IntraAlpha
Create free account Start free

U.S. Bancorp USB

FINANCIAL SERVICES · BANKS - REGIONAL
i

Market dataready · fetched 2026-10-15T20:01:50.233Z

Delta surfaceAlpaca · derived absolute-delta buckets · 2026-10-16

Calculation methodology

PriceAlpaca · sip · 2026-10-15T20:00:07.028368123Z

FundamentalsAlpha Vantage · quarter 2026-06-30 · fetched 2026-10-15T19:59:01.231220+00:00

Share price$57.39
1D+2.0%
AH$55.21$55.86$56.52$57.17$57.825:30 AM6:30 AM9:00 AM1:00 PM2:00 PMUSB
Sold putSold callAH

U.S. Bancorp options

Live interpolated USB call and put midpoint premiums by absolute delta.U.S. Bancorp$0.00$2.01$4.01$6.02$8.03$53.49$55.19$56.90$58.61$60.3120Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔATM · $57.39OPTION PRICELive USB spot · $57.39USB PRICE$0.87$0.37$0.19$0.23$0.28$0.33$0.39$0.46$0.52$0.59$1.40$2.52$3.64$0.74$0.50$0.26$0.21$0.26$0.31$0.36$0.52$1.46$2.41$3.35$4.30$7.45
PutsExpensive2.07×
CallsExpensive1.34×
SkewBearish+32.68 pp
Implied moveBullish±$0.75
TiltBearish30.4% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ68.15318.5%20.3%49.37309.5%15.3%
25Δ61.01117.3%7.0%52.64189.1%9.2%
30Δ57.9232.4%1.3%55.9068.7%3.0%
35Δ57.7932.4%1.1%57.0728.3%0.9%
40Δ57.6632.4%1.0%57.1828.6%0.8%
45Δ57.5332.5%0.8%57.2928.8%0.7%
50Δ57.4032.4%0.7%57.4029.0%0.6%
55Δ57.2832.2%0.6%57.6033.1%0.5%
60Δ57.1632.0%0.5%58.4565.4%0.7%
65Δ57.0431.8%0.4%59.3097.6%0.9%
70Δ56.2658.1%0.5%60.15129.9%1.0%
75Δ55.2395.1%0.6%61.00162.1%1.2%
80Δ54.19132.1%0.8%64.10233.8%1.3%

20Δ

Calls
Pseudo strike
68.15
IV
318.5%
B/E move
20.3%
Puts
Pseudo strike
49.37
IV
309.5%
B/E move
15.3%

25Δ

Calls
Pseudo strike
61.01
IV
117.3%
B/E move
7.0%
Puts
Pseudo strike
52.64
IV
189.1%
B/E move
9.2%

30Δ

Calls
Pseudo strike
57.92
IV
32.4%
B/E move
1.3%
Puts
Pseudo strike
55.90
IV
68.7%
B/E move
3.0%

35Δ

Calls
Pseudo strike
57.79
IV
32.4%
B/E move
1.1%
Puts
Pseudo strike
57.07
IV
28.3%
B/E move
0.9%

40Δ

Calls
Pseudo strike
57.66
IV
32.4%
B/E move
1.0%
Puts
Pseudo strike
57.18
IV
28.6%
B/E move
0.8%

45Δ

Calls
Pseudo strike
57.53
IV
32.5%
B/E move
0.8%
Puts
Pseudo strike
57.29
IV
28.8%
B/E move
0.7%

50Δ

Calls
Pseudo strike
57.40
IV
32.4%
B/E move
0.7%
Puts
Pseudo strike
57.40
IV
29.0%
B/E move
0.6%

55Δ

Calls
Pseudo strike
57.28
IV
32.2%
B/E move
0.6%
Puts
Pseudo strike
57.60
IV
33.1%
B/E move
0.5%

60Δ

Calls
Pseudo strike
57.16
IV
32.0%
B/E move
0.5%
Puts
Pseudo strike
58.45
IV
65.4%
B/E move
0.7%

65Δ

Calls
Pseudo strike
57.04
IV
31.8%
B/E move
0.4%
Puts
Pseudo strike
59.30
IV
97.6%
B/E move
0.9%

70Δ

Calls
Pseudo strike
56.26
IV
58.1%
B/E move
0.5%
Puts
Pseudo strike
60.15
IV
129.9%
B/E move
1.0%

75Δ

Calls
Pseudo strike
55.23
IV
95.1%
B/E move
0.6%
Puts
Pseudo strike
61.00
IV
162.1%
B/E move
1.2%

80Δ

Calls
Pseudo strike
54.19
IV
132.1%
B/E move
0.8%
Puts
Pseudo strike
64.10
IV
233.8%
B/E move
1.3%