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HSBC Holdings plc ADRhedged HSBH

i

Market dataready · fetched 2026-11-12T03:07:59.207Z

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

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 · 2026-11-12T01:00:00.038950569Z

FundamentalsADRhedged · ready · as of 2026-11-10 · fetched 2026-11-12T03:07:58.848646+00:00

Share price$101.54
1D+0.3%
AH$100.23$100.32$100.41$100.51$100.605:30 AM6:30 AM9:00 AM1:00 PM2:00 PMHSBH
Sold putSold callAH

HSBC Holdings plc ADRhedged options

Live interpolated HSBH call and put midpoint premiums by absolute delta.HSBC Holdings plc ADRhedged$1.67$1.97$2.28$2.59$2.89$-0.12$0.19$0.50$0.81$1.1220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ20Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —25Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —30Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —35Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —40Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —45Δ C unavailable: no unambiguous, price-consistent delta bracketC —50Δ C unavailable: no unambiguous, price-consistent delta bracketC —55Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —60Δ P unavailable: no unambiguous, price-consistent delta bracketP —65Δ P unavailable: no unambiguous, price-consistent delta bracketP —70Δ P unavailable: no unambiguous, price-consistent delta bracketP —75Δ P unavailable: no unambiguous, price-consistent delta bracketP —80Δ P unavailable: no unambiguous, price-consistent delta bracketP —OPTION PRICEHSBH PRICE$1.70$1.95$2.20$2.50$2.80$1.74$2.07
Puts——
Calls——
Skew——
Implied move——
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ
25Δ
30Δ
35Δ
40Δ
45Δ101.1331.2%2.1%
50Δ101.7631.5%1.8%
55Δ
60Δ100.8720.2%1.0%
65Δ100.4619.9%0.9%
70Δ100.0519.7%0.7%
75Δ99.6119.2%0.6%
80Δ99.1718.8%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
IV
B/E move

30Δ

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

35Δ

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

40Δ

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

45Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
101.13
IV
31.2%
B/E move
2.1%

50Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
101.76
IV
31.5%
B/E move
1.8%

55Δ

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

60Δ

Calls
Pseudo strike
100.87
IV
20.2%
B/E move
1.0%
Puts
Pseudo strike
IV
B/E move

65Δ

Calls
Pseudo strike
100.46
IV
19.9%
B/E move
0.9%
Puts
Pseudo strike
IV
B/E move

70Δ

Calls
Pseudo strike
100.05
IV
19.7%
B/E move
0.7%
Puts
Pseudo strike
IV
B/E move

75Δ

Calls
Pseudo strike
99.61
IV
19.2%
B/E move
0.6%
Puts
Pseudo strike
IV
B/E move

80Δ

Calls
Pseudo strike
99.17
IV
18.8%
B/E move
0.4%
Puts
Pseudo strike
IV
B/E move

Options history

IV · four-Friday blend25.59%
Daily EOD
HSBH23.7%25.8%27.9%2026-10-20: 26.97%2026-10-22: 27.19%2026-10-23: 27.12%2026-10-26: 27.58%2026-10-28: 24.30%2026-10-29: 23.95%2026-10-30: 25.59%Oct 20Oct 26Oct 30
7 observations2026-10-20 — 2026-10-30
Table
DateIV (%)
26.97%
27.19%
27.12%
27.58%
24.30%
23.95%
25.59%