IntraAlpha
Create free account Start free

HSBC Holdings PLC ADR HSBC

FINANCIAL SERVICES · BANKS - DIVERSIFIED
i

Market dataready · fetched 2026-10-21T07:54:06.715Z

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

Calculation methodology

Options historyIV: ThetaData daily EOD, equal-weight mean of call/put 50-delta IV across the next four listed Friday expirations. Missing inputs leave gaps. Skew and implied move: recorded expiration-specific observations.

History data

PriceAlpaca · sip · 2026-10-20T23:00:00.002734161Z

FundamentalsAlpha Vantage · quarter 2026-06-30 · fetched 2026-10-21T07:54:06.306587+00:00

Share price$92.74
1D+0.6%
AH$92.01$92.43$92.85$93.27$93.695:30 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$0.50$2.98$5.45$7.92$10.40$81.32$87.56$93.79$100.02$106.2520Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive HSBC spot · $92.74HSBC PRICE$0.77$1.02$1.32$1.63$1.96$2.33$2.71$3.17$3.71$4.27$4.95$6.01$7.02$1.05$1.34$1.68$2.12$2.57$3.08$4.19$4.59$4.87$5.66$6.65$7.88$9.69
PutsFair0.99×
CallsFair1.03×
SkewBearish+5.70 pp
Implied moveBearish±$6.90
TiltBearish15.1% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ99.5926.9%8.2%86.1433.8%8.2%
25Δ98.2726.7%7.1%87.7732.3%6.8%
30Δ97.1927.0%6.2%89.0831.6%5.8%
35Δ96.1627.1%5.4%90.1832.1%5.0%
40Δ95.1827.0%4.7%91.2832.1%4.3%
45Δ94.2427.0%4.1%92.3532.3%3.7%
50Δ93.3226.8%3.6%93.6036.6%3.6%
55Δ92.4126.9%3.1%94.6335.0%2.9%
60Δ91.4927.2%2.6%95.6231.9%2.1%
65Δ90.5527.3%2.2%96.8032.0%1.7%
70Δ89.5327.5%1.9%98.1432.6%1.4%
75Δ88.2229.2%1.6%99.6833.3%1.0%
80Δ86.9229.7%1.3%101.7635.0%0.7%

20Δ

Calls
Pseudo strike
99.59
IV
26.9%
B/E move
8.2%
Puts
Pseudo strike
86.14
IV
33.8%
B/E move
8.2%

25Δ

Calls
Pseudo strike
98.27
IV
26.7%
B/E move
7.1%
Puts
Pseudo strike
87.77
IV
32.3%
B/E move
6.8%

30Δ

Calls
Pseudo strike
97.19
IV
27.0%
B/E move
6.2%
Puts
Pseudo strike
89.08
IV
31.6%
B/E move
5.8%

35Δ

Calls
Pseudo strike
96.16
IV
27.1%
B/E move
5.4%
Puts
Pseudo strike
90.18
IV
32.1%
B/E move
5.0%

40Δ

Calls
Pseudo strike
95.18
IV
27.0%
B/E move
4.7%
Puts
Pseudo strike
91.28
IV
32.1%
B/E move
4.3%

45Δ

Calls
Pseudo strike
94.24
IV
27.0%
B/E move
4.1%
Puts
Pseudo strike
92.35
IV
32.3%
B/E move
3.7%

50Δ

Calls
Pseudo strike
93.32
IV
26.8%
B/E move
3.6%
Puts
Pseudo strike
93.60
IV
36.6%
B/E move
3.6%

55Δ

Calls
Pseudo strike
92.41
IV
26.9%
B/E move
3.1%
Puts
Pseudo strike
94.63
IV
35.0%
B/E move
2.9%

60Δ

Calls
Pseudo strike
91.49
IV
27.2%
B/E move
2.6%
Puts
Pseudo strike
95.62
IV
31.9%
B/E move
2.1%

65Δ

Calls
Pseudo strike
90.55
IV
27.3%
B/E move
2.2%
Puts
Pseudo strike
96.80
IV
32.0%
B/E move
1.7%

70Δ

Calls
Pseudo strike
89.53
IV
27.5%
B/E move
1.9%
Puts
Pseudo strike
98.14
IV
32.6%
B/E move
1.4%

75Δ

Calls
Pseudo strike
88.22
IV
29.2%
B/E move
1.6%
Puts
Pseudo strike
99.68
IV
33.3%
B/E move
1.0%

80Δ

Calls
Pseudo strike
86.92
IV
29.7%
B/E move
1.3%
Puts
Pseudo strike
101.76
IV
35.0%
B/E move
0.7%

Options history

No recorded observations