Share price$4.09
1D-2.8%
Sold putSold callAH
Borr Drilling Limited BORR
i
Market datapartial · fetched 2026-10-22T22:06:37.214Z
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 · 2026-10-22T21:35:30.561466015Z
FundamentalsAlpha Vantage · unavailable
Borr Drilling Limited options
PutsExpensive1.29×
CallsFair0.96×
SkewBearish+28.43 pp
Implied moveBearish±$0.69
TiltBearish6.9% PUT
Table
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 4.96 | 70.5% | 23.4% | 2.32 | 264.6% | 47.5% |
| 25Δ | 4.84 | 70.5% | 21.3% | 2.72 | 215.3% | 37.9% |
| 30Δ | 4.72 | 70.6% | 19.2% | 3.13 | 166.0% | 28.3% |
| 35Δ | 4.59 | 70.6% | 17.1% | 3.53 | 116.8% | 18.7% |
| 40Δ | 4.47 | 70.7% | 15.0% | 3.94 | 67.5% | 9.1% |
| 45Δ | 4.35 | 70.7% | 12.9% | 4.10 | 60.6% | 7.0% |
| 50Δ | 4.22 | 70.8% | 10.8% | 4.21 | 61.0% | 6.3% |
| 55Δ | 4.10 | 70.8% | 8.6% | 4.33 | 61.4% | 5.5% |
| 60Δ | 3.97 | 71.5% | 6.8% | 4.44 | 61.8% | 4.7% |
| 65Δ | 3.81 | 74.9% | 5.9% | 4.56 | 62.2% | 4.0% |
| 70Δ | 3.65 | 78.3% | 5.1% | 4.67 | 62.6% | 3.2% |
| 75Δ | 3.50 | 81.7% | 4.2% | 4.79 | 63.0% | 2.4% |
| 80Δ | 3.34 | 85.1% | 3.3% | 4.90 | 63.4% | 1.7% |
20Δ
- Pseudo strike
- 4.96
- IV
- 70.5%
- B/E move
- 23.4%
- Pseudo strike
- 2.32
- IV
- 264.6%
- B/E move
- 47.5%
25Δ
- Pseudo strike
- 4.84
- IV
- 70.5%
- B/E move
- 21.3%
- Pseudo strike
- 2.72
- IV
- 215.3%
- B/E move
- 37.9%
30Δ
- Pseudo strike
- 4.72
- IV
- 70.6%
- B/E move
- 19.2%
- Pseudo strike
- 3.13
- IV
- 166.0%
- B/E move
- 28.3%
35Δ
- Pseudo strike
- 4.59
- IV
- 70.6%
- B/E move
- 17.1%
- Pseudo strike
- 3.53
- IV
- 116.8%
- B/E move
- 18.7%
40Δ
- Pseudo strike
- 4.47
- IV
- 70.7%
- B/E move
- 15.0%
- Pseudo strike
- 3.94
- IV
- 67.5%
- B/E move
- 9.1%
45Δ
- Pseudo strike
- 4.35
- IV
- 70.7%
- B/E move
- 12.9%
- Pseudo strike
- 4.10
- IV
- 60.6%
- B/E move
- 7.0%
50Δ
- Pseudo strike
- 4.22
- IV
- 70.8%
- B/E move
- 10.8%
- Pseudo strike
- 4.21
- IV
- 61.0%
- B/E move
- 6.3%
55Δ
- Pseudo strike
- 4.10
- IV
- 70.8%
- B/E move
- 8.6%
- Pseudo strike
- 4.33
- IV
- 61.4%
- B/E move
- 5.5%
60Δ
- Pseudo strike
- 3.97
- IV
- 71.5%
- B/E move
- 6.8%
- Pseudo strike
- 4.44
- IV
- 61.8%
- B/E move
- 4.7%
65Δ
- Pseudo strike
- 3.81
- IV
- 74.9%
- B/E move
- 5.9%
- Pseudo strike
- 4.56
- IV
- 62.2%
- B/E move
- 4.0%
70Δ
- Pseudo strike
- 3.65
- IV
- 78.3%
- B/E move
- 5.1%
- Pseudo strike
- 4.67
- IV
- 62.6%
- B/E move
- 3.2%
75Δ
- Pseudo strike
- 3.50
- IV
- 81.7%
- B/E move
- 4.2%
- Pseudo strike
- 4.79
- IV
- 63.0%
- B/E move
- 2.4%
80Δ
- Pseudo strike
- 3.34
- IV
- 85.1%
- B/E move
- 3.3%
- Pseudo strike
- 4.90
- IV
- 63.4%
- B/E move
- 1.7%
Options history
Table
| Date | IV |
|---|---|
| 64.11% | |
| 65.12% |