Share price$5.38
1D-0.6%
Sold putSold call
Lloyds Banking Group PLC ADR LYG
FINANCIAL SERVICES · BANKS - REGIONALi
Market dataready · fetched 2026-10-22T18:25:25.457Z
Delta surfaceAlpaca · derived absolute-delta buckets · 2026-11-20
Calculation methodologyOptions 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 dataPriceAlpaca · sip · 2026-10-22T18:25:19.790125264Z
FundamentalsAlpha Vantage · ready · quarter 2026-06-30 · fetched 2026-10-22T18:25:23.893979+00:00
Lloyds Banking Group PLC ADR options
PutsExpensive1.65×
CallsExpensive1.20×
SkewBearish+23.27 pp
Implied moveBearish±$0.78
TiltBalanced0.4% PUT
Table
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 5.86 | 32.7% | 10.7% | |||
| 25Δ | 5.78 | 34.2% | 10.0% | |||
| 30Δ | 5.70 | 35.7% | 9.2% | |||
| 35Δ | 5.62 | 37.3% | 8.5% | 5.02 | 93.2% | 13.7% |
| 40Δ | 5.54 | 38.8% | 7.7% | 5.11 | 87.3% | 12.4% |
| 45Δ | 5.46 | 40.3% | 7.0% | 5.21 | 81.5% | 11.2% |
| 50Δ | 5.38 | 41.8% | 6.2% | 5.30 | 75.6% | 9.9% |
| 55Δ | 5.30 | 43.3% | 5.5% | 5.39 | 69.7% | 8.6% |
| 60Δ | 5.22 | 44.8% | 4.7% | 5.48 | 63.8% | 7.4% |
| 65Δ | 5.14 | 46.4% | 4.0% | 5.57 | 57.9% | 6.1% |
| 70Δ | 5.05 | 47.9% | 3.2% | 5.66 | 52.0% | 4.9% |
| 75Δ | 4.90 | 53.7% | 2.6% | 5.75 | 46.1% | 3.6% |
| 80Δ | 4.59 | 68.1% | 2.3% | 5.84 | 40.2% | 2.3% |
20Δ
- Pseudo strike
- 5.86
- IV
- 32.7%
- B/E move
- 10.7%
- Pseudo strike
- IV
- B/E move
25Δ
- Pseudo strike
- 5.78
- IV
- 34.2%
- B/E move
- 10.0%
- Pseudo strike
- IV
- B/E move
30Δ
- Pseudo strike
- 5.70
- IV
- 35.7%
- B/E move
- 9.2%
- Pseudo strike
- IV
- B/E move
35Δ
- Pseudo strike
- 5.62
- IV
- 37.3%
- B/E move
- 8.5%
- Pseudo strike
- 5.02
- IV
- 93.2%
- B/E move
- 13.7%
40Δ
- Pseudo strike
- 5.54
- IV
- 38.8%
- B/E move
- 7.7%
- Pseudo strike
- 5.11
- IV
- 87.3%
- B/E move
- 12.4%
45Δ
- Pseudo strike
- 5.46
- IV
- 40.3%
- B/E move
- 7.0%
- Pseudo strike
- 5.21
- IV
- 81.5%
- B/E move
- 11.2%
50Δ
- Pseudo strike
- 5.38
- IV
- 41.8%
- B/E move
- 6.2%
- Pseudo strike
- 5.30
- IV
- 75.6%
- B/E move
- 9.9%
55Δ
- Pseudo strike
- 5.30
- IV
- 43.3%
- B/E move
- 5.5%
- Pseudo strike
- 5.39
- IV
- 69.7%
- B/E move
- 8.6%
60Δ
- Pseudo strike
- 5.22
- IV
- 44.8%
- B/E move
- 4.7%
- Pseudo strike
- 5.48
- IV
- 63.8%
- B/E move
- 7.4%
65Δ
- Pseudo strike
- 5.14
- IV
- 46.4%
- B/E move
- 4.0%
- Pseudo strike
- 5.57
- IV
- 57.9%
- B/E move
- 6.1%
70Δ
- Pseudo strike
- 5.05
- IV
- 47.9%
- B/E move
- 3.2%
- Pseudo strike
- 5.66
- IV
- 52.0%
- B/E move
- 4.9%
75Δ
- Pseudo strike
- 4.90
- IV
- 53.7%
- B/E move
- 2.6%
- Pseudo strike
- 5.75
- IV
- 46.1%
- B/E move
- 3.6%
80Δ
- Pseudo strike
- 4.59
- IV
- 68.1%
- B/E move
- 2.3%
- Pseudo strike
- 5.84
- IV
- 40.2%
- B/E move
- 2.3%
Options history
No recorded observations