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Berkshire Hathaway Inc BRK.B

FINANCIAL SERVICES · INSURANCE - DIVERSIFIED
i

Market dataready · fetched 2026-10-21T17:02:07.755Z

Delta surfaceAlpaca · derived absolute-delta buckets · 2026-10-23

Calculation methodology

Options historyIV: ThetaData daily EOD, 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 data

PriceAlpaca · sip · 2026-10-21T17:02:05.320538834Z

FundamentalsAlpha Vantage · ready · quarter 2026-06-30

Share price$542.67
1D+0.7%
$538$540$541$542$5445:30 AM6:30 AM9:00 AM1:00 PMBRK.B
Sold putSold call

Berkshire Hathaway Inc options

Live interpolated BRK.B call and put midpoint premiums by absolute delta.Berkshire Hathaway Inc$0.54$2.43$4.32$6.22$8.11$527.97$534.51$541.05$547.59$554.1220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive BRK.B spot · $542.67BRK.B PRICE$0.74$0.98$1.22$1.47$1.78$2.13$2.47$2.82$3.16$3.51$3.85$4.84$5.84$0.77$1.01$1.24$1.56$1.99$2.41$2.83$3.26$3.68$4.40$5.46$6.51$7.56
PutsExpensive1.21×
CallsCheap0.65×
SkewBearish+2.11 pp
Implied moveBearish±$5.30
TiltBearish10.2% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ548.3214.6%1.2%537.0015.7%1.2%
25Δ547.3114.7%1.0%538.1915.6%1.0%
30Δ546.3014.8%0.9%539.3715.4%0.8%
35Δ545.2914.9%0.8%540.3915.4%0.7%
40Δ544.4714.8%0.7%541.2315.5%0.6%
45Δ543.7214.5%0.6%542.0615.7%0.6%
50Δ542.9814.2%0.5%542.9015.8%0.5%
55Δ542.2313.9%0.4%543.7315.9%0.4%
60Δ541.4913.7%0.4%544.5716.0%0.3%
65Δ540.7413.4%0.3%545.6216.4%0.3%
70Δ540.0013.1%0.2%546.9217.1%0.2%
75Δ538.8213.4%0.2%548.2217.9%0.2%
80Δ537.6413.6%0.1%549.5218.6%0.1%

20Δ

Calls
Pseudo strike
548.32
IV
14.6%
B/E move
1.2%
Puts
Pseudo strike
537.00
IV
15.7%
B/E move
1.2%

25Δ

Calls
Pseudo strike
547.31
IV
14.7%
B/E move
1.0%
Puts
Pseudo strike
538.19
IV
15.6%
B/E move
1.0%

30Δ

Calls
Pseudo strike
546.30
IV
14.8%
B/E move
0.9%
Puts
Pseudo strike
539.37
IV
15.4%
B/E move
0.8%

35Δ

Calls
Pseudo strike
545.29
IV
14.9%
B/E move
0.8%
Puts
Pseudo strike
540.39
IV
15.4%
B/E move
0.7%

40Δ

Calls
Pseudo strike
544.47
IV
14.8%
B/E move
0.7%
Puts
Pseudo strike
541.23
IV
15.5%
B/E move
0.6%

45Δ

Calls
Pseudo strike
543.72
IV
14.5%
B/E move
0.6%
Puts
Pseudo strike
542.06
IV
15.7%
B/E move
0.6%

50Δ

Calls
Pseudo strike
542.98
IV
14.2%
B/E move
0.5%
Puts
Pseudo strike
542.90
IV
15.8%
B/E move
0.5%

55Δ

Calls
Pseudo strike
542.23
IV
13.9%
B/E move
0.4%
Puts
Pseudo strike
543.73
IV
15.9%
B/E move
0.4%

60Δ

Calls
Pseudo strike
541.49
IV
13.7%
B/E move
0.4%
Puts
Pseudo strike
544.57
IV
16.0%
B/E move
0.3%

65Δ

Calls
Pseudo strike
540.74
IV
13.4%
B/E move
0.3%
Puts
Pseudo strike
545.62
IV
16.4%
B/E move
0.3%

70Δ

Calls
Pseudo strike
540.00
IV
13.1%
B/E move
0.2%
Puts
Pseudo strike
546.92
IV
17.1%
B/E move
0.2%

75Δ

Calls
Pseudo strike
538.82
IV
13.4%
B/E move
0.2%
Puts
Pseudo strike
548.22
IV
17.9%
B/E move
0.2%

80Δ

Calls
Pseudo strike
537.64
IV
13.6%
B/E move
0.1%
Puts
Pseudo strike
549.52
IV
18.6%
B/E move
0.1%

Options history

BRK.B11.1915.5419.892026-07-23: 17.75%2026-07-24: 17.08%2026-07-27: 18.38%2026-07-28: 19.29%2026-07-29: 19.29%2026-07-30: 18.52%2026-07-31: 16.59%2026-08-03: 16.63%2026-08-04: 17.19%2026-08-05: 17.58%2026-08-06: 18.81%2026-08-07: 18.17%2026-08-10: 15.49%2026-08-11: 15.06%2026-08-12: 14.32%2026-08-13: 14.33%2026-08-14: 12.67%2026-08-17: 14.07%2026-08-18: 14.08%2026-08-19: 14.03%2026-08-20: 14.26%2026-08-21: 13.04%2026-08-24: 13.73%2026-08-25: 14.18%2026-08-26: 13.37%2026-08-27: 13.51%2026-08-28: 12.88%2026-08-31: 13.62%2026-09-01: 14.18%2026-09-02: 13.64%2026-09-03: 13.13%2026-09-04: 12.72%2026-09-08: 14.67%2026-09-09: 14.64%2026-09-10: 14.52%2026-09-11: 12.99%2026-09-14: 14.22%2026-09-15: 14.65%2026-09-16: 14.87%2026-09-17: 14.84%2026-09-18: 13.79%2026-09-21: 14.53%2026-09-22: 14.39%2026-09-23: 14.26%2026-09-24: 14.35%2026-09-25: 12.65%2026-09-28: 14.43%2026-09-29: 14.28%2026-09-30: 14.56%2026-10-01: 14.04%2026-10-02: 12.85%2026-10-05: 13.11%2026-10-06: 13.09%2026-10-07: 12.72%2026-10-08: 12.81%2026-10-09: 11.79%2026-10-12: 12.84%2026-10-13: 13.02%2026-10-14: 14.55%2026-10-16: 13.51%2026-10-19: 13.93%2026-10-20: 14.91%Jul 23Oct 20
Table
DateIV
17.75%
17.08%
18.38%
19.29%
19.29%
18.52%
16.59%
16.63%
17.19%
17.58%
18.81%
18.17%
15.49%
15.06%
14.32%
14.33%
12.67%
14.07%
14.08%
14.03%
14.26%
13.04%
13.73%
14.18%
13.37%
13.51%
12.88%
13.62%
14.18%
13.64%
13.13%
12.72%
14.67%
14.64%
14.52%
12.99%
14.22%
14.65%
14.87%
14.84%
13.79%
14.53%
14.39%
14.26%
14.35%
12.65%
14.43%
14.28%
14.56%
14.04%
12.85%
13.11%
13.09%
12.72%
12.81%
11.79%
12.84%
13.02%
14.55%
13.51%
13.93%
14.91%