
IV
39.9%
B/E move
0.6%

65Δ

Calls
Pseudo strike
93.60
IV
45.0%
B/E move
0.5%
Puts
Pseudo strike
95.42
IV
41.7%
B/E move
0.5%

70Δ

Calls
Pseudo strike
93.00
IV
53.7%
B/E move
0.5%
Puts
Pseudo strike
95.75
IV
43.6%
B/E move
0.4%

75Δ

Calls
Pseudo strike
92.40
IV
62.4%
B/E move
0.5%
Puts
Pseudo strike
96.72
IV
59.3%
B/E move
0.4%

80Δ

Calls
Pseudo strike
91.06
IV
86.7%
B/E move
0.5%
Puts
Pseudo strike
98.61
IV
94.2%
B/E move
0.5%