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U.S. Bancorp USB

FINANCIAL SERVICES · BANKS - REGIONAL
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Market dataready · fetched 2026-10-15T23:38:39.924Z

Delta surfaceAlpaca · derived absolute-delta buckets · 2026-11-20

Calculation methodology

PriceAlpaca · sip · 2026-10-15T23:24:46.628137845Z

FundamentalsAlpha Vantage · quarter 2026-06-30 · fetched 2026-10-15T23:38:38.644538+00:00

Share price$57.48
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$0.17$2.78$5.38$7.99$10.59$50.91$54.31$57.71$61.11$64.5120Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive USB spot · $57.48USB PRICE$0.45$0.60$0.74$0.95$1.16$1.37$1.58$1.84$2.20$2.56$2.92$3.28$5.40$0.59$0.76$0.96$1.17$1.38$1.59$1.88$2.22$2.55$2.88$3.90$6.76$9.84
PutsFair0.96×
CallsCheap0.92×
SkewBearish+5.03 pp
Implied moveBearish±$3.46
TiltBearish18.6% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ61.4922.1%7.8%53.7327.4%7.5%
25Δ60.7522.2%6.7%54.6427.0%6.3%
30Δ60.0122.3%5.7%55.3826.4%5.3%
35Δ59.4722.3%5.1%56.0225.8%4.6%
40Δ58.9322.4%4.5%56.6525.3%3.8%
45Δ58.4022.4%4.0%57.2924.7%3.1%
50Δ57.8622.5%3.4%57.8824.4%2.6%
55Δ57.3222.5%2.9%58.4524.2%2.2%
60Δ56.7622.7%2.6%59.0224.1%1.8%
65Δ56.1922.9%2.2%59.5923.9%1.3%
70Δ55.6323.1%1.9%60.7227.7%1.1%
75Δ55.0623.3%1.5%63.5139.0%1.3%
80Δ52.7728.9%1.2%66.7845.1%0.9%

20Δ

Calls
Pseudo strike
61.49
IV
22.1%
B/E move
7.8%
Puts
Pseudo strike
53.73
IV
27.4%
B/E move
7.5%

25Δ

Calls
Pseudo strike
60.75
IV
22.2%
B/E move
6.7%
Puts
Pseudo strike
54.64
IV
27.0%
B/E move
6.3%

30Δ

Calls
Pseudo strike
60.01
IV
22.3%
B/E move
5.7%
Puts
Pseudo strike
55.38
IV
26.4%
B/E move
5.3%

35Δ

Calls
Pseudo strike
59.47
IV
22.3%
B/E move
5.1%
Puts
Pseudo strike
56.02
IV
25.8%
B/E move
4.6%

40Δ

Calls
Pseudo strike
58.93
IV
22.4%
B/E move
4.5%
Puts
Pseudo strike
56.65
IV
25.3%
B/E move
3.8%

45Δ

Calls
Pseudo strike
58.40
IV
22.4%
B/E move
4.0%
Puts
Pseudo strike
57.29
IV
24.7%
B/E move
3.1%

50Δ

Calls
Pseudo strike
57.86
IV
22.5%
B/E move
3.4%
Puts
Pseudo strike
57.88
IV
24.4%
B/E move
2.6%

55Δ

Calls
Pseudo strike
57.32
IV
22.5%
B/E move
2.9%
Puts
Pseudo strike
58.45
IV
24.2%
B/E move
2.2%

60Δ

Calls
Pseudo strike
56.76
IV
22.7%
B/E move
2.6%
Puts
Pseudo strike
59.02
IV
24.1%
B/E move
1.8%

65Δ

Calls
Pseudo strike
56.19
IV
22.9%
B/E move
2.2%
Puts
Pseudo strike
59.59
IV
23.9%
B/E move
1.3%

70Δ

Calls
Pseudo strike
55.63
IV
23.1%
B/E move
1.9%
Puts
Pseudo strike
60.72
IV
27.7%
B/E move
1.1%

75Δ

Calls
Pseudo strike
55.06
IV
23.3%
B/E move
1.5%
Puts
Pseudo strike
63.51
IV
39.0%
B/E move
1.3%

80Δ

Calls
Pseudo strike
52.77
IV
28.9%
B/E move
1.2%
Puts
Pseudo strike
66.78
IV
45.1%
B/E move
0.9%