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Brightstar Lottery PLC BRSL

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Market datapartial · fetched 2026-10-22T09:21:15.243Z

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 and implied move: recorded expiration-specific observations.

History data

PriceAlpaca · sip · 2026-10-21T23:15:56.68432033Z

FundamentalsAlpha Vantage · unavailable

Share price$9.23
1D-6.5%
AH$9.13$9.33$9.53$9.73$9.925:30 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$0.00$1.76$3.52$5.29$7.05$5.64$7.58$9.52$11.47$13.4120Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive BRSL spot · $9.23BRSL PRICE$0.16$0.17$0.80$1.06$0.98$0.89$0.81$0.73$0.64$1.22$1.95$2.69$1.57$0.47$0.47$0.46$0.46$0.47$0.95$1.43$1.91$2.39$2.98$2.31$6.54
PutsExpensive2.26×
CallsExpensive2.65×
SkewBullish-22.51 pp
Implied moveBearish±$2.24
TiltBearish20.8% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ11.6170.4%27.5%7.12138.4%27.9%
25Δ10.5651.6%16.3%7.60117.5%22.7%
30Δ15.40212.1%75.5%8.0796.6%17.5%
35Δ15.82246.8%82.9%8.5575.7%12.3%
40Δ14.50208.4%67.8%9.0256.5%7.4%
45Δ13.19170.1%52.6%9.4974.0%7.5%
50Δ11.88131.7%37.5%9.9691.6%7.6%
55Δ10.5793.3%22.4%10.42109.1%7.8%
60Δ9.2655.0%7.2%10.89126.6%7.9%
65Δ8.5383.2%5.6%11.56135.2%7.0%
70Δ7.95127.7%7.3%11.2190.6%3.6%
75Δ7.37172.2%8.9%15.25186.4%5.6%
80Δ7.9476.6%3.1%

20Δ

Calls
Pseudo strike
11.61
IV
70.4%
B/E move
27.5%
Puts
Pseudo strike
7.12
IV
138.4%
B/E move
27.9%

25Δ

Calls
Pseudo strike
10.56
IV
51.6%
B/E move
16.3%
Puts
Pseudo strike
7.60
IV
117.5%
B/E move
22.7%

30Δ

Calls
Pseudo strike
15.40
IV
212.1%
B/E move
75.5%
Puts
Pseudo strike
8.07
IV
96.6%
B/E move
17.5%

35Δ

Calls
Pseudo strike
15.82
IV
246.8%
B/E move
82.9%
Puts
Pseudo strike
8.55
IV
75.7%
B/E move
12.3%

40Δ

Calls
Pseudo strike
14.50
IV
208.4%
B/E move
67.8%
Puts
Pseudo strike
9.02
IV
56.5%
B/E move
7.4%

45Δ

Calls
Pseudo strike
13.19
IV
170.1%
B/E move
52.6%
Puts
Pseudo strike
9.49
IV
74.0%
B/E move
7.5%

50Δ

Calls
Pseudo strike
11.88
IV
131.7%
B/E move
37.5%
Puts
Pseudo strike
9.96
IV
91.6%
B/E move
7.6%

55Δ

Calls
Pseudo strike
10.57
IV
93.3%
B/E move
22.4%
Puts
Pseudo strike
10.42
IV
109.1%
B/E move
7.8%

60Δ

Calls
Pseudo strike
9.26
IV
55.0%
B/E move
7.2%
Puts
Pseudo strike
10.89
IV
126.6%
B/E move
7.9%

65Δ

Calls
Pseudo strike
8.53
IV
83.2%
B/E move
5.6%
Puts
Pseudo strike
11.56
IV
135.2%
B/E move
7.0%

70Δ

Calls
Pseudo strike
7.95
IV
127.7%
B/E move
7.3%
Puts
Pseudo strike
11.21
IV
90.6%
B/E move
3.6%

75Δ

Calls
Pseudo strike
7.37
IV
172.2%
B/E move
8.9%
Puts
Pseudo strike
15.25
IV
186.4%
B/E move
5.6%

80Δ

Calls
Pseudo strike
7.94
IV
76.6%
B/E move
3.1%
Puts
Pseudo strike
IV
B/E move

Options history

No recorded observations