Share price$65.81
1D+2.0%
Sold putSold callAH
Ball Corporation BALL
i
Market datapartial · fetched 2026-10-23T06:12:55.595Z
Delta surfaceAlpaca · derived absolute-delta buckets · 2026-11-20
Calculation methodologyOptions 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 and implied move: recorded expiration-specific observations.
History dataPriceAlpaca · sip · 2026-10-22T23:00:00.002894949Z
FundamentalsAlpha Vantage · unavailable
Ball Corporation options
PutsExpensive1.31×
CallsExpensive1.11×
SkewBearish+3.09 pp
Implied moveBearish±$5.10
TiltBearish11.4% PUT
Table
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 71.42 | 31.5% | 9.5% | 60.89 | 36.2% | 8.7% |
| 25Δ | 70.35 | 31.7% | 8.2% | 61.96 | 36.1% | 7.4% |
| 30Δ | 69.46 | 32.0% | 7.2% | 62.93 | 35.8% | 6.4% |
| 35Δ | 68.65 | 32.4% | 6.4% | 63.81 | 35.3% | 5.5% |
| 40Δ | 67.84 | 32.8% | 5.6% | 64.69 | 34.8% | 4.6% |
| 45Δ | 67.05 | 33.2% | 4.9% | 65.53 | 34.7% | 3.9% |
| 50Δ | 66.28 | 33.5% | 4.3% | 66.33 | 34.7% | 3.4% |
| 55Δ | 65.51 | 33.9% | 3.7% | 67.14 | 34.8% | 2.8% |
| 60Δ | 64.73 | 34.1% | 3.2% | 68.04 | 35.3% | 2.3% |
| 65Δ | 63.93 | 33.8% | 2.7% | 69.03 | 36.1% | 1.9% |
| 70Δ | 63.12 | 33.4% | 2.2% | 70.02 | 37.0% | 1.5% |
| 75Δ | 62.28 | 33.1% | 1.7% | 71.34 | 37.9% | 1.2% |
| 80Δ | 61.31 | 32.8% | 1.4% | 72.88 | 39.6% | 0.8% |
20Δ
- Pseudo strike
- 71.42
- IV
- 31.5%
- B/E move
- 9.5%
- Pseudo strike
- 60.89
- IV
- 36.2%
- B/E move
- 8.7%
25Δ
- Pseudo strike
- 70.35
- IV
- 31.7%
- B/E move
- 8.2%
- Pseudo strike
- 61.96
- IV
- 36.1%
- B/E move
- 7.4%
30Δ
- Pseudo strike
- 69.46
- IV
- 32.0%
- B/E move
- 7.2%
- Pseudo strike
- 62.93
- IV
- 35.8%
- B/E move
- 6.4%
35Δ
- Pseudo strike
- 68.65
- IV
- 32.4%
- B/E move
- 6.4%
- Pseudo strike
- 63.81
- IV
- 35.3%
- B/E move
- 5.5%
40Δ
- Pseudo strike
- 67.84
- IV
- 32.8%
- B/E move
- 5.6%
- Pseudo strike
- 64.69
- IV
- 34.8%
- B/E move
- 4.6%
45Δ
- Pseudo strike
- 67.05
- IV
- 33.2%
- B/E move
- 4.9%
- Pseudo strike
- 65.53
- IV
- 34.7%
- B/E move
- 3.9%
50Δ
- Pseudo strike
- 66.28
- IV
- 33.5%
- B/E move
- 4.3%
- Pseudo strike
- 66.33
- IV
- 34.7%
- B/E move
- 3.4%
55Δ
- Pseudo strike
- 65.51
- IV
- 33.9%
- B/E move
- 3.7%
- Pseudo strike
- 67.14
- IV
- 34.8%
- B/E move
- 2.8%
60Δ
- Pseudo strike
- 64.73
- IV
- 34.1%
- B/E move
- 3.2%
- Pseudo strike
- 68.04
- IV
- 35.3%
- B/E move
- 2.3%
65Δ
- Pseudo strike
- 63.93
- IV
- 33.8%
- B/E move
- 2.7%
- Pseudo strike
- 69.03
- IV
- 36.1%
- B/E move
- 1.9%
70Δ
- Pseudo strike
- 63.12
- IV
- 33.4%
- B/E move
- 2.2%
- Pseudo strike
- 70.02
- IV
- 37.0%
- B/E move
- 1.5%
75Δ
- Pseudo strike
- 62.28
- IV
- 33.1%
- B/E move
- 1.7%
- Pseudo strike
- 71.34
- IV
- 37.9%
- B/E move
- 1.2%
80Δ
- Pseudo strike
- 61.31
- IV
- 32.8%
- B/E move
- 1.4%
- Pseudo strike
- 72.88
- IV
- 39.6%
- B/E move
- 0.8%
Options history
Table
| Date | IV |
|---|---|
| 29.16% | |
| 29.80% |