Share price$5.33
1D-0.2%
Sold putSold callAH
Lloyds Banking Group PLC ADR LYG
FINANCIAL SERVICES · BANKS - REGIONALi
Market dataready · fetched 2026-10-25T16:34:57.994Z
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 · 2026-10-23T23:00:00.002147371Z
FundamentalsAlpha Vantage · ready · quarter 2026-06-30 · fetched 2026-10-25T16:34:57.744485+00:00
Lloyds Banking Group PLC ADR options
PutsExpensive3.70×
CallsExpensive3.46×
SkewBearish+29.54 pp
Implied moveBearish±$2.51
TiltBearish68.1% PUT
Table
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 7.03 | 103.6% | 34.6% | 3.99 | 183.0% | 32.2% |
| 25Δ | 9.91 | 233.1% | 92.9% | 4.33 | 153.3% | 25.7% |
| 30Δ | 8.68 | 199.5% | 70.1% | 4.67 | 124.5% | 19.4% |
| 35Δ | 8.24 | 181.5% | 62.0% | 5.02 | 96.9% | 13.2% |
| 40Δ | 7.80 | 163.5% | 54.0% | 5.64 | 109.1% | 12.2% |
| 45Δ | 7.36 | 145.5% | 45.9% | 6.26 | 121.3% | 11.2% |
| 50Δ | 6.92 | 127.4% | 37.8% | 6.88 | 133.6% | 10.1% |
| 55Δ | 6.48 | 109.4% | 29.8% | 7.50 | 145.8% | 9.1% |
| 60Δ | 6.04 | 91.4% | 21.7% | 8.12 | 158.1% | 8.1% |
| 65Δ | 5.60 | 73.4% | 13.6% | 8.74 | 170.3% | 7.1% |
| 70Δ | 5.16 | 55.3% | 5.6% | 9.36 | 182.6% | 6.1% |
| 75Δ | 4.85 | 53.2% | 2.4% | 9.98 | 194.8% | 5.1% |
| 80Δ | 4.62 | 59.6% | 2.0% | 10.60 | 207.1% | 4.0% |
20Δ
- Pseudo strike
- 7.03
- IV
- 103.6%
- B/E move
- 34.6%
- Pseudo strike
- 3.99
- IV
- 183.0%
- B/E move
- 32.2%
25Δ
- Pseudo strike
- 9.91
- IV
- 233.1%
- B/E move
- 92.9%
- Pseudo strike
- 4.33
- IV
- 153.3%
- B/E move
- 25.7%
30Δ
- Pseudo strike
- 8.68
- IV
- 199.5%
- B/E move
- 70.1%
- Pseudo strike
- 4.67
- IV
- 124.5%
- B/E move
- 19.4%
35Δ
- Pseudo strike
- 8.24
- IV
- 181.5%
- B/E move
- 62.0%
- Pseudo strike
- 5.02
- IV
- 96.9%
- B/E move
- 13.2%
40Δ
- Pseudo strike
- 7.80
- IV
- 163.5%
- B/E move
- 54.0%
- Pseudo strike
- 5.64
- IV
- 109.1%
- B/E move
- 12.2%
45Δ
- Pseudo strike
- 7.36
- IV
- 145.5%
- B/E move
- 45.9%
- Pseudo strike
- 6.26
- IV
- 121.3%
- B/E move
- 11.2%
50Δ
- Pseudo strike
- 6.92
- IV
- 127.4%
- B/E move
- 37.8%
- Pseudo strike
- 6.88
- IV
- 133.6%
- B/E move
- 10.1%
55Δ
- Pseudo strike
- 6.48
- IV
- 109.4%
- B/E move
- 29.8%
- Pseudo strike
- 7.50
- IV
- 145.8%
- B/E move
- 9.1%
60Δ
- Pseudo strike
- 6.04
- IV
- 91.4%
- B/E move
- 21.7%
- Pseudo strike
- 8.12
- IV
- 158.1%
- B/E move
- 8.1%
65Δ
- Pseudo strike
- 5.60
- IV
- 73.4%
- B/E move
- 13.6%
- Pseudo strike
- 8.74
- IV
- 170.3%
- B/E move
- 7.1%
70Δ
- Pseudo strike
- 5.16
- IV
- 55.3%
- B/E move
- 5.6%
- Pseudo strike
- 9.36
- IV
- 182.6%
- B/E move
- 6.1%
75Δ
- Pseudo strike
- 4.85
- IV
- 53.2%
- B/E move
- 2.4%
- Pseudo strike
- 9.98
- IV
- 194.8%
- B/E move
- 5.1%
80Δ
- Pseudo strike
- 4.62
- IV
- 59.6%
- B/E move
- 2.0%
- Pseudo strike
- 10.60
- IV
- 207.1%
- B/E move
- 4.0%
Options history
Table
| Date | IV |
|---|---|
| 65.13% |