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Booking Holdings Inc. Common Stock BKNG

CONSUMER CYCLICAL · TRAVEL SERVICES
i

Market dataready · fetched 2026-11-06T21:08:01.063Z

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 · 2026-11-06T21:07:26.79616237Z

FundamentalsAlpha Vantage · ready · quarter 2026-09-30 · fetched 2026-11-06T21:08:00.263183+00:00

Share price$160.96
1D-3.0%
AH$160$162$164$166$1685:30 AM6:30 AM9:00 AM1:00 PM2:00 PMBKNG
Sold putSold callAH

Booking Holdings Inc. Common Stock options

Live interpolated BKNG call and put midpoint premiums by absolute delta.Booking Holdings Inc. Common Stock$0.52$3.90$7.29$10.68$14.07$144.18$153.94$163.69$173.45$183.2120Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive BKNG spot · $160.96BKNG PRICE$0.88$1.22$1.64$2.06$2.52$2.99$3.92$4.85$6.49$7.40$7.67$8.70$13.09$1.25$1.57$1.85$2.26$2.95$3.62$4.08$4.60$6.48$7.13$7.31$7.50$8.40
PutsCheap0.76×
CallsCheap0.56×
SkewBullish-2.37 pp
Implied moveBearish±$8.00
TiltBullish3.6% CALL
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ168.3736.5%5.1%152.5348.8%6.0%
25Δ166.8236.2%4.4%154.6245.7%4.9%
30Δ165.8538.4%4.1%156.3942.4%4.0%
35Δ164.8540.3%3.7%157.8841.1%3.3%
40Δ163.6740.6%3.2%158.9943.7%3.1%
45Δ162.4940.8%2.8%160.1146.0%2.8%
50Δ161.2844.8%2.6%161.3344.1%2.3%
55Δ160.0748.7%2.5%162.5742.6%1.9%
60Δ158.3156.4%2.4%164.4750.9%1.8%
65Δ156.8856.8%2.1%165.6049.5%1.5%
70Δ155.7451.0%1.5%166.4344.4%1.1%
75Δ154.0849.7%1.1%167.2639.3%0.7%
80Δ149.7466.5%1.2%168.5737.5%0.5%

20Δ

Calls
Pseudo strike
168.37
IV
36.5%
B/E move
5.1%
Puts
Pseudo strike
152.53
IV
48.8%
B/E move
6.0%

25Δ

Calls
Pseudo strike
166.82
IV
36.2%
B/E move
4.4%
Puts
Pseudo strike
154.62
IV
45.7%
B/E move
4.9%

30Δ

Calls
Pseudo strike
165.85
IV
38.4%
B/E move
4.1%
Puts
Pseudo strike
156.39
IV
42.4%
B/E move
4.0%

35Δ

Calls
Pseudo strike
164.85
IV
40.3%
B/E move
3.7%
Puts
Pseudo strike
157.88
IV
41.1%
B/E move
3.3%

40Δ

Calls
Pseudo strike
163.67
IV
40.6%
B/E move
3.2%
Puts
Pseudo strike
158.99
IV
43.7%
B/E move
3.1%

45Δ

Calls
Pseudo strike
162.49
IV
40.8%
B/E move
2.8%
Puts
Pseudo strike
160.11
IV
46.0%
B/E move
2.8%

50Δ

Calls
Pseudo strike
161.28
IV
44.8%
B/E move
2.6%
Puts
Pseudo strike
161.33
IV
44.1%
B/E move
2.3%

55Δ

Calls
Pseudo strike
160.07
IV
48.7%
B/E move
2.5%
Puts
Pseudo strike
162.57
IV
42.6%
B/E move
1.9%

60Δ

Calls
Pseudo strike
158.31
IV
56.4%
B/E move
2.4%
Puts
Pseudo strike
164.47
IV
50.9%
B/E move
1.8%

65Δ

Calls
Pseudo strike
156.88
IV
56.8%
B/E move
2.1%
Puts
Pseudo strike
165.60
IV
49.5%
B/E move
1.5%

70Δ

Calls
Pseudo strike
155.74
IV
51.0%
B/E move
1.5%
Puts
Pseudo strike
166.43
IV
44.4%
B/E move
1.1%

75Δ

Calls
Pseudo strike
154.08
IV
49.7%
B/E move
1.1%
Puts
Pseudo strike
167.26
IV
39.3%
B/E move
0.7%

80Δ

Calls
Pseudo strike
149.74
IV
66.5%
B/E move
1.2%
Puts
Pseudo strike
168.57
IV
37.5%
B/E move
0.5%

Options history

IV · four-Friday blend54.62%
Daily close
BKNG28.5%42.9%57.3%2026-08-10: 33.36%2026-08-11: 33.57%2026-08-12: 33.15%2026-08-13: 33.18%2026-08-14: 33.34%2026-08-17: 33.87%2026-08-18: 32.97%2026-08-19: 34.19%2026-08-20: 30.47%2026-08-21: 31.15%2026-08-24: 32.27%2026-08-25: 34.06%2026-08-26: 34.43%2026-08-27: 38.90%2026-08-28: 33.06%2026-08-31: 34.73%2026-09-01: 34.29%2026-09-02: 36.01%2026-09-03: 32.56%2026-09-04: 31.47%2026-09-08: 42.00%2026-09-10: 41.70%2026-09-11: 31.98%2026-09-14: 38.51%2026-09-15: 43.55%2026-09-16: 38.53%2026-09-17: 44.10%2026-09-18: 35.19%2026-09-21: 39.56%2026-09-22: 42.53%2026-09-23: 41.36%2026-09-24: 41.80%2026-09-25: 39.74%2026-09-28: 41.85%2026-09-29: 44.73%2026-09-30: 42.70%2026-10-01: 43.22%2026-10-02: 36.38%2026-10-05: 40.50%2026-10-06: 44.79%2026-10-07: 48.01%2026-10-08: 43.28%2026-10-09: 42.15%2026-10-12: 42.37%2026-10-13: 38.21%2026-10-14: 47.35%2026-10-15: 41.38%2026-10-16: 38.80%2026-10-19: 46.03%2026-10-20: 43.14%2026-10-21: 46.69%2026-10-22: 53.81%2026-10-23: 49.61%2026-10-26: 55.32%2026-10-27: 52.27%2026-10-28: 52.64%2026-10-29: 50.87%2026-10-30: 54.62%Aug 10Sep 21Oct 30
58 observations2026-08-10 — 2026-10-30
Table
DateIV (%)
33.36%
33.57%
33.15%
33.18%
33.34%
33.87%
32.97%
34.19%
30.47%
31.15%
32.27%
34.06%
34.43%
38.90%
33.06%
34.73%
34.29%
36.01%
32.56%
31.47%
42.00%
41.70%
31.98%
38.51%
43.55%
38.53%
44.10%
35.19%
39.56%
42.53%
41.36%
41.80%
39.74%
41.85%
44.73%
42.70%
43.22%
36.38%
40.50%
44.79%
48.01%
43.28%
42.15%
42.37%
38.21%
47.35%
41.38%
38.80%
46.03%
43.14%
46.69%
53.81%
49.61%
55.32%
52.27%
52.64%
50.87%
54.62%