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U.S. Bancorp USB

i

Market datapartial · fetched 2026-11-06T22:27:30.587Z

Delta surfaceAlpaca · derived absolute-delta buckets ·

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: 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 data

FundamentalsAlpha Vantage · unavailable

Share priceUSB
1D
Price history unavailable.

U.S. Bancorp options

Live interpolated USB call and put midpoint premiums by absolute delta.U.S. Bancorp$0.00$0.27$0.54$0.81$1.08$-0.12$0.19$0.50$0.81$1.1220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ20Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —25Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —30Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —35Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —40Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —45Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —50Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —55Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —60Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —65Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —70Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —75Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —80Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —OPTION PRICEUSB PRICE
Puts——
Calls——
Skew——
Implied move——
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ
25Δ
30Δ
35Δ
40Δ
45Δ
50Δ
55Δ
60Δ
65Δ
70Δ
75Δ
80Δ

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

25Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

30Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

35Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

40Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

45Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

50Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

55Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

60Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

65Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

70Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

75Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

80Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

Options history

IV · four-Friday blend25.12%
Daily close
USB16.4%27.5%38.7%2026-08-10: 21.34%2026-08-11: 20.87%2026-08-12: 19.50%2026-08-14: 17.95%2026-08-17: 19.52%2026-08-18: 20.61%2026-08-19: 21.62%2026-08-20: 22.58%2026-08-21: 20.93%2026-08-24: 22.07%2026-08-25: 21.94%2026-08-26: 22.24%2026-08-27: 23.08%2026-08-28: 20.80%2026-08-31: 21.92%2026-09-01: 22.86%2026-09-02: 21.96%2026-09-03: 21.63%2026-09-04: 20.11%2026-09-08: 24.01%2026-09-09: 24.40%2026-09-10: 24.80%2026-09-11: 21.70%2026-09-14: 24.95%2026-09-15: 25.30%2026-09-16: 26.90%2026-09-17: 25.14%2026-09-18: 24.07%2026-09-21: 25.17%2026-09-22: 26.14%2026-09-23: 26.34%2026-09-24: 28.98%2026-09-25: 25.14%2026-09-28: 27.42%2026-09-29: 27.79%2026-09-30: 29.03%2026-10-01: 31.72%2026-10-02: 27.93%2026-10-05: 28.94%2026-10-06: 28.89%2026-10-07: 30.55%2026-10-08: 29.88%2026-10-09: 30.20%2026-10-12: 33.21%2026-10-13: 34.82%2026-10-14: 37.14%2026-10-15: 25.91%2026-10-16: 24.29%2026-10-19: 24.85%2026-10-20: 24.12%2026-10-21: 23.64%2026-10-22: 24.07%2026-10-23: 23.10%2026-10-26: 24.78%2026-10-27: 23.93%2026-10-28: 27.76%2026-10-29: 30.70%2026-10-30: 25.12%Aug 10Sep 21Oct 30
58 observations2026-08-10 — 2026-10-30
Table
DateIV (%)
21.34%
20.87%
19.50%
17.95%
19.52%
20.61%
21.62%
22.58%
20.93%
22.07%
21.94%
22.24%
23.08%
20.80%
21.92%
22.86%
21.96%
21.63%
20.11%
24.01%
24.40%
24.80%
21.70%
24.95%
25.30%
26.90%
25.14%
24.07%
25.17%
26.14%
26.34%
28.98%
25.14%
27.42%
27.79%
29.03%
31.72%
27.93%
28.94%
28.89%
30.55%
29.88%
30.20%
33.21%
34.82%
37.14%
25.91%
24.29%
24.85%
24.12%
23.64%
24.07%
23.10%
24.78%
23.93%
27.76%
30.70%
25.12%