IntraAlpha
Create free account Start free

U.S. Bancorp USB

i

Market dataready · fetched 2026-11-03T15:44:10.908Z

Delta surfaceAlpaca · derived absolute-delta buckets · 2026-11-06

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 · 2026-11-03T15:43:54.369070951Z

FundamentalsSEC EDGAR · ready · as of 2026-06-30 · fetched 2026-11-03T15:44:10.277342+00:00

Share price$60.63
1D+0.7%
$60.03$60.19$60.35$60.51$60.675:30 AM6:30 AM9:00 AM1:00 PMUSB
Sold putSold call

U.S. Bancorp options

Live interpolated USB call and put midpoint premiums by absolute delta.U.S. Bancorp$0.11$1.26$2.41$3.55$4.70$59.66$60.17$60.67$61.17$61.6720Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ20Δ C unavailable: no unambiguous, price-consistent delta bracketC —75Δ P unavailable: no unambiguous, price-consistent delta bracketP —OPTION PRICELive USB spot · $60.63USB PRICE$0.27$0.35$0.44$0.52$0.62$0.76$0.89$1.03$1.18$1.41$1.64$1.87$0.24$0.31$0.38$0.46$0.55$0.66$0.76$0.86$1.01$1.18$1.36$4.37
Puts——
Calls——
Skew——
Implied moveBalanced±$1.52
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ58.9637.7%3.2%
25Δ61.9232.9%2.6%59.3036.6%2.7%
30Δ61.6733.0%2.3%59.6235.6%2.3%
35Δ61.4133.1%2.0%59.9434.6%1.9%
40Δ61.1533.2%1.7%60.1934.0%1.6%
45Δ60.9133.4%1.5%60.4333.6%1.4%
50Δ60.6733.8%1.3%60.6633.2%1.2%
55Δ60.4334.2%1.1%60.9032.7%1.0%
60Δ60.1934.6%1.0%61.1532.6%0.8%
65Δ59.9335.0%0.8%61.4032.7%0.7%
70Δ59.6235.6%0.7%61.6632.8%0.5%
75Δ59.3236.1%0.5%
80Δ59.0136.6%0.4%64.5678.1%0.7%

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
58.96
IV
37.7%
B/E move
3.2%

25Δ

Calls
Pseudo strike
61.92
IV
32.9%
B/E move
2.6%
Puts
Pseudo strike
59.30
IV
36.6%
B/E move
2.7%

30Δ

Calls
Pseudo strike
61.67
IV
33.0%
B/E move
2.3%
Puts
Pseudo strike
59.62
IV
35.6%
B/E move
2.3%

35Δ

Calls
Pseudo strike
61.41
IV
33.1%
B/E move
2.0%
Puts
Pseudo strike
59.94
IV
34.6%
B/E move
1.9%

40Δ

Calls
Pseudo strike
61.15
IV
33.2%
B/E move
1.7%
Puts
Pseudo strike
60.19
IV
34.0%
B/E move
1.6%

45Δ

Calls
Pseudo strike
60.91
IV
33.4%
B/E move
1.5%
Puts
Pseudo strike
60.43
IV
33.6%
B/E move
1.4%

50Δ

Calls
Pseudo strike
60.67
IV
33.8%
B/E move
1.3%
Puts
Pseudo strike
60.66
IV
33.2%
B/E move
1.2%

55Δ

Calls
Pseudo strike
60.43
IV
34.2%
B/E move
1.1%
Puts
Pseudo strike
60.90
IV
32.7%
B/E move
1.0%

60Δ

Calls
Pseudo strike
60.19
IV
34.6%
B/E move
1.0%
Puts
Pseudo strike
61.15
IV
32.6%
B/E move
0.8%

65Δ

Calls
Pseudo strike
59.93
IV
35.0%
B/E move
0.8%
Puts
Pseudo strike
61.40
IV
32.7%
B/E move
0.7%

70Δ

Calls
Pseudo strike
59.62
IV
35.6%
B/E move
0.7%
Puts
Pseudo strike
61.66
IV
32.8%
B/E move
0.5%

75Δ

Calls
Pseudo strike
59.32
IV
36.1%
B/E move
0.5%
Puts
Pseudo strike
IV
B/E move

80Δ

Calls
Pseudo strike
59.01
IV
36.6%
B/E move
0.4%
Puts
Pseudo strike
64.56
IV
78.1%
B/E move
0.7%

Options history

IV · four-Friday blend25.12%
Daily close
USB16.4%27.5%38.7%2026-08-05: 23.70%2026-08-06: 23.40%2026-08-07: 20.12%2026-08-10: 21.34%2026-08-11: 20.87%2026-08-12: 19.50%2026-08-14: 17.95%2026-08-17: 19.52%2026-08-18: 20.61%2026-08-19: 21.62%2026-08-20: 22.58%2026-08-21: 20.93%2026-08-24: 22.07%2026-08-25: 21.94%2026-08-26: 22.24%2026-08-27: 23.08%2026-08-28: 20.80%2026-08-31: 21.92%2026-09-01: 22.86%2026-09-02: 21.96%2026-09-03: 21.63%2026-09-04: 20.11%2026-09-08: 24.01%2026-09-09: 24.40%2026-09-10: 24.80%2026-09-11: 21.70%2026-09-14: 24.95%2026-09-15: 25.30%2026-09-16: 26.90%2026-09-17: 25.14%2026-09-18: 24.07%2026-09-21: 25.17%2026-09-22: 26.14%2026-09-23: 26.34%2026-09-24: 28.98%2026-09-25: 25.14%2026-09-28: 27.42%2026-09-29: 27.79%2026-09-30: 29.03%2026-10-01: 31.72%2026-10-02: 27.93%2026-10-05: 28.94%2026-10-06: 28.89%2026-10-07: 30.55%2026-10-08: 29.88%2026-10-09: 30.20%2026-10-12: 33.21%2026-10-13: 34.82%2026-10-14: 37.14%2026-10-15: 25.91%2026-10-16: 24.29%2026-10-19: 24.85%2026-10-20: 24.12%2026-10-21: 23.64%2026-10-22: 24.07%2026-10-23: 23.10%2026-10-26: 24.78%2026-10-27: 23.93%2026-10-28: 27.76%2026-10-29: 30.70%2026-10-30: 25.12%Aug 5Sep 18Oct 30
61 observations2026-08-05 — 2026-10-30
Table
DateIV (%)
23.70%
23.40%
20.12%
21.34%
20.87%
19.50%
17.95%
19.52%
20.61%
21.62%
22.58%
20.93%
22.07%
21.94%
22.24%
23.08%
20.80%
21.92%
22.86%
21.96%
21.63%
20.11%
24.01%
24.40%
24.80%
21.70%
24.95%
25.30%
26.90%
25.14%
24.07%
25.17%
26.14%
26.34%
28.98%
25.14%
27.42%
27.79%
29.03%
31.72%
27.93%
28.94%
28.89%
30.55%
29.88%
30.20%
33.21%
34.82%
37.14%
25.91%
24.29%
24.85%
24.12%
23.64%
24.07%
23.10%
24.78%
23.93%
27.76%
30.70%
25.12%