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Borr Drilling Limited BORR

i

Market datapartial · fetched 2026-11-12T02:51:47.819Z

Delta surfaceAlpaca · derived absolute-delta buckets · 2026-11-20

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 · 2026-11-12T00:00:00.002468539Z

FundamentalsAlpha Vantage · unavailable

Share price$3.34
1D+2.1%
AH$3.22$3.28$3.35$3.41$3.475:30 AM6:30 AM9:00 AM1:00 PM2:00 PMBORR
Sold putSold callAH

Borr Drilling Limited options

Live interpolated BORR call and put midpoint premiums by absolute delta.Borr Drilling Limited$0.06$0.20$0.35$0.50$0.65$1.23$1.95$2.68$3.40$4.1320Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ80Δ C unavailable: no unambiguous, price-consistent delta bracketC —OPTION PRICELive BORR spot · $3.34BORR PRICE$0.07$0.10$0.13$0.15$0.18$0.21$0.24$0.26$0.29$0.32$0.35$0.37$0.20$0.24$0.27$0.30$0.34$0.37$0.40$0.44$0.47$0.51$0.54$0.57$0.61
PutsExpensive3.40×
Calls——
Skew——
Implied moveBearish±$0.64
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ3.8891.0%18.2%1.54556.1%60.0%
25Δ3.8091.0%16.8%1.72522.5%55.7%
30Δ3.7390.9%15.4%1.89488.9%51.5%
35Δ3.6690.8%14.1%2.07455.3%47.3%
40Δ3.5890.7%12.7%2.24421.7%43.0%
45Δ3.5190.6%11.3%2.41388.1%38.8%
50Δ3.4490.6%10.0%2.59354.6%34.6%
55Δ3.3690.5%8.6%2.76321.0%30.3%
60Δ3.2990.4%7.2%2.94287.4%26.1%
65Δ3.2290.3%5.9%3.11253.8%21.9%
70Δ3.1490.3%4.5%3.29220.2%17.7%
75Δ3.0790.2%3.1%3.46186.6%13.4%
80Δ3.64153.0%9.2%

20Δ

Calls
Pseudo strike
3.88
IV
91.0%
B/E move
18.2%
Puts
Pseudo strike
1.54
IV
556.1%
B/E move
60.0%

25Δ

Calls
Pseudo strike
3.80
IV
91.0%
B/E move
16.8%
Puts
Pseudo strike
1.72
IV
522.5%
B/E move
55.7%

30Δ

Calls
Pseudo strike
3.73
IV
90.9%
B/E move
15.4%
Puts
Pseudo strike
1.89
IV
488.9%
B/E move
51.5%

35Δ

Calls
Pseudo strike
3.66
IV
90.8%
B/E move
14.1%
Puts
Pseudo strike
2.07
IV
455.3%
B/E move
47.3%

40Δ

Calls
Pseudo strike
3.58
IV
90.7%
B/E move
12.7%
Puts
Pseudo strike
2.24
IV
421.7%
B/E move
43.0%

45Δ

Calls
Pseudo strike
3.51
IV
90.6%
B/E move
11.3%
Puts
Pseudo strike
2.41
IV
388.1%
B/E move
38.8%

50Δ

Calls
Pseudo strike
3.44
IV
90.6%
B/E move
10.0%
Puts
Pseudo strike
2.59
IV
354.6%
B/E move
34.6%

55Δ

Calls
Pseudo strike
3.36
IV
90.5%
B/E move
8.6%
Puts
Pseudo strike
2.76
IV
321.0%
B/E move
30.3%

60Δ

Calls
Pseudo strike
3.29
IV
90.4%
B/E move
7.2%
Puts
Pseudo strike
2.94
IV
287.4%
B/E move
26.1%

65Δ

Calls
Pseudo strike
3.22
IV
90.3%
B/E move
5.9%
Puts
Pseudo strike
3.11
IV
253.8%
B/E move
21.9%

70Δ

Calls
Pseudo strike
3.14
IV
90.3%
B/E move
4.5%
Puts
Pseudo strike
3.29
IV
220.2%
B/E move
17.7%

75Δ

Calls
Pseudo strike
3.07
IV
90.2%
B/E move
3.1%
Puts
Pseudo strike
3.46
IV
186.6%
B/E move
13.4%

80Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
3.64
IV
153.0%
B/E move
9.2%

Options history

IV · four-Friday blend71.73%
Daily EOD
BORR63.3%69.2%75.1%2026-10-19: 67.19%2026-10-20: 64.11%2026-10-21: 65.12%2026-10-22: 64.88%2026-10-23: 70.07%2026-10-26: 65.69%2026-10-27: 68.34%2026-10-28: 71.70%2026-10-29: 74.29%2026-10-30: 71.73%Oct 19Oct 23Oct 30
10 observations2026-10-19 — 2026-10-30
Table
DateIV (%)
67.19%
64.11%
65.12%
64.88%
70.07%
65.69%
68.34%
71.70%
74.29%
71.73%