Share price$4.10
1D-2.8%
Sold putSold callAH
Borr Drilling Limited BORR
i
Market datapartial · fetched 2026-10-22T23:49:24.421Z
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 · 2026-10-22T23:01:15.456116992Z
FundamentalsAlpha Vantage · unavailable
Borr Drilling Limited options
PutsExpensive1.29×
CallsCheap0.94×
SkewBearish+30.35 pp
Implied moveBearish±$0.70
TiltBearish9.2% PUT
Table
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 4.97 | 69.8% | 23.2% | 2.34 | 263.1% | 47.1% |
| 25Δ | 4.84 | 69.8% | 21.1% | 2.75 | 213.2% | 37.4% |
| 30Δ | 4.72 | 69.8% | 19.0% | 3.16 | 163.2% | 27.7% |
| 35Δ | 4.60 | 69.7% | 16.9% | 3.57 | 113.3% | 18.1% |
| 40Δ | 4.48 | 69.7% | 14.8% | 3.98 | 63.3% | 8.4% |
| 45Δ | 4.35 | 69.6% | 12.8% | 4.11 | 61.8% | 7.2% |
| 50Δ | 4.23 | 69.6% | 10.7% | 4.23 | 62.4% | 6.4% |
| 55Δ | 4.11 | 69.6% | 8.6% | 4.35 | 63.1% | 5.6% |
| 60Δ | 3.98 | 69.8% | 6.6% | 4.46 | 63.7% | 4.8% |
| 65Δ | 3.83 | 72.6% | 5.8% | 4.58 | 64.4% | 4.0% |
| 70Δ | 3.68 | 75.3% | 4.9% | 4.70 | 65.0% | 3.2% |
| 75Δ | 3.52 | 78.0% | 4.1% | 4.82 | 65.7% | 2.4% |
| 80Δ | 3.37 | 80.8% | 3.2% | 4.94 | 66.3% | 1.7% |
20Δ
- Pseudo strike
- 4.97
- IV
- 69.8%
- B/E move
- 23.2%
- Pseudo strike
- 2.34
- IV
- 263.1%
- B/E move
- 47.1%
25Δ
- Pseudo strike
- 4.84
- IV
- 69.8%
- B/E move
- 21.1%
- Pseudo strike
- 2.75
- IV
- 213.2%
- B/E move
- 37.4%
30Δ
- Pseudo strike
- 4.72
- IV
- 69.8%
- B/E move
- 19.0%
- Pseudo strike
- 3.16
- IV
- 163.2%
- B/E move
- 27.7%
35Δ
- Pseudo strike
- 4.60
- IV
- 69.7%
- B/E move
- 16.9%
- Pseudo strike
- 3.57
- IV
- 113.3%
- B/E move
- 18.1%
40Δ
- Pseudo strike
- 4.48
- IV
- 69.7%
- B/E move
- 14.8%
- Pseudo strike
- 3.98
- IV
- 63.3%
- B/E move
- 8.4%
45Δ
- Pseudo strike
- 4.35
- IV
- 69.6%
- B/E move
- 12.8%
- Pseudo strike
- 4.11
- IV
- 61.8%
- B/E move
- 7.2%
50Δ
- Pseudo strike
- 4.23
- IV
- 69.6%
- B/E move
- 10.7%
- Pseudo strike
- 4.23
- IV
- 62.4%
- B/E move
- 6.4%
55Δ
- Pseudo strike
- 4.11
- IV
- 69.6%
- B/E move
- 8.6%
- Pseudo strike
- 4.35
- IV
- 63.1%
- B/E move
- 5.6%
60Δ
- Pseudo strike
- 3.98
- IV
- 69.8%
- B/E move
- 6.6%
- Pseudo strike
- 4.46
- IV
- 63.7%
- B/E move
- 4.8%
65Δ
- Pseudo strike
- 3.83
- IV
- 72.6%
- B/E move
- 5.8%
- Pseudo strike
- 4.58
- IV
- 64.4%
- B/E move
- 4.0%
70Δ
- Pseudo strike
- 3.68
- IV
- 75.3%
- B/E move
- 4.9%
- Pseudo strike
- 4.70
- IV
- 65.0%
- B/E move
- 3.2%
75Δ
- Pseudo strike
- 3.52
- IV
- 78.0%
- B/E move
- 4.1%
- Pseudo strike
- 4.82
- IV
- 65.7%
- B/E move
- 2.4%
80Δ
- Pseudo strike
- 3.37
- IV
- 80.8%
- B/E move
- 3.2%
- Pseudo strike
- 4.94
- IV
- 66.3%
- B/E move
- 1.7%
Options history
Table
| Date | IV |
|---|---|
| 64.11% | |
| 65.12% |