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Bunge Global SA BG

CONSUMER DEFENSIVE · FARM PRODUCTS
i

Market dataready · fetched 2026-11-04T09:43:53.706Z

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 · 2026-11-04T00:45:33.881254164Z

FundamentalsAlpha Vantage · ready · quarter 2026-09-30 · fetched 2026-11-04T09:43:52.168436+00:00

Share price$94.85
1D+2.7%
AH$92$93$94$95$965:30 AM6:30 AM9:00 AM1:00 PM2:00 PMBG
Sold putSold callAH

Bunge Global SA options

Live interpolated BG call and put midpoint premiums by absolute delta.Bunge Global SA$0.46$3.35$6.23$9.12$12.01$83.53$89.69$95.84$101.99$108.1420Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive BG spot · $94.85BG PRICE$0.78$0.99$1.15$1.32$1.73$2.13$2.53$2.98$3.46$3.93$4.63$5.40$6.71$0.92$1.20$1.60$2.00$2.53$3.10$3.72$4.44$5.12$5.66$6.21$8.39$11.17
PutsFair0.97×
CallsCheap0.75×
SkewBearish+9.82 pp
Implied moveBearish±$6.25
TiltBearish19.5% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ101.8635.9%8.2%88.6139.8%7.5%
25Δ100.0734.7%6.5%90.2738.5%6.1%
30Δ98.7431.8%5.3%91.2839.5%5.5%
35Δ97.4629.1%4.1%92.3040.4%4.8%
40Δ96.7130.4%3.8%93.3341.6%4.3%
45Δ95.9731.7%3.4%94.3642.9%3.8%
50Δ95.2233.0%3.1%95.4443.9%3.3%
55Δ94.4133.3%2.7%96.6044.6%2.8%
60Δ93.5633.3%2.3%97.7244.8%2.4%
65Δ92.7133.3%1.9%98.7342.8%1.9%
70Δ91.7233.8%1.6%99.7340.9%1.4%
75Δ90.6834.4%1.3%102.1546.0%1.2%
80Δ89.1336.9%1.0%105.0853.5%1.0%

20Δ

Calls
Pseudo strike
101.86
IV
35.9%
B/E move
8.2%
Puts
Pseudo strike
88.61
IV
39.8%
B/E move
7.5%

25Δ

Calls
Pseudo strike
100.07
IV
34.7%
B/E move
6.5%
Puts
Pseudo strike
90.27
IV
38.5%
B/E move
6.1%

30Δ

Calls
Pseudo strike
98.74
IV
31.8%
B/E move
5.3%
Puts
Pseudo strike
91.28
IV
39.5%
B/E move
5.5%

35Δ

Calls
Pseudo strike
97.46
IV
29.1%
B/E move
4.1%
Puts
Pseudo strike
92.30
IV
40.4%
B/E move
4.8%

40Δ

Calls
Pseudo strike
96.71
IV
30.4%
B/E move
3.8%
Puts
Pseudo strike
93.33
IV
41.6%
B/E move
4.3%

45Δ

Calls
Pseudo strike
95.97
IV
31.7%
B/E move
3.4%
Puts
Pseudo strike
94.36
IV
42.9%
B/E move
3.8%

50Δ

Calls
Pseudo strike
95.22
IV
33.0%
B/E move
3.1%
Puts
Pseudo strike
95.44
IV
43.9%
B/E move
3.3%

55Δ

Calls
Pseudo strike
94.41
IV
33.3%
B/E move
2.7%
Puts
Pseudo strike
96.60
IV
44.6%
B/E move
2.8%

60Δ

Calls
Pseudo strike
93.56
IV
33.3%
B/E move
2.3%
Puts
Pseudo strike
97.72
IV
44.8%
B/E move
2.4%

65Δ

Calls
Pseudo strike
92.71
IV
33.3%
B/E move
1.9%
Puts
Pseudo strike
98.73
IV
42.8%
B/E move
1.9%

70Δ

Calls
Pseudo strike
91.72
IV
33.8%
B/E move
1.6%
Puts
Pseudo strike
99.73
IV
40.9%
B/E move
1.4%

75Δ

Calls
Pseudo strike
90.68
IV
34.4%
B/E move
1.3%
Puts
Pseudo strike
102.15
IV
46.0%
B/E move
1.2%

80Δ

Calls
Pseudo strike
89.13
IV
36.9%
B/E move
1.0%
Puts
Pseudo strike
105.08
IV
53.5%
B/E move
1.0%

Options history

IV · four-Friday blend34.32%
Daily EOD
BG32.8%35.0%37.2%2026-10-19: 35.64%2026-10-20: 36.62%2026-10-21: 36.85%2026-10-22: 35.83%2026-10-23: 35.89%2026-10-26: 35.57%2026-10-27: 36.05%2026-10-28: 36.80%2026-10-29: 33.06%2026-10-30: 34.32%Oct 19Oct 23Oct 30
10 observations2026-10-19 — 2026-10-30
Table
DateIV (%)
35.64%
36.62%
36.85%
35.83%
35.89%
35.57%
36.05%
36.80%
33.06%
34.32%