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Brightstar Lottery PLC BRSL

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Market datapartial · fetched 2026-11-12T03:16:15.410Z

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 · 2026-11-12T00:00:00.002179917Z

FundamentalsAlpha Vantage · unavailable

Share price$10.28
1D+5.0%
AH$9.67$9.85$10.02$10.19$10.375:30 AM6:30 AM9:00 AM1:00 PM2:00 PMBRSL
Sold putSold callAH

Brightstar Lottery PLC options

Live interpolated BRSL call and put midpoint premiums by absolute delta.Brightstar Lottery PLC$0.11$0.80$1.48$2.17$2.85$8.73$9.48$10.24$10.99$11.7420Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ25Δ C unavailable: no unambiguous, price-consistent delta bracketC —30Δ C unavailable: no unambiguous, price-consistent delta bracketC —35Δ C unavailable: no unambiguous, price-consistent delta bracketC —40Δ C unavailable: no unambiguous, price-consistent delta bracketC —60Δ P unavailable: no unambiguous, price-consistent delta bracketP —75Δ P unavailable: no unambiguous, price-consistent delta bracketP —80Δ P unavailable: no unambiguous, price-consistent delta bracketP —OPTION PRICELive BRSL spot · $10.28BRSL PRICE$0.50$0.19$0.21$0.23$0.24$0.26$0.28$0.30$0.32$0.20$0.27$0.34$0.41$0.49$0.70$0.91$1.12$2.34$2.66
Puts——
Calls——
Skew——
Implied moveBearish±$1.12
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ17.80326.0%78.0%9.1497.8%13.0%
25Δ9.3697.7%11.5%
30Δ9.5897.7%10.1%
35Δ9.8097.6%8.7%
40Δ10.0298.3%7.3%
45Δ10.6140.1%5.0%10.29107.2%6.8%
50Δ10.5337.5%4.4%10.55116.2%6.3%
55Δ10.4434.8%3.8%10.81125.1%5.8%
60Δ10.3632.2%3.1%
65Δ10.2729.5%2.5%12.02186.5%5.8%
70Δ10.1926.9%1.9%12.46182.3%4.7%
75Δ10.1124.2%1.2%
80Δ10.0221.6%0.6%

20Δ

Calls
Pseudo strike
17.80
IV
326.0%
B/E move
78.0%
Puts
Pseudo strike
9.14
IV
97.8%
B/E move
13.0%

25Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
9.36
IV
97.7%
B/E move
11.5%

30Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
9.58
IV
97.7%
B/E move
10.1%

35Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
9.80
IV
97.6%
B/E move
8.7%

40Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
10.02
IV
98.3%
B/E move
7.3%

45Δ

Calls
Pseudo strike
10.61
IV
40.1%
B/E move
5.0%
Puts
Pseudo strike
10.29
IV
107.2%
B/E move
6.8%

50Δ

Calls
Pseudo strike
10.53
IV
37.5%
B/E move
4.4%
Puts
Pseudo strike
10.55
IV
116.2%
B/E move
6.3%

55Δ

Calls
Pseudo strike
10.44
IV
34.8%
B/E move
3.8%
Puts
Pseudo strike
10.81
IV
125.1%
B/E move
5.8%

60Δ

Calls
Pseudo strike
10.36
IV
32.2%
B/E move
3.1%
Puts
Pseudo strike
IV
B/E move

65Δ

Calls
Pseudo strike
10.27
IV
29.5%
B/E move
2.5%
Puts
Pseudo strike
12.02
IV
186.5%
B/E move
5.8%

70Δ

Calls
Pseudo strike
10.19
IV
26.9%
B/E move
1.9%
Puts
Pseudo strike
12.46
IV
182.3%
B/E move
4.7%

75Δ

Calls
Pseudo strike
10.11
IV
24.2%
B/E move
1.2%
Puts
Pseudo strike
IV
B/E move

80Δ

Calls
Pseudo strike
10.02
IV
21.6%
B/E move
0.6%
Puts
Pseudo strike
IV
B/E move

Options history

IV · four-Friday blend60.75%
Daily EOD
BRSL42.6%68.9%95.2%2026-10-19: 54.85%2026-10-20: 49.43%2026-10-21: 76.20%2026-10-22: 51.40%2026-10-23: 46.24%2026-10-26: 61.55%2026-10-27: 75.07%2026-10-28: 91.61%2026-10-29: 60.97%2026-10-30: 60.75%Oct 19Oct 23Oct 30
10 observations2026-10-19 — 2026-10-30
Table
DateIV (%)
54.85%
49.43%
76.20%
51.40%
46.24%
61.55%
75.07%
91.61%
60.97%
60.75%