IntraAlpha
Create free account Start free

ING Groep N.V. American Depositary Shares ING

FINANCIAL SERVICES · BANKS - DIVERSIFIED
i

Market dataready · fetched 2026-11-11T13:48:27.475Z

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 · 2026-11-11T13:37:29.62223462Z

FundamentalsAlpha Vantage · ready · quarter 2026-09-30 · fetched 2026-11-11T13:44:22.356774+00:00

Share price$33.24
1D-0.0%
$33.22$33.23$33.25$33.26$33.275:30 AM6:30 AM9:00 AM1:00 PMING
Sold putSold call

ING Groep N.V. American Depositary Shares options

Live interpolated ING call and put midpoint premiums by absolute delta.ING Groep N.V. American Depositary Shares$0.10$0.74$1.38$2.02$2.66$30.20$31.93$33.66$35.39$37.1220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ20Δ C unavailable: no unambiguous, price-consistent delta bracketC —25Δ C unavailable: no unambiguous, price-consistent delta bracketC —OPTION PRICELive ING spot · $33.24ING PRICE$0.32$0.39$0.50$0.61$0.72$0.83$1.00$1.21$1.42$1.66$2.16$0.17$0.24$0.30$0.36$0.43$0.51$0.59$0.68$0.76$0.85$0.93$1.62$2.48
PutsCheap0.83×
Calls——
Skew——
Implied moveBullish±$1.31
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ32.0728.1%4.0%
25Δ32.2928.1%3.6%
30Δ34.2331.9%3.9%32.5028.0%3.1%
35Δ33.9732.3%3.4%32.7127.9%2.7%
40Δ33.7533.0%3.0%32.9327.8%2.2%
45Δ33.5333.6%2.7%33.1127.3%1.9%
50Δ33.3134.3%2.4%33.2826.7%1.7%
55Δ33.0935.0%2.0%33.4526.1%1.4%
60Δ32.8336.0%1.8%33.6225.4%1.1%
65Δ32.5437.3%1.5%33.7924.8%0.9%
70Δ32.2538.6%1.3%33.9624.1%0.6%
75Δ31.9340.3%1.1%34.7029.2%0.5%
80Δ31.3845.1%0.9%35.5935.9%0.4%

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
32.07
IV
28.1%
B/E move
4.0%

25Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
32.29
IV
28.1%
B/E move
3.6%

30Δ

Calls
Pseudo strike
34.23
IV
31.9%
B/E move
3.9%
Puts
Pseudo strike
32.50
IV
28.0%
B/E move
3.1%

35Δ

Calls
Pseudo strike
33.97
IV
32.3%
B/E move
3.4%
Puts
Pseudo strike
32.71
IV
27.9%
B/E move
2.7%

40Δ

Calls
Pseudo strike
33.75
IV
33.0%
B/E move
3.0%
Puts
Pseudo strike
32.93
IV
27.8%
B/E move
2.2%

45Δ

Calls
Pseudo strike
33.53
IV
33.6%
B/E move
2.7%
Puts
Pseudo strike
33.11
IV
27.3%
B/E move
1.9%

50Δ

Calls
Pseudo strike
33.31
IV
34.3%
B/E move
2.4%
Puts
Pseudo strike
33.28
IV
26.7%
B/E move
1.7%

55Δ

Calls
Pseudo strike
33.09
IV
35.0%
B/E move
2.0%
Puts
Pseudo strike
33.45
IV
26.1%
B/E move
1.4%

60Δ

Calls
Pseudo strike
32.83
IV
36.0%
B/E move
1.8%
Puts
Pseudo strike
33.62
IV
25.4%
B/E move
1.1%

65Δ

Calls
Pseudo strike
32.54
IV
37.3%
B/E move
1.5%
Puts
Pseudo strike
33.79
IV
24.8%
B/E move
0.9%

70Δ

Calls
Pseudo strike
32.25
IV
38.6%
B/E move
1.3%
Puts
Pseudo strike
33.96
IV
24.1%
B/E move
0.6%

75Δ

Calls
Pseudo strike
31.93
IV
40.3%
B/E move
1.1%
Puts
Pseudo strike
34.70
IV
29.2%
B/E move
0.5%

80Δ

Calls
Pseudo strike
31.38
IV
45.1%
B/E move
0.9%
Puts
Pseudo strike
35.59
IV
35.9%
B/E move
0.4%

Options history

IV · four-Friday blend27.55%
Daily close
ING19.2%40.4%61.7%2026-08-13: 24.05%2026-08-14: 22.13%2026-08-17: 24.70%2026-08-18: 25.98%2026-08-19: 27.66%2026-08-21: 26.29%2026-08-24: 26.45%2026-08-25: 25.79%2026-08-26: 25.59%2026-08-27: 26.71%2026-08-28: 25.86%2026-08-31: 26.36%2026-09-01: 26.87%2026-09-02: 25.65%2026-09-03: 25.70%2026-09-04: 24.79%2026-09-08: 25.63%2026-09-09: 28.03%2026-09-10: 27.71%2026-09-11: 30.07%2026-09-14: 33.41%2026-09-15: 28.85%2026-09-16: 41.99%2026-09-17: 32.84%2026-09-18: 28.97%2026-09-21: 27.65%2026-09-22: 28.18%2026-09-23: 29.06%2026-09-24: 28.76%2026-09-25: 27.50%2026-09-28: 28.39%2026-09-29: 28.09%2026-09-30: 27.44%2026-10-01: 30.65%2026-10-02: 30.85%2026-10-05: 29.26%2026-10-06: 29.18%2026-10-07: 30.91%2026-10-08: 31.01%2026-10-09: 32.81%2026-10-12: 32.90%2026-10-13: 30.43%2026-10-14: 30.46%2026-10-15: 58.76%2026-10-16: 35.25%2026-10-19: 30.60%2026-10-20: 31.35%2026-10-21: 30.29%2026-10-22: 31.58%2026-10-23: 31.77%2026-10-26: 32.63%2026-10-27: 33.15%2026-10-28: 30.42%2026-10-29: 27.24%2026-10-30: 27.55%Aug 13Sep 23Oct 30
55 observations2026-08-13 — 2026-10-30
Table
DateIV (%)
24.05%
22.13%
24.70%
25.98%
27.66%
26.29%
26.45%
25.79%
25.59%
26.71%
25.86%
26.36%
26.87%
25.65%
25.70%
24.79%
25.63%
28.03%
27.71%
30.07%
33.41%
28.85%
41.99%
32.84%
28.97%
27.65%
28.18%
29.06%
28.76%
27.50%
28.39%
28.09%
27.44%
30.65%
30.85%
29.26%
29.18%
30.91%
31.01%
32.81%
32.90%
30.43%
30.46%
58.76%
35.25%
30.60%
31.35%
30.29%
31.58%
31.77%
32.63%
33.15%
30.42%
27.24%
27.55%