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Shinhan Financial Group Co Ltd SHG

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Market datapartial · fetched 2026-10-22T19:28:55.773Z

Delta surfaceAlpaca · derived absolute-delta buckets · 2026-12-18

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 · 2026-10-22T19:28:37.905658873Z

FundamentalsAlpha Vantage · unavailable

Share price$67.75
1D-1.1%
$67.51$67.87$68.24$68.61$68.975:30 AM6:30 AM9:00 AM1:00 PMSHG
Sold putSold call

Shinhan Financial Group Co Ltd options

Live interpolated SHG call and put midpoint premiums by absolute delta.Shinhan Financial Group Co Ltd$1.81$7.69$13.57$19.45$25.33$51.13$60.45$69.76$79.07$88.3820Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive SHG spot · $67.75SHG PRICE$2.45$2.45$2.62$2.80$2.97$3.15$3.74$4.40$5.06$5.72$6.98$8.25$9.53$2.45$2.49$2.66$2.84$3.51$4.22$4.93$6.55$9.97$13.39$16.80$20.22$23.63
PutsExpensive1.15×
CallsExpensive1.43×
SkewNeutral+0.03 pp
Implied moveBearish±$8.67
TiltBearish30.8% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ102.7398.4%55.3%55.8272.0%21.2%
25Δ85.7070.3%30.1%60.1655.7%14.9%
30Δ81.5061.7%24.2%62.5048.5%11.7%
35Δ77.8453.9%19.0%64.8441.2%8.5%
40Δ74.1946.1%13.9%66.3040.8%7.3%
45Δ70.5338.3%8.8%67.6940.8%6.3%
50Δ68.9037.4%7.2%69.0840.9%5.3%
55Δ67.6237.7%6.3%71.2941.9%4.4%
60Δ66.3337.9%5.4%75.1344.6%3.8%
65Δ65.0538.2%4.5%78.9647.3%3.2%
70Δ63.3837.7%3.8%82.7950.0%2.6%
75Δ61.6937.1%3.2%86.6252.7%2.0%
80Δ60.0036.5%2.6%90.4555.4%1.4%

20Δ

Calls
Pseudo strike
102.73
IV
98.4%
B/E move
55.3%
Puts
Pseudo strike
55.82
IV
72.0%
B/E move
21.2%

25Δ

Calls
Pseudo strike
85.70
IV
70.3%
B/E move
30.1%
Puts
Pseudo strike
60.16
IV
55.7%
B/E move
14.9%

30Δ

Calls
Pseudo strike
81.50
IV
61.7%
B/E move
24.2%
Puts
Pseudo strike
62.50
IV
48.5%
B/E move
11.7%

35Δ

Calls
Pseudo strike
77.84
IV
53.9%
B/E move
19.0%
Puts
Pseudo strike
64.84
IV
41.2%
B/E move
8.5%

40Δ

Calls
Pseudo strike
74.19
IV
46.1%
B/E move
13.9%
Puts
Pseudo strike
66.30
IV
40.8%
B/E move
7.3%

45Δ

Calls
Pseudo strike
70.53
IV
38.3%
B/E move
8.8%
Puts
Pseudo strike
67.69
IV
40.8%
B/E move
6.3%

50Δ

Calls
Pseudo strike
68.90
IV
37.4%
B/E move
7.2%
Puts
Pseudo strike
69.08
IV
40.9%
B/E move
5.3%

55Δ

Calls
Pseudo strike
67.62
IV
37.7%
B/E move
6.3%
Puts
Pseudo strike
71.29
IV
41.9%
B/E move
4.4%

60Δ

Calls
Pseudo strike
66.33
IV
37.9%
B/E move
5.4%
Puts
Pseudo strike
75.13
IV
44.6%
B/E move
3.8%

65Δ

Calls
Pseudo strike
65.05
IV
38.2%
B/E move
4.5%
Puts
Pseudo strike
78.96
IV
47.3%
B/E move
3.2%

70Δ

Calls
Pseudo strike
63.38
IV
37.7%
B/E move
3.8%
Puts
Pseudo strike
82.79
IV
50.0%
B/E move
2.6%

75Δ

Calls
Pseudo strike
61.69
IV
37.1%
B/E move
3.2%
Puts
Pseudo strike
86.62
IV
52.7%
B/E move
2.0%

80Δ

Calls
Pseudo strike
60.00
IV
36.5%
B/E move
2.6%
Puts
Pseudo strike
90.45
IV
55.4%
B/E move
1.4%

Options history

No recorded observations