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U.S. Bancorp USB

FINANCIAL SERVICES · BANKS - REGIONAL
i

Market dataready · fetched 2026-11-07T01:14:08.523Z

Delta surfaceAlpaca · derived absolute-delta buckets · 2026-11-13

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

PriceAlpaca · sip · 2026-11-07T00:33:10.210776012Z

FundamentalsAlpha Vantage · ready · quarter 2026-09-30 · fetched 2026-11-07T01:14:07.913188+00:00

Share price$59.08
1D+0.4%
AH$59.03$59.25$59.48$59.71$59.935:30 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$0.13$1.36$2.58$3.80$5.03$54.65$57.12$59.60$62.07$64.5520Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ65Δ C unavailable: no unambiguous, price-consistent delta bracketC —70Δ C unavailable: no unambiguous, price-consistent delta bracketC —OPTION PRICELive USB spot · $59.08USB PRICE$0.26$0.37$0.50$0.63$0.78$0.94$1.11$1.33$1.62$4.00$4.67$0.27$0.35$0.43$0.53$0.64$0.75$0.83$0.91$0.98$1.06$1.13$1.50$1.95
PutsCheap0.56×
Calls——
Skew——
Implied moveBullish±$1.94
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ61.2429.0%4.1%57.1729.1%3.7%
25Δ60.8529.8%3.6%57.6028.0%3.1%
30Δ60.5431.3%3.3%58.0226.9%2.5%
35Δ60.2332.8%3.0%58.3126.6%2.2%
40Δ59.9033.9%2.7%58.6026.4%1.9%
45Δ59.5534.3%2.4%58.8926.1%1.6%
50Δ59.2034.6%2.1%59.1325.1%1.3%
55Δ58.8235.6%1.8%59.3423.5%1.1%
60Δ58.4037.4%1.6%59.5422.0%0.9%
65Δ59.7520.5%0.7%
70Δ59.9619.0%0.4%
75Δ55.9463.4%1.4%60.3919.9%0.3%
80Δ55.0764.4%1.1%60.8921.4%0.2%

20Δ

Calls
Pseudo strike
61.24
IV
29.0%
B/E move
4.1%
Puts
Pseudo strike
57.17
IV
29.1%
B/E move
3.7%

25Δ

Calls
Pseudo strike
60.85
IV
29.8%
B/E move
3.6%
Puts
Pseudo strike
57.60
IV
28.0%
B/E move
3.1%

30Δ

Calls
Pseudo strike
60.54
IV
31.3%
B/E move
3.3%
Puts
Pseudo strike
58.02
IV
26.9%
B/E move
2.5%

35Δ

Calls
Pseudo strike
60.23
IV
32.8%
B/E move
3.0%
Puts
Pseudo strike
58.31
IV
26.6%
B/E move
2.2%

40Δ

Calls
Pseudo strike
59.90
IV
33.9%
B/E move
2.7%
Puts
Pseudo strike
58.60
IV
26.4%
B/E move
1.9%

45Δ

Calls
Pseudo strike
59.55
IV
34.3%
B/E move
2.4%
Puts
Pseudo strike
58.89
IV
26.1%
B/E move
1.6%

50Δ

Calls
Pseudo strike
59.20
IV
34.6%
B/E move
2.1%
Puts
Pseudo strike
59.13
IV
25.1%
B/E move
1.3%

55Δ

Calls
Pseudo strike
58.82
IV
35.6%
B/E move
1.8%
Puts
Pseudo strike
59.34
IV
23.5%
B/E move
1.1%

60Δ

Calls
Pseudo strike
58.40
IV
37.4%
B/E move
1.6%
Puts
Pseudo strike
59.54
IV
22.0%
B/E move
0.9%

65Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
59.75
IV
20.5%
B/E move
0.7%

70Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
59.96
IV
19.0%
B/E move
0.4%

75Δ

Calls
Pseudo strike
55.94
IV
63.4%
B/E move
1.4%
Puts
Pseudo strike
60.39
IV
19.9%
B/E move
0.3%

80Δ

Calls
Pseudo strike
55.07
IV
64.4%
B/E move
1.1%
Puts
Pseudo strike
60.89
IV
21.4%
B/E move
0.2%

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%