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Boeing Company BA

i

Market dataready · fetched 2026-11-07T02:34:35.684Z

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 · 2026-11-07T00:56:30.112207114Z

FundamentalsSEC EDGAR · ready · as of 2026-09-30 · fetched 2026-11-07T02:34:35.063809+00:00

Share price$173.46
1D+0.9%
AH$170$171$172$174$1755:30 AM6:30 AM9:00 AM1:00 PM2:00 PMBA
Sold putSold callAH

Boeing Company options

Live interpolated BA call and put midpoint premiums by absolute delta.Boeing Company$0.63$2.76$4.88$7.01$9.14$163.23$168.30$173.37$178.44$183.5120Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ80Δ C unavailable: no unambiguous, price-consistent delta bracketC —OPTION PRICELive BA spot · $173.46BA PRICE$0.86$1.15$1.47$1.84$2.24$2.67$3.18$3.70$4.36$5.07$5.81$6.57$1.02$1.34$1.69$2.06$2.46$2.89$3.46$4.02$4.67$5.33$6.12$7.03$8.52
PutsFair1.00×
Calls——
Skew——
Implied moveBearish±$6.64
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ180.5432.5%4.6%166.4336.8%4.6%
25Δ179.1832.5%4.0%167.9836.2%3.9%
30Δ177.9632.6%3.4%169.3035.8%3.4%
35Δ176.8632.8%3.0%170.5335.2%2.9%
40Δ175.8233.2%2.7%171.6534.7%2.5%
45Δ174.7933.5%2.3%172.7534.3%2.1%
50Δ173.7733.7%2.0%173.8034.5%1.8%
55Δ172.7534.0%1.7%174.8534.8%1.5%
60Δ171.6734.4%1.5%175.9334.6%1.3%
65Δ170.5634.9%1.2%177.0134.3%1.0%
70Δ169.4334.8%1.0%178.1834.1%0.8%
75Δ168.2934.1%0.8%179.4233.9%0.6%
80Δ181.1935.4%0.5%

20Δ

Calls
Pseudo strike
180.54
IV
32.5%
B/E move
4.6%
Puts
Pseudo strike
166.43
IV
36.8%
B/E move
4.6%

25Δ

Calls
Pseudo strike
179.18
IV
32.5%
B/E move
4.0%
Puts
Pseudo strike
167.98
IV
36.2%
B/E move
3.9%

30Δ

Calls
Pseudo strike
177.96
IV
32.6%
B/E move
3.4%
Puts
Pseudo strike
169.30
IV
35.8%
B/E move
3.4%

35Δ

Calls
Pseudo strike
176.86
IV
32.8%
B/E move
3.0%
Puts
Pseudo strike
170.53
IV
35.2%
B/E move
2.9%

40Δ

Calls
Pseudo strike
175.82
IV
33.2%
B/E move
2.7%
Puts
Pseudo strike
171.65
IV
34.7%
B/E move
2.5%

45Δ

Calls
Pseudo strike
174.79
IV
33.5%
B/E move
2.3%
Puts
Pseudo strike
172.75
IV
34.3%
B/E move
2.1%

50Δ

Calls
Pseudo strike
173.77
IV
33.7%
B/E move
2.0%
Puts
Pseudo strike
173.80
IV
34.5%
B/E move
1.8%

55Δ

Calls
Pseudo strike
172.75
IV
34.0%
B/E move
1.7%
Puts
Pseudo strike
174.85
IV
34.8%
B/E move
1.5%

60Δ

Calls
Pseudo strike
171.67
IV
34.4%
B/E move
1.5%
Puts
Pseudo strike
175.93
IV
34.6%
B/E move
1.3%

65Δ

Calls
Pseudo strike
170.56
IV
34.9%
B/E move
1.2%
Puts
Pseudo strike
177.01
IV
34.3%
B/E move
1.0%

70Δ

Calls
Pseudo strike
169.43
IV
34.8%
B/E move
1.0%
Puts
Pseudo strike
178.18
IV
34.1%
B/E move
0.8%

75Δ

Calls
Pseudo strike
168.29
IV
34.1%
B/E move
0.8%
Puts
Pseudo strike
179.42
IV
33.9%
B/E move
0.6%

80Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
181.19
IV
35.4%
B/E move
0.5%

Options history

IV · four-Friday blend31.89%
Daily close
BA24.9%36.6%48.3%2026-08-10: 31.33%2026-08-11: 30.59%2026-08-12: 29.18%2026-08-13: 28.29%2026-08-14: 27.01%2026-08-17: 29.24%2026-08-18: 27.90%2026-08-19: 29.45%2026-08-20: 32.39%2026-08-21: 28.23%2026-08-24: 29.80%2026-08-25: 28.82%2026-08-26: 29.06%2026-08-27: 27.68%2026-08-28: 26.55%2026-08-31: 28.10%2026-09-01: 28.39%2026-09-02: 28.62%2026-09-03: 28.52%2026-09-04: 27.94%2026-09-08: 31.67%2026-09-09: 31.68%2026-09-10: 31.11%2026-09-11: 29.45%2026-09-14: 32.34%2026-09-15: 34.51%2026-09-16: 35.95%2026-09-17: 32.03%2026-09-18: 29.63%2026-09-21: 31.35%2026-09-22: 31.31%2026-09-23: 33.30%2026-09-24: 32.39%2026-09-25: 29.78%2026-09-28: 34.42%2026-09-29: 34.66%2026-09-30: 36.00%2026-10-01: 38.93%2026-10-02: 34.66%2026-10-05: 33.45%2026-10-06: 33.05%2026-10-07: 32.65%2026-10-08: 32.96%2026-10-09: 32.80%2026-10-12: 34.57%2026-10-13: 35.09%2026-10-14: 36.40%2026-10-15: 35.69%2026-10-16: 37.45%2026-10-19: 39.62%2026-10-20: 40.57%2026-10-21: 40.90%2026-10-22: 44.35%2026-10-23: 43.10%2026-10-26: 46.66%2026-10-27: 34.41%2026-10-28: 32.90%2026-10-29: 32.53%2026-10-30: 31.89%Aug 10Sep 21Oct 30
59 observations2026-08-10 — 2026-10-30
Table
DateIV (%)
31.33%
30.59%
29.18%
28.29%
27.01%
29.24%
27.90%
29.45%
32.39%
28.23%
29.80%
28.82%
29.06%
27.68%
26.55%
28.10%
28.39%
28.62%
28.52%
27.94%
31.67%
31.68%
31.11%
29.45%
32.34%
34.51%
35.95%
32.03%
29.63%
31.35%
31.31%
33.30%
32.39%
29.78%
34.42%
34.66%
36.00%
38.93%
34.66%
33.45%
33.05%
32.65%
32.96%
32.80%
34.57%
35.09%
36.40%
35.69%
37.45%
39.62%
40.57%
40.90%
44.35%
43.10%
46.66%
34.41%
32.90%
32.53%
31.89%