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U.S. Bancorp USB

FINANCIAL SERVICES · BANKS - REGIONAL
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Market dataready · fetched 2026-10-15T20:32:38.921Z

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

Calculation methodology

PriceAlpaca · sip · 2026-10-15T20:28:59.98097321Z

FundamentalsAlpha Vantage · quarter 2026-06-30 · fetched 2026-10-15T20:32:38.300352+00:00

Share price$57.28
1D+1.8%
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$1.62$3.23$4.84$6.45$53.68$55.25$56.82$58.39$59.9620Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔATM · $57.28OPTION PRICELive USB spot · $57.28USB PRICE$0.82$0.21$0.21$0.26$0.31$0.38$0.45$0.53$0.60$0.90$1.21$1.52$3.45$0.79$0.58$0.37$0.18$0.22$0.26$0.31$0.35$0.39$1.29$2.53$3.77$5.99
PutsExpensive1.93×
CallsExpensive1.27×
SkewBearish+30.94 pp
Implied moveBullish±$0.76
TiltBearish22.1% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ67.44304.3%19.2%48.71334.6%16.3%
25Δ58.7657.0%3.0%51.52229.6%11.1%
30Δ57.8735.6%1.4%54.33124.6%5.8%
35Δ57.7236.0%1.2%57.0024.9%0.8%
40Δ57.5836.4%1.1%57.1024.7%0.7%
45Δ57.4336.8%0.9%57.1924.5%0.6%
50Δ57.2937.1%0.8%57.2924.3%0.5%
55Δ57.1537.5%0.7%57.3824.1%0.4%
60Δ57.0137.9%0.6%57.4723.9%0.3%
65Δ56.7045.7%0.6%58.2953.1%0.5%
70Δ56.3754.1%0.5%59.4194.4%0.7%
75Δ56.0562.5%0.5%60.53135.7%0.9%
80Δ54.30129.6%0.8%62.66194.2%1.1%

20Δ

Calls
Pseudo strike
67.44
IV
304.3%
B/E move
19.2%
Puts
Pseudo strike
48.71
IV
334.6%
B/E move
16.3%

25Δ

Calls
Pseudo strike
58.76
IV
57.0%
B/E move
3.0%
Puts
Pseudo strike
51.52
IV
229.6%
B/E move
11.1%

30Δ

Calls
Pseudo strike
57.87
IV
35.6%
B/E move
1.4%
Puts
Pseudo strike
54.33
IV
124.6%
B/E move
5.8%

35Δ

Calls
Pseudo strike
57.72
IV
36.0%
B/E move
1.2%
Puts
Pseudo strike
57.00
IV
24.9%
B/E move
0.8%

40Δ

Calls
Pseudo strike
57.58
IV
36.4%
B/E move
1.1%
Puts
Pseudo strike
57.10
IV
24.7%
B/E move
0.7%

45Δ

Calls
Pseudo strike
57.43
IV
36.8%
B/E move
0.9%
Puts
Pseudo strike
57.19
IV
24.5%
B/E move
0.6%

50Δ

Calls
Pseudo strike
57.29
IV
37.1%
B/E move
0.8%
Puts
Pseudo strike
57.29
IV
24.3%
B/E move
0.5%

55Δ

Calls
Pseudo strike
57.15
IV
37.5%
B/E move
0.7%
Puts
Pseudo strike
57.38
IV
24.1%
B/E move
0.4%

60Δ

Calls
Pseudo strike
57.01
IV
37.9%
B/E move
0.6%
Puts
Pseudo strike
57.47
IV
23.9%
B/E move
0.3%

65Δ

Calls
Pseudo strike
56.70
IV
45.7%
B/E move
0.6%
Puts
Pseudo strike
58.29
IV
53.1%
B/E move
0.5%

70Δ

Calls
Pseudo strike
56.37
IV
54.1%
B/E move
0.5%
Puts
Pseudo strike
59.41
IV
94.4%
B/E move
0.7%

75Δ

Calls
Pseudo strike
56.05
IV
62.5%
B/E move
0.5%
Puts
Pseudo strike
60.53
IV
135.7%
B/E move
0.9%

80Δ

Calls
Pseudo strike
54.30
IV
129.6%
B/E move
0.8%
Puts
Pseudo strike
62.66
IV
194.2%
B/E move
1.1%