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Shinhan Financial Group Co Ltd SHG

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Market datapartial · fetched 2026-10-22T22:59:10.491Z

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 · 2026-10-22T22:30:00.0009996Z

FundamentalsAlpha Vantage · unavailable

Share price$67.91
1D-1.0%
AH$67.51$67.87$68.24$68.61$68.975:30 AM6:30 AM9:00 AM1:00 PM2:00 PMSHG
Sold putSold callAH

Shinhan Financial Group Co Ltd options

Live interpolated SHG call and put midpoint premiums by absolute delta.Shinhan Financial Group Co Ltd$2.04$3.88$5.73$7.58$9.42$54.98$62.46$69.93$77.41$84.8920Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive SHG spot · $67.91SHG PRICE$2.45$2.45$2.45$2.52$2.73$2.93$3.32$3.71$4.10$4.49$5.31$7.03$8.75$2.45$2.43$2.24$2.26$2.81$3.36$3.91$4.46$5.19$5.95$6.72$7.48$8.89
PutsExpensive1.12×
CallsExpensive2.33×
SkewBullish-8.50 pp
Implied moveBearish±$7.23
TiltBearish5.4% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ101.34136.2%52.8%55.81100.7%21.4%
25Δ85.3198.1%29.2%60.2476.8%14.9%
30Δ78.1775.7%18.7%63.0458.7%10.5%
35Δ74.2162.1%13.0%65.3446.0%7.1%
40Δ72.0955.5%10.2%66.4646.0%6.3%
45Δ69.9848.9%7.4%67.5845.9%5.4%
50Δ68.9246.9%6.4%68.6945.8%4.6%
55Δ67.8544.8%5.4%69.8145.7%3.8%
60Δ66.7942.8%4.4%70.9745.0%3.1%
65Δ65.7240.7%3.4%72.1244.1%2.6%
70Δ64.3841.3%2.6%73.2843.3%2.0%
75Δ62.4747.3%2.3%74.4442.4%1.4%
80Δ60.5553.4%2.1%76.1742.8%0.9%

20Δ

Calls
Pseudo strike
101.34
IV
136.2%
B/E move
52.8%
Puts
Pseudo strike
55.81
IV
100.7%
B/E move
21.4%

25Δ

Calls
Pseudo strike
85.31
IV
98.1%
B/E move
29.2%
Puts
Pseudo strike
60.24
IV
76.8%
B/E move
14.9%

30Δ

Calls
Pseudo strike
78.17
IV
75.7%
B/E move
18.7%
Puts
Pseudo strike
63.04
IV
58.7%
B/E move
10.5%

35Δ

Calls
Pseudo strike
74.21
IV
62.1%
B/E move
13.0%
Puts
Pseudo strike
65.34
IV
46.0%
B/E move
7.1%

40Δ

Calls
Pseudo strike
72.09
IV
55.5%
B/E move
10.2%
Puts
Pseudo strike
66.46
IV
46.0%
B/E move
6.3%

45Δ

Calls
Pseudo strike
69.98
IV
48.9%
B/E move
7.4%
Puts
Pseudo strike
67.58
IV
45.9%
B/E move
5.4%

50Δ

Calls
Pseudo strike
68.92
IV
46.9%
B/E move
6.4%
Puts
Pseudo strike
68.69
IV
45.8%
B/E move
4.6%

55Δ

Calls
Pseudo strike
67.85
IV
44.8%
B/E move
5.4%
Puts
Pseudo strike
69.81
IV
45.7%
B/E move
3.8%

60Δ

Calls
Pseudo strike
66.79
IV
42.8%
B/E move
4.4%
Puts
Pseudo strike
70.97
IV
45.0%
B/E move
3.1%

65Δ

Calls
Pseudo strike
65.72
IV
40.7%
B/E move
3.4%
Puts
Pseudo strike
72.12
IV
44.1%
B/E move
2.6%

70Δ

Calls
Pseudo strike
64.38
IV
41.3%
B/E move
2.6%
Puts
Pseudo strike
73.28
IV
43.3%
B/E move
2.0%

75Δ

Calls
Pseudo strike
62.47
IV
47.3%
B/E move
2.3%
Puts
Pseudo strike
74.44
IV
42.4%
B/E move
1.4%

80Δ

Calls
Pseudo strike
60.55
IV
53.4%
B/E move
2.1%
Puts
Pseudo strike
76.17
IV
42.8%
B/E move
0.9%

Options history

No recorded observations