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Shinhan Financial Group Co Ltd SHG

FINANCIAL SERVICES · BANKS - REGIONAL
i

Market dataready · fetched 2026-11-05T16:27:08.943Z

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 · 2026-11-05T16:26:12.008146629Z

FundamentalsAlpha Vantage · ready · quarter 2026-09-30 · fetched 2026-11-05T16:27:07.757704+00:00

Share price$63.68
1D-3.9%
$62.74$63.68$64.62$65.56$66.505:30 AM6:30 AM9:00 AM1:00 PMSHG
Sold putSold call

Shinhan Financial Group Co Ltd options

Live interpolated SHG call and put midpoint premiums by absolute delta.Shinhan Financial Group Co Ltd$2.31$3.56$4.81$6.06$7.31$55.54$60.83$66.13$71.42$76.7220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ20Δ P unavailable: no unambiguous, price-consistent delta bracketP —25Δ P unavailable: no unambiguous, price-consistent delta bracketP —30Δ P unavailable: no unambiguous, price-consistent delta bracketP —OPTION PRICELive SHG spot · $63.68SHG PRICE$2.45$2.45$2.46$2.52$2.58$2.63$2.92$3.30$3.68$4.07$4.45$4.97$6.95$2.47$2.52$2.57$2.62$2.67$3.05$3.87$4.69$5.51$6.33
Puts——
CallsExpensive1.99×
Skew——
Implied moveBullish±$5.54
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ98.55203.0%58.6%
25Δ81.64146.0%32.1%
30Δ74.38113.9%20.7%
35Δ71.5498.2%16.3%60.4976.9%8.9%
40Δ68.7082.5%11.9%61.4868.6%7.4%
45Δ65.8666.8%7.6%62.4660.4%6.0%
50Δ64.3860.4%5.7%63.4552.1%4.5%
55Δ63.4958.2%4.9%64.4343.9%3.0%
60Δ62.6055.9%4.1%65.4339.8%2.0%
65Δ61.7053.7%3.3%66.4441.3%1.7%
70Δ60.8151.4%2.5%67.4642.8%1.4%
75Δ59.8150.2%1.7%68.4744.3%1.1%
80Δ57.6959.6%1.5%69.4845.9%0.8%

20Δ

Calls
Pseudo strike
98.55
IV
203.0%
B/E move
58.6%
Puts
Pseudo strike
IV
B/E move

25Δ

Calls
Pseudo strike
81.64
IV
146.0%
B/E move
32.1%
Puts
Pseudo strike
IV
B/E move

30Δ

Calls
Pseudo strike
74.38
IV
113.9%
B/E move
20.7%
Puts
Pseudo strike
IV
B/E move

35Δ

Calls
Pseudo strike
71.54
IV
98.2%
B/E move
16.3%
Puts
Pseudo strike
60.49
IV
76.9%
B/E move
8.9%

40Δ

Calls
Pseudo strike
68.70
IV
82.5%
B/E move
11.9%
Puts
Pseudo strike
61.48
IV
68.6%
B/E move
7.4%

45Δ

Calls
Pseudo strike
65.86
IV
66.8%
B/E move
7.6%
Puts
Pseudo strike
62.46
IV
60.4%
B/E move
6.0%

50Δ

Calls
Pseudo strike
64.38
IV
60.4%
B/E move
5.7%
Puts
Pseudo strike
63.45
IV
52.1%
B/E move
4.5%

55Δ

Calls
Pseudo strike
63.49
IV
58.2%
B/E move
4.9%
Puts
Pseudo strike
64.43
IV
43.9%
B/E move
3.0%

60Δ

Calls
Pseudo strike
62.60
IV
55.9%
B/E move
4.1%
Puts
Pseudo strike
65.43
IV
39.8%
B/E move
2.0%

65Δ

Calls
Pseudo strike
61.70
IV
53.7%
B/E move
3.3%
Puts
Pseudo strike
66.44
IV
41.3%
B/E move
1.7%

70Δ

Calls
Pseudo strike
60.81
IV
51.4%
B/E move
2.5%
Puts
Pseudo strike
67.46
IV
42.8%
B/E move
1.4%

75Δ

Calls
Pseudo strike
59.81
IV
50.2%
B/E move
1.7%
Puts
Pseudo strike
68.47
IV
44.3%
B/E move
1.1%

80Δ

Calls
Pseudo strike
57.69
IV
59.6%
B/E move
1.5%
Puts
Pseudo strike
69.48
IV
45.9%
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%