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Airbnb, Inc. Class A Common Stock ABNB

CONSUMER CYCLICAL · TRAVEL SERVICES
i

Market dataready · fetched 2026-11-07T01:52:17.493Z

Delta surfaceAlpaca · derived absolute-delta buckets · 2026-11-13

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 · 2026-11-07T00:55:38.940041142Z

FundamentalsAlpha Vantage · ready · quarter 2026-06-30 · fetched 2026-11-07T01:52:16.903802+00:00

Share price$190.67
1D-2.2%
AH$184$187$189$192$1955:30 AM6:30 AM9:00 AM1:00 PM2:00 PMABNB
Sold putSold callAH

Airbnb, Inc. Class A Common Stock options

Live interpolated ABNB call and put midpoint premiums by absolute delta.Airbnb, Inc. Class A Common Stock$0.76$3.70$6.65$9.59$12.53$157.04$175.01$192.98$210.95$228.9220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive ABNB spot · $190.67ABNB PRICE$1.08$1.45$1.83$2.24$2.74$3.25$3.83$4.46$5.40$6.18$6.59$7.01$9.14$1.19$1.69$2.18$2.66$3.27$3.97$4.60$5.22$6.14$7.11$8.14$9.65$11.68
PutsCheap0.68×
CallsCheap0.31×
SkewBearish+4.32 pp
Implied moveBearish±$8.43
TiltBearish10.0% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ199.6237.4%5.3%182.5539.2%4.9%
25Δ197.9237.5%4.6%183.9440.9%4.4%
30Δ196.3637.3%3.9%185.3642.0%3.9%
35Δ194.8737.0%3.4%186.9341.3%3.4%
40Δ193.5937.2%3.0%188.3741.6%2.9%
45Δ192.3137.3%2.6%189.7442.6%2.6%
50Δ191.0737.2%2.2%191.1141.9%2.2%
55Δ189.8137.4%1.9%192.4840.9%1.8%
60Δ188.4439.0%1.7%193.9441.3%1.5%
65Δ187.1839.2%1.4%195.4141.4%1.2%
70Δ186.1736.3%1.1%196.9441.1%1.0%
75Δ185.1733.4%0.8%198.8542.1%0.8%
80Δ182.8037.8%0.7%201.2443.8%0.6%

20Δ

Calls
Pseudo strike
199.62
IV
37.4%
B/E move
5.3%
Puts
Pseudo strike
182.55
IV
39.2%
B/E move
4.9%

25Δ

Calls
Pseudo strike
197.92
IV
37.5%
B/E move
4.6%
Puts
Pseudo strike
183.94
IV
40.9%
B/E move
4.4%

30Δ

Calls
Pseudo strike
196.36
IV
37.3%
B/E move
3.9%
Puts
Pseudo strike
185.36
IV
42.0%
B/E move
3.9%

35Δ

Calls
Pseudo strike
194.87
IV
37.0%
B/E move
3.4%
Puts
Pseudo strike
186.93
IV
41.3%
B/E move
3.4%

40Δ

Calls
Pseudo strike
193.59
IV
37.2%
B/E move
3.0%
Puts
Pseudo strike
188.37
IV
41.6%
B/E move
2.9%

45Δ

Calls
Pseudo strike
192.31
IV
37.3%
B/E move
2.6%
Puts
Pseudo strike
189.74
IV
42.6%
B/E move
2.6%

50Δ

Calls
Pseudo strike
191.07
IV
37.2%
B/E move
2.2%
Puts
Pseudo strike
191.11
IV
41.9%
B/E move
2.2%

55Δ

Calls
Pseudo strike
189.81
IV
37.4%
B/E move
1.9%
Puts
Pseudo strike
192.48
IV
40.9%
B/E move
1.8%

60Δ

Calls
Pseudo strike
188.44
IV
39.0%
B/E move
1.7%
Puts
Pseudo strike
193.94
IV
41.3%
B/E move
1.5%

65Δ

Calls
Pseudo strike
187.18
IV
39.2%
B/E move
1.4%
Puts
Pseudo strike
195.41
IV
41.4%
B/E move
1.2%

70Δ

Calls
Pseudo strike
186.17
IV
36.3%
B/E move
1.1%
Puts
Pseudo strike
196.94
IV
41.1%
B/E move
1.0%

75Δ

Calls
Pseudo strike
185.17
IV
33.4%
B/E move
0.8%
Puts
Pseudo strike
198.85
IV
42.1%
B/E move
0.8%

80Δ

Calls
Pseudo strike
182.80
IV
37.8%
B/E move
0.7%
Puts
Pseudo strike
201.24
IV
43.8%
B/E move
0.6%

Options history

IV · four-Friday blend54.74%
Daily close
ABNB24.7%40.9%57.0%2026-08-10: 33.83%2026-08-11: 32.42%2026-08-12: 31.71%2026-08-13: 30.38%2026-08-14: 29.23%2026-08-17: 30.85%2026-08-18: 30.55%2026-08-19: 29.87%2026-08-20: 30.35%2026-08-21: 28.95%2026-08-24: 31.80%2026-08-25: 30.19%2026-08-26: 29.81%2026-08-27: 27.78%2026-08-28: 26.96%2026-08-31: 28.75%2026-09-01: 32.43%2026-09-02: 30.28%2026-09-03: 30.72%2026-09-04: 27.70%2026-09-08: 33.44%2026-09-09: 34.90%2026-09-10: 36.39%2026-09-11: 30.45%2026-09-14: 32.78%2026-09-15: 33.78%2026-09-16: 34.39%2026-09-17: 32.63%2026-09-18: 31.31%2026-09-21: 34.50%2026-09-22: 32.68%2026-09-23: 40.28%2026-09-24: 39.20%2026-09-25: 35.08%2026-09-28: 38.70%2026-09-29: 37.64%2026-09-30: 37.94%2026-10-01: 35.80%2026-10-02: 33.11%2026-10-05: 34.50%2026-10-06: 34.90%2026-10-07: 34.51%2026-10-08: 36.64%2026-10-09: 34.16%2026-10-12: 36.91%2026-10-13: 38.17%2026-10-14: 41.40%2026-10-15: 39.83%2026-10-16: 40.89%2026-10-19: 42.10%2026-10-20: 44.75%2026-10-21: 43.32%2026-10-22: 46.67%2026-10-23: 45.21%2026-10-26: 48.89%2026-10-27: 49.08%2026-10-28: 51.94%2026-10-29: 50.62%2026-10-30: 54.74%Aug 10Sep 21Oct 30
59 observations2026-08-10 — 2026-10-30
Table
DateIV (%)
33.83%
32.42%
31.71%
30.38%
29.23%
30.85%
30.55%
29.87%
30.35%
28.95%
31.80%
30.19%
29.81%
27.78%
26.96%
28.75%
32.43%
30.28%
30.72%
27.70%
33.44%
34.90%
36.39%
30.45%
32.78%
33.78%
34.39%
32.63%
31.31%
34.50%
32.68%
40.28%
39.20%
35.08%
38.70%
37.64%
37.94%
35.80%
33.11%
34.50%
34.90%
34.51%
36.64%
34.16%
36.91%
38.17%
41.40%
39.83%
40.89%
42.10%
44.75%
43.32%
46.67%
45.21%
48.89%
49.08%
51.94%
50.62%
54.74%