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HSBC Holdings plc ADRhedged HSBH

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Market datapartial · fetched 2026-10-23T03:01:33.355Z

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 and implied move: recorded expiration-specific observations.

History data

PriceAlpaca · sip · 2026-10-23T00:00:00.173584296Z

FundamentalsAlpha Vantage · unavailable

Share price$101.85
1D+0.0%
AH$103.12$103.14$103.17$103.20$103.225:30 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$0.87$3.20$5.53$7.86$10.19$89.85$96.36$102.87$109.38$115.8920Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive HSBH spot · $101.85HSBH PRICE$1.12$1.34$1.59$1.88$2.31$2.72$3.16$3.70$4.32$4.98$5.71$2.26$2.68$3.20$3.75$4.37$5.05$5.81$6.74$7.91$9.52
PutsCheap0.94×
CallsExpensive1.94×
SkewBearish+0.66 pp
Implied moveBearish±$6.91
TiltBearish21.9% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ112.1036.8%11.2%
25Δ109.2732.9%8.6%
30Δ107.3130.5%6.9%
35Δ105.8029.0%5.7%99.1031.7%4.9%
40Δ104.7129.5%5.1%100.3131.1%4.1%
45Δ103.5929.3%4.4%101.4431.0%3.5%
50Δ102.5128.9%3.7%102.5631.0%3.0%
55Δ101.4629.1%3.2%103.6930.8%2.5%
60Δ100.3829.5%2.8%104.8330.7%2.0%
65Δ99.2829.6%2.4%106.0230.6%1.6%
70Δ98.1429.6%2.0%107.3230.7%1.2%
75Δ108.8231.1%0.9%
80Δ110.7332.1%0.6%

20Δ

Calls
Pseudo strike
112.10
IV
36.8%
B/E move
11.2%
Puts
Pseudo strike
IV
B/E move

25Δ

Calls
Pseudo strike
109.27
IV
32.9%
B/E move
8.6%
Puts
Pseudo strike
IV
B/E move

30Δ

Calls
Pseudo strike
107.31
IV
30.5%
B/E move
6.9%
Puts
Pseudo strike
IV
B/E move

35Δ

Calls
Pseudo strike
105.80
IV
29.0%
B/E move
5.7%
Puts
Pseudo strike
99.10
IV
31.7%
B/E move
4.9%

40Δ

Calls
Pseudo strike
104.71
IV
29.5%
B/E move
5.1%
Puts
Pseudo strike
100.31
IV
31.1%
B/E move
4.1%

45Δ

Calls
Pseudo strike
103.59
IV
29.3%
B/E move
4.4%
Puts
Pseudo strike
101.44
IV
31.0%
B/E move
3.5%

50Δ

Calls
Pseudo strike
102.51
IV
28.9%
B/E move
3.7%
Puts
Pseudo strike
102.56
IV
31.0%
B/E move
3.0%

55Δ

Calls
Pseudo strike
101.46
IV
29.1%
B/E move
3.2%
Puts
Pseudo strike
103.69
IV
30.8%
B/E move
2.5%

60Δ

Calls
Pseudo strike
100.38
IV
29.5%
B/E move
2.8%
Puts
Pseudo strike
104.83
IV
30.7%
B/E move
2.0%

65Δ

Calls
Pseudo strike
99.28
IV
29.6%
B/E move
2.4%
Puts
Pseudo strike
106.02
IV
30.6%
B/E move
1.6%

70Δ

Calls
Pseudo strike
98.14
IV
29.6%
B/E move
2.0%
Puts
Pseudo strike
107.32
IV
30.7%
B/E move
1.2%

75Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
108.82
IV
31.1%
B/E move
0.9%

80Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
110.73
IV
32.1%
B/E move
0.6%

Options history

No recorded observations