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Lloyds Banking Group PLC ADR LYG

FINANCIAL SERVICES · BANKS - REGIONAL
i

Market dataready · fetched 2026-10-22T23:10:42.468Z

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 · 2026-10-22T23:00:00.00198481Z

FundamentalsAlpha Vantage · ready · quarter 2026-06-30 · fetched 2026-10-22T23:06:56.141351+00:00

Share price$5.38
1D-0.6%
AH$5.32$5.35$5.38$5.41$5.445:30 AM6:30 AM9:00 AM1:00 PM2:00 PMLYG
Sold putSold callAH

Lloyds Banking Group PLC ADR options

Live interpolated LYG call and put midpoint premiums by absolute delta.Lloyds Banking Group PLC ADR$0.12$1.48$2.84$4.19$5.55$2.81$3.99$5.16$6.34$7.5220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive LYG spot · $5.38LYG PRICE$0.27$0.38$0.38$0.38$0.40$0.42$0.44$0.46$0.48$0.49$0.51$0.61$0.87$0.38$0.38$0.38$0.51$1.03$1.54$2.06$2.58$3.09$3.61$4.13$4.64$5.16
PutsExpensive3.44×
CallsExpensive3.07×
SkewBearish+28.51 pp
Implied moveBearish±$2.50
TiltBearish65.8% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ9.48176.2%81.2%4.03173.5%32.2%
25Δ9.91219.1%91.1%4.38144.9%25.5%
30Δ7.84166.0%52.7%4.74116.2%18.9%
35Δ6.88136.2%35.0%5.1597.5%13.7%
40Δ6.64124.9%30.8%5.73106.5%12.6%
45Δ6.39113.5%26.6%6.30115.6%11.5%
50Δ6.15102.1%22.4%6.88124.7%10.4%
55Δ5.9090.7%18.2%7.46133.8%9.3%
60Δ5.6579.3%14.0%8.03142.9%8.2%
65Δ5.4167.9%9.7%8.61151.9%7.0%
70Δ5.1656.5%5.5%9.19161.0%5.9%
75Δ4.9152.3%2.6%9.76170.1%4.8%
80Δ4.6362.5%2.2%10.34179.2%3.7%

20Δ

Calls
Pseudo strike
9.48
IV
176.2%
B/E move
81.2%
Puts
Pseudo strike
4.03
IV
173.5%
B/E move
32.2%

25Δ

Calls
Pseudo strike
9.91
IV
219.1%
B/E move
91.1%
Puts
Pseudo strike
4.38
IV
144.9%
B/E move
25.5%

30Δ

Calls
Pseudo strike
7.84
IV
166.0%
B/E move
52.7%
Puts
Pseudo strike
4.74
IV
116.2%
B/E move
18.9%

35Δ

Calls
Pseudo strike
6.88
IV
136.2%
B/E move
35.0%
Puts
Pseudo strike
5.15
IV
97.5%
B/E move
13.7%

40Δ

Calls
Pseudo strike
6.64
IV
124.9%
B/E move
30.8%
Puts
Pseudo strike
5.73
IV
106.5%
B/E move
12.6%

45Δ

Calls
Pseudo strike
6.39
IV
113.5%
B/E move
26.6%
Puts
Pseudo strike
6.30
IV
115.6%
B/E move
11.5%

50Δ

Calls
Pseudo strike
6.15
IV
102.1%
B/E move
22.4%
Puts
Pseudo strike
6.88
IV
124.7%
B/E move
10.4%

55Δ

Calls
Pseudo strike
5.90
IV
90.7%
B/E move
18.2%
Puts
Pseudo strike
7.46
IV
133.8%
B/E move
9.3%

60Δ

Calls
Pseudo strike
5.65
IV
79.3%
B/E move
14.0%
Puts
Pseudo strike
8.03
IV
142.9%
B/E move
8.2%

65Δ

Calls
Pseudo strike
5.41
IV
67.9%
B/E move
9.7%
Puts
Pseudo strike
8.61
IV
151.9%
B/E move
7.0%

70Δ

Calls
Pseudo strike
5.16
IV
56.5%
B/E move
5.5%
Puts
Pseudo strike
9.19
IV
161.0%
B/E move
5.9%

75Δ

Calls
Pseudo strike
4.91
IV
52.3%
B/E move
2.6%
Puts
Pseudo strike
9.76
IV
170.1%
B/E move
4.8%

80Δ

Calls
Pseudo strike
4.63
IV
62.5%
B/E move
2.2%
Puts
Pseudo strike
10.34
IV
179.2%
B/E move
3.7%

Options history

No recorded observations