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Banco Bilbao Vizcaya Argentaria, S.A. BBVA

i

Market datapartial · fetched 2026-11-07T08:06:40.914Z

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

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 · 2026-11-07T00:00:00.002888519Z

FundamentalsAlpha Vantage · unavailable

Share price$25.05
1D-0.7%
AH$25.01$25.13$25.26$25.39$25.525:30 AM6:30 AM9:00 AM1:00 PM2:00 PMBBVA
Sold putSold callAH

Banco Bilbao Vizcaya Argentaria, S.A. options

Live interpolated BBVA call and put midpoint premiums by absolute delta.Banco Bilbao Vizcaya Argentaria, S.A.$1.22$1.93$2.64$3.34$4.05$19.42$21.61$23.81$26.01$28.2020Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ20Δ C unavailable: no unambiguous, price-consistent delta bracketC —OPTION PRICELive BBVA spot · $25.05BBVA PRICE$1.30$1.38$1.49$1.59$1.70$1.81$1.91$2.06$2.21$2.35$2.50$2.65$1.31$1.32$1.33$1.38$1.42$1.47$1.75$2.10$2.45$2.80$3.15$3.50$3.85
PutsExpensive2.07×
Calls——
Skew——
Implied moveBalanced±$3.56
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ19.02214.0%29.3%
25Δ36.82221.4%52.2%20.97168.0%21.5%
30Δ33.62190.8%39.7%22.66128.6%14.9%
35Δ31.86171.6%33.1%23.39113.2%12.1%
40Δ30.10152.4%26.5%24.1297.8%9.4%
45Δ28.34133.1%19.9%24.8582.3%6.6%
50Δ26.58113.9%13.3%25.4077.1%5.6%
55Δ24.9696.0%7.3%25.9074.5%5.0%
60Δ24.5589.7%6.2%26.4171.9%4.4%
65Δ24.1583.4%5.2%26.9169.3%3.8%
70Δ23.7477.2%4.2%27.4166.7%3.2%
75Δ23.3370.9%3.1%27.9164.1%2.5%
80Δ22.9364.6%2.1%28.4161.5%1.9%

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
19.02
IV
214.0%
B/E move
29.3%

25Δ

Calls
Pseudo strike
36.82
IV
221.4%
B/E move
52.2%
Puts
Pseudo strike
20.97
IV
168.0%
B/E move
21.5%

30Δ

Calls
Pseudo strike
33.62
IV
190.8%
B/E move
39.7%
Puts
Pseudo strike
22.66
IV
128.6%
B/E move
14.9%

35Δ

Calls
Pseudo strike
31.86
IV
171.6%
B/E move
33.1%
Puts
Pseudo strike
23.39
IV
113.2%
B/E move
12.1%

40Δ

Calls
Pseudo strike
30.10
IV
152.4%
B/E move
26.5%
Puts
Pseudo strike
24.12
IV
97.8%
B/E move
9.4%

45Δ

Calls
Pseudo strike
28.34
IV
133.1%
B/E move
19.9%
Puts
Pseudo strike
24.85
IV
82.3%
B/E move
6.6%

50Δ

Calls
Pseudo strike
26.58
IV
113.9%
B/E move
13.3%
Puts
Pseudo strike
25.40
IV
77.1%
B/E move
5.6%

55Δ

Calls
Pseudo strike
24.96
IV
96.0%
B/E move
7.3%
Puts
Pseudo strike
25.90
IV
74.5%
B/E move
5.0%

60Δ

Calls
Pseudo strike
24.55
IV
89.7%
B/E move
6.2%
Puts
Pseudo strike
26.41
IV
71.9%
B/E move
4.4%

65Δ

Calls
Pseudo strike
24.15
IV
83.4%
B/E move
5.2%
Puts
Pseudo strike
26.91
IV
69.3%
B/E move
3.8%

70Δ

Calls
Pseudo strike
23.74
IV
77.2%
B/E move
4.2%
Puts
Pseudo strike
27.41
IV
66.7%
B/E move
3.2%

75Δ

Calls
Pseudo strike
23.33
IV
70.9%
B/E move
3.1%
Puts
Pseudo strike
27.91
IV
64.1%
B/E move
2.5%

80Δ

Calls
Pseudo strike
22.93
IV
64.6%
B/E move
2.1%
Puts
Pseudo strike
28.41
IV
61.5%
B/E move
1.9%

Options history

IV · four-Friday blend47.83%
Daily close
BBVA43.7%47.8%51.9%2026-10-19: 48.97%2026-10-20: 49.45%2026-10-21: 47.03%2026-10-22: 46.41%2026-10-23: 47.80%2026-10-26: 46.69%2026-10-27: 47.84%2026-10-28: 51.37%2026-10-29: 44.23%2026-10-30: 47.83%Oct 19Oct 23Oct 30
10 observations2026-10-19 — 2026-10-30
Table
DateIV (%)
48.97%
49.45%
47.03%
46.41%
47.80%
46.69%
47.84%
51.37%
44.23%
47.83%