POSCO Holdings Inc. American Depositary Shares (Each representing 1/4th of a share of Common Stock) PKX
i
Market datapartial · fetched 2026-11-13T02:14:02.331Z
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: 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 dataPriceAlpaca · sip · 2026-11-13T00:41:16.425540465Z
FundamentalsAlpha Vantage · unavailable
Share price$50.50
1D+0.2%
Sold putSold callAH
POSCO Holdings Inc. American Depositary Shares (Each representing 1/4th of a share of Common Stock) options
PutsExpensive1.22×
Calls——
Skew——
Implied moveBearish±$2.73
Tilt——
Table
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 46.53 | 58.3% | 8.8% | |||
| 25Δ | 53.61 | 37.8% | 6.9% | 47.33 | 54.4% | 7.4% |
| 30Δ | 53.14 | 35.7% | 6.1% | 48.12 | 50.5% | 6.1% |
| 35Δ | 52.68 | 33.6% | 5.3% | 48.92 | 46.6% | 4.8% |
| 40Δ | 52.21 | 31.6% | 4.6% | 49.72 | 42.8% | 3.4% |
| 45Δ | 51.75 | 29.5% | 3.8% | 50.47 | 44.5% | 2.8% |
| 50Δ | 51.28 | 27.4% | 3.0% | 51.20 | 49.4% | 2.6% |
| 55Δ | 50.82 | 25.3% | 2.3% | 51.93 | 54.3% | 2.3% |
| 60Δ | 50.35 | 23.2% | 1.5% | 52.66 | 59.2% | 2.1% |
| 65Δ | 49.60 | 25.3% | 0.9% | 53.39 | 64.0% | 1.9% |
| 70Δ | 47.90 | 40.6% | 0.8% | 54.12 | 68.9% | 1.7% |
| 75Δ | 46.20 | 55.9% | 0.8% | 54.85 | 73.8% | 1.4% |
| 80Δ | 44.50 | 71.3% | 0.7% | 56.04 | 73.4% | 1.1% |
20Δ
- Pseudo strike
- IV
- B/E move
- Pseudo strike
- 46.53
- IV
- 58.3%
- B/E move
- 8.8%
25Δ
- Pseudo strike
- 53.61
- IV
- 37.8%
- B/E move
- 6.9%
- Pseudo strike
- 47.33
- IV
- 54.4%
- B/E move
- 7.4%
30Δ
- Pseudo strike
- 53.14
- IV
- 35.7%
- B/E move
- 6.1%
- Pseudo strike
- 48.12
- IV
- 50.5%
- B/E move
- 6.1%
35Δ
- Pseudo strike
- 52.68
- IV
- 33.6%
- B/E move
- 5.3%
- Pseudo strike
- 48.92
- IV
- 46.6%
- B/E move
- 4.8%
40Δ
- Pseudo strike
- 52.21
- IV
- 31.6%
- B/E move
- 4.6%
- Pseudo strike
- 49.72
- IV
- 42.8%
- B/E move
- 3.4%
45Δ
- Pseudo strike
- 51.75
- IV
- 29.5%
- B/E move
- 3.8%
- Pseudo strike
- 50.47
- IV
- 44.5%
- B/E move
- 2.8%
50Δ
- Pseudo strike
- 51.28
- IV
- 27.4%
- B/E move
- 3.0%
- Pseudo strike
- 51.20
- IV
- 49.4%
- B/E move
- 2.6%
55Δ
- Pseudo strike
- 50.82
- IV
- 25.3%
- B/E move
- 2.3%
- Pseudo strike
- 51.93
- IV
- 54.3%
- B/E move
- 2.3%
60Δ
- Pseudo strike
- 50.35
- IV
- 23.2%
- B/E move
- 1.5%
- Pseudo strike
- 52.66
- IV
- 59.2%
- B/E move
- 2.1%
65Δ
- Pseudo strike
- 49.60
- IV
- 25.3%
- B/E move
- 0.9%
- Pseudo strike
- 53.39
- IV
- 64.0%
- B/E move
- 1.9%
70Δ
- Pseudo strike
- 47.90
- IV
- 40.6%
- B/E move
- 0.8%
- Pseudo strike
- 54.12
- IV
- 68.9%
- B/E move
- 1.7%
75Δ
- Pseudo strike
- 46.20
- IV
- 55.9%
- B/E move
- 0.8%
- Pseudo strike
- 54.85
- IV
- 73.8%
- B/E move
- 1.4%
80Δ
- Pseudo strike
- 44.50
- IV
- 71.3%
- B/E move
- 0.7%
- Pseudo strike
- 56.04
- IV
- 73.4%
- B/E move
- 1.1%
Options history
IV · four-Friday blend40.40%
Daily EOD
10 observations2026-10-19 — 2026-10-30
Table
| Date | IV (%) |
|---|---|
| 43.18% | |
| 42.87% | |
| 42.99% | |
| 43.31% | |
| 41.93% | |
| 42.22% | |
| 42.58% | |
| 42.61% | |
| 41.20% | |
| 40.40% |