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Banco Santander S.A. SAN

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Market datapartial · fetched 2026-10-22T21:40:10.485Z

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 · 2026-10-22T21:37:16.008005592Z

FundamentalsAlpha Vantage · unavailable

Share price$12.94
1D-0.4%
AH$12.82$12.87$12.92$12.97$13.025:30 AM6:30 AM9:00 AM1:00 PM2:00 PMSAN
Sold putSold callAH

Banco Santander S.A. options

Live interpolated SAN call and put midpoint premiums by absolute delta.Banco Santander S.A.$0.17$1.08$1.98$2.88$3.78$9.60$11.19$12.79$14.38$15.9820Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive SAN spot · $12.94SAN PRICE$0.42$0.30$0.27$0.35$0.43$0.51$0.59$0.88$1.31$1.74$2.09$2.40$0.43$0.46$0.48$0.51$0.53$0.56$0.63$0.80$0.96$1.12$1.29$2.05$3.52
PutsExpensive1.72×
CallsExpensive1.62×
SkewBearish+8.53 pp
Implied moveBearish±$1.22
TiltBearish8.2% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ18.21119.0%43.9%8.73155.5%35.9%
25Δ15.2664.7%20.2%9.48134.9%30.3%
30Δ13.8338.6%9.0%10.24114.3%24.6%
35Δ13.6439.7%8.1%10.9993.7%19.0%
40Δ13.4540.9%7.3%11.7573.1%13.4%
45Δ13.2742.0%6.5%12.5052.5%7.7%
50Δ13.0843.1%5.6%13.0839.4%3.8%
55Δ12.7954.1%5.7%13.3040.7%3.4%
60Δ12.4571.9%6.3%13.5342.0%2.9%
65Δ12.1189.7%7.0%13.7643.3%2.4%
70Δ11.6796.0%6.3%13.9844.6%1.9%
75Δ11.1997.2%5.0%14.7558.4%1.9%
80Δ16.2181.8%1.9%

20Δ

Calls
Pseudo strike
18.21
IV
119.0%
B/E move
43.9%
Puts
Pseudo strike
8.73
IV
155.5%
B/E move
35.9%

25Δ

Calls
Pseudo strike
15.26
IV
64.7%
B/E move
20.2%
Puts
Pseudo strike
9.48
IV
134.9%
B/E move
30.3%

30Δ

Calls
Pseudo strike
13.83
IV
38.6%
B/E move
9.0%
Puts
Pseudo strike
10.24
IV
114.3%
B/E move
24.6%

35Δ

Calls
Pseudo strike
13.64
IV
39.7%
B/E move
8.1%
Puts
Pseudo strike
10.99
IV
93.7%
B/E move
19.0%

40Δ

Calls
Pseudo strike
13.45
IV
40.9%
B/E move
7.3%
Puts
Pseudo strike
11.75
IV
73.1%
B/E move
13.4%

45Δ

Calls
Pseudo strike
13.27
IV
42.0%
B/E move
6.5%
Puts
Pseudo strike
12.50
IV
52.5%
B/E move
7.7%

50Δ

Calls
Pseudo strike
13.08
IV
43.1%
B/E move
5.6%
Puts
Pseudo strike
13.08
IV
39.4%
B/E move
3.8%

55Δ

Calls
Pseudo strike
12.79
IV
54.1%
B/E move
5.7%
Puts
Pseudo strike
13.30
IV
40.7%
B/E move
3.4%

60Δ

Calls
Pseudo strike
12.45
IV
71.9%
B/E move
6.3%
Puts
Pseudo strike
13.53
IV
42.0%
B/E move
2.9%

65Δ

Calls
Pseudo strike
12.11
IV
89.7%
B/E move
7.0%
Puts
Pseudo strike
13.76
IV
43.3%
B/E move
2.4%

70Δ

Calls
Pseudo strike
11.67
IV
96.0%
B/E move
6.3%
Puts
Pseudo strike
13.98
IV
44.6%
B/E move
1.9%

75Δ

Calls
Pseudo strike
11.19
IV
97.2%
B/E move
5.0%
Puts
Pseudo strike
14.75
IV
58.4%
B/E move
1.9%

80Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
16.21
IV
81.8%
B/E move
1.9%

Options history

No recorded observations