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Shinhan Financial Group Co Ltd SHG

FINANCIAL SERVICES · BANKS - REGIONAL
i

Market dataready · fetched 2026-11-04T07:24:35.371Z

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 · 2026-11-04T00:56:44.41113867Z

FundamentalsAlpha Vantage · ready · quarter 2026-09-30 · fetched 2026-11-04T07:24:09.541241+00:00

Share price$63.35
1D+2.8%
AH$62.86$63.58$64.31$65.03$65.755:30 AM6:30 AM9:00 AM1:00 PM2:00 PMSHG
Sold putSold callAH

Shinhan Financial Group Co Ltd options

Live interpolated SHG call and put midpoint premiums by absolute delta.Shinhan Financial Group Co Ltd$1.31$2.85$4.39$5.92$7.46$56.06$60.16$64.27$68.38$72.4920Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ20Δ C unavailable: no unambiguous, price-consistent delta bracketC —25Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —30Δ P unavailable: no unambiguous, price-consistent delta bracketP —OPTION PRICELive SHG spot · $63.35SHG PRICE$1.48$1.82$2.16$2.51$2.93$3.35$3.78$4.20$4.62$5.68$7.02$1.96$1.92$2.13$2.33$2.54$2.74$2.95$3.63$4.30$4.97$5.65
Puts——
Calls——
Skew——
Implied moveBullish±$5.47
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ53.66108.3%18.4%
25Δ
30Δ67.4150.7%8.7%
35Δ66.6053.8%8.0%60.7157.9%7.2%
40Δ65.7957.0%7.3%61.5754.1%6.2%
45Δ64.9860.0%6.5%62.4350.3%5.1%
50Δ64.0458.5%5.7%63.2846.6%4.1%
55Δ63.1057.0%4.9%64.1442.8%3.1%
60Δ62.1655.5%4.1%65.0039.0%2.1%
65Δ61.2254.0%3.3%65.8838.8%1.7%
70Δ60.2952.5%2.5%66.7538.6%1.4%
75Δ58.9154.5%2.0%67.6338.3%1.1%
80Δ57.3358.0%1.6%68.5038.1%0.8%

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
53.66
IV
108.3%
B/E move
18.4%

25Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

30Δ

Calls
Pseudo strike
67.41
IV
50.7%
B/E move
8.7%
Puts
Pseudo strike
IV
B/E move

35Δ

Calls
Pseudo strike
66.60
IV
53.8%
B/E move
8.0%
Puts
Pseudo strike
60.71
IV
57.9%
B/E move
7.2%

40Δ

Calls
Pseudo strike
65.79
IV
57.0%
B/E move
7.3%
Puts
Pseudo strike
61.57
IV
54.1%
B/E move
6.2%

45Δ

Calls
Pseudo strike
64.98
IV
60.0%
B/E move
6.5%
Puts
Pseudo strike
62.43
IV
50.3%
B/E move
5.1%

50Δ

Calls
Pseudo strike
64.04
IV
58.5%
B/E move
5.7%
Puts
Pseudo strike
63.28
IV
46.6%
B/E move
4.1%

55Δ

Calls
Pseudo strike
63.10
IV
57.0%
B/E move
4.9%
Puts
Pseudo strike
64.14
IV
42.8%
B/E move
3.1%

60Δ

Calls
Pseudo strike
62.16
IV
55.5%
B/E move
4.1%
Puts
Pseudo strike
65.00
IV
39.0%
B/E move
2.1%

65Δ

Calls
Pseudo strike
61.22
IV
54.0%
B/E move
3.3%
Puts
Pseudo strike
65.88
IV
38.8%
B/E move
1.7%

70Δ

Calls
Pseudo strike
60.29
IV
52.5%
B/E move
2.5%
Puts
Pseudo strike
66.75
IV
38.6%
B/E move
1.4%

75Δ

Calls
Pseudo strike
58.91
IV
54.5%
B/E move
2.0%
Puts
Pseudo strike
67.63
IV
38.3%
B/E move
1.1%

80Δ

Calls
Pseudo strike
57.33
IV
58.0%
B/E move
1.6%
Puts
Pseudo strike
68.50
IV
38.1%
B/E move
0.8%

Options history

IV · four-Friday blend40.55%
Daily EOD
SHG37.9%39.8%41.7%2026-10-19: 38.19%2026-10-20: 38.92%2026-10-21: 39.20%2026-10-22: 40.09%2026-10-23: 41.21%2026-10-26: 41.48%2026-10-27: 40.34%2026-10-28: 39.98%2026-10-29: 40.37%2026-10-30: 40.55%Oct 19Oct 23Oct 30
10 observations2026-10-19 — 2026-10-30
Table
DateIV (%)
38.19%
38.92%
39.20%
40.09%
41.21%
41.48%
40.34%
39.98%
40.37%
40.55%