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EchoStar Corporation Common Stock ECHO

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Market dataready · fetched 2026-11-10T22:30:16.241Z

Delta surfaceAlpaca · derived absolute-delta buckets · 2026-11-13

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 · 2026-11-10T21:43:22.40948043Z

FundamentalsSEC EDGAR · ready · as of 2026-09-30 · fetched 2026-11-10T22:30:15.433766+00:00

Share price$103.43
1D+4.5%
AH$99$100$102$104$1055:30 AM6:30 AM9:00 AM1:00 PM2:00 PMECHO
Sold putSold callAH

EchoStar Corporation Common Stock options

Live interpolated ECHO call and put midpoint premiums by absolute delta.EchoStar Corporation Common Stock$0.50$3.24$5.99$8.73$11.48$-0.12$0.19$0.50$0.81$1.1220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ50Δ C unavailable: no unambiguous, price-consistent delta bracketC —OPTION PRICEECHO PRICE$0.83$1.09$1.52$1.78$2.31$3.08$3.97$4.48$5.36$6.33$7.91$10.68$0.80$1.16$1.22$1.52$1.74$2.10$2.39$2.72$3.09$3.42$3.77$4.13$4.48
PutsExpensive1.39×
Calls——
Skew——
Implied move——
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ110.3681.1%7.5%98.0574.2%6.0%
25Δ108.6477.2%6.1%98.8279.6%5.6%
30Δ108.1587.4%6.0%100.4766.0%4.0%
35Δ106.8383.7%5.0%101.2466.8%3.6%
40Δ105.9990.5%4.7%102.1462.9%2.9%
45Δ105.11102.0%4.6%102.8963.5%2.6%
50Δ103.6161.7%2.1%
55Δ102.7496.5%3.2%104.3260.0%1.8%
60Δ101.6093.5%2.6%105.0258.9%1.4%
65Δ100.3897.9%2.2%105.6656.5%1.2%
70Δ99.02101.1%1.9%106.2854.0%0.9%
75Δ97.18110.5%1.6%106.8851.5%0.7%
80Δ94.24131.7%1.4%107.4448.1%0.5%

20Δ

Calls
Pseudo strike
110.36
IV
81.1%
B/E move
7.5%
Puts
Pseudo strike
98.05
IV
74.2%
B/E move
6.0%

25Δ

Calls
Pseudo strike
108.64
IV
77.2%
B/E move
6.1%
Puts
Pseudo strike
98.82
IV
79.6%
B/E move
5.6%

30Δ

Calls
Pseudo strike
108.15
IV
87.4%
B/E move
6.0%
Puts
Pseudo strike
100.47
IV
66.0%
B/E move
4.0%

35Δ

Calls
Pseudo strike
106.83
IV
83.7%
B/E move
5.0%
Puts
Pseudo strike
101.24
IV
66.8%
B/E move
3.6%

40Δ

Calls
Pseudo strike
105.99
IV
90.5%
B/E move
4.7%
Puts
Pseudo strike
102.14
IV
62.9%
B/E move
2.9%

45Δ

Calls
Pseudo strike
105.11
IV
102.0%
B/E move
4.6%
Puts
Pseudo strike
102.89
IV
63.5%
B/E move
2.6%

50Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
103.61
IV
61.7%
B/E move
2.1%

55Δ

Calls
Pseudo strike
102.74
IV
96.5%
B/E move
3.2%
Puts
Pseudo strike
104.32
IV
60.0%
B/E move
1.8%

60Δ

Calls
Pseudo strike
101.60
IV
93.5%
B/E move
2.6%
Puts
Pseudo strike
105.02
IV
58.9%
B/E move
1.4%

65Δ

Calls
Pseudo strike
100.38
IV
97.9%
B/E move
2.2%
Puts
Pseudo strike
105.66
IV
56.5%
B/E move
1.2%

70Δ

Calls
Pseudo strike
99.02
IV
101.1%
B/E move
1.9%
Puts
Pseudo strike
106.28
IV
54.0%
B/E move
0.9%

75Δ

Calls
Pseudo strike
97.18
IV
110.5%
B/E move
1.6%
Puts
Pseudo strike
106.88
IV
51.5%
B/E move
0.7%

80Δ

Calls
Pseudo strike
94.24
IV
131.7%
B/E move
1.4%
Puts
Pseudo strike
107.44
IV
48.1%
B/E move
0.5%

Options history

IV · four-Friday blend70.75%
Daily close
ECHO36.0%56.4%76.8%2026-08-12: 54.97%2026-08-13: 50.76%2026-08-14: 47.19%2026-08-17: 50.01%2026-08-18: 49.88%2026-08-19: 51.38%2026-08-20: 53.32%2026-08-21: 43.03%2026-08-24: 48.65%2026-08-25: 47.29%2026-08-26: 46.63%2026-08-27: 44.42%2026-08-28: 41.52%2026-08-31: 43.57%2026-09-01: 43.40%2026-09-02: 40.01%2026-09-03: 45.29%2026-09-04: 40.10%2026-09-08: 50.63%2026-09-09: 46.62%2026-09-10: 46.49%2026-09-11: 41.71%2026-09-14: 43.96%2026-09-15: 47.74%2026-09-16: 47.42%2026-09-17: 43.71%2026-09-18: 41.33%2026-09-21: 42.68%2026-09-22: 42.96%2026-09-23: 47.63%2026-09-24: 48.49%2026-09-25: 40.46%2026-09-28: 45.06%2026-09-29: 41.97%2026-09-30: 43.24%2026-10-01: 44.70%2026-10-02: 38.77%2026-10-05: 44.19%2026-10-06: 47.49%2026-10-07: 44.69%2026-10-08: 52.22%2026-10-09: 42.62%2026-10-12: 47.82%2026-10-13: 49.50%2026-10-14: 54.92%2026-10-15: 59.82%2026-10-16: 60.58%2026-10-19: 60.69%2026-10-20: 58.99%2026-10-21: 53.34%2026-10-22: 63.63%2026-10-23: 54.53%2026-10-26: 57.37%2026-10-27: 57.13%2026-10-28: 70.94%2026-10-29: 74.03%2026-10-30: 70.75%Aug 12Sep 22Oct 30
57 observations2026-08-12 — 2026-10-30
Table
DateIV (%)
54.97%
50.76%
47.19%
50.01%
49.88%
51.38%
53.32%
43.03%
48.65%
47.29%
46.63%
44.42%
41.52%
43.57%
43.40%
40.01%
45.29%
40.10%
50.63%
46.62%
46.49%
41.71%
43.96%
47.74%
47.42%
43.71%
41.33%
42.68%
42.96%
47.63%
48.49%
40.46%
45.06%
41.97%
43.24%
44.70%
38.77%
44.19%
47.49%
44.69%
52.22%
42.62%
47.82%
49.50%
54.92%
59.82%
60.58%
60.69%
58.99%
53.34%
63.63%
54.53%
57.37%
57.13%
70.94%
74.03%
70.75%