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Elbit Systems Ltd. Ordinary Shares ESLT

i

Market datapartial · fetched 2026-11-11T15:50:59.888Z

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 · 2026-11-11T15:25:44.542070316Z

FundamentalsAlpha Vantage · unavailable

Share price$725.00
1D-1.3%
$723$727$731$735$7385:30 AM6:30 AM9:00 AM1:00 PMESLT
Sold putSold call

Elbit Systems Ltd. Ordinary Shares options

Live interpolated ESLT call and put midpoint premiums by absolute delta.Elbit Systems Ltd. Ordinary Shares$6.07$24.03$41.99$59.95$77.91$625.34$674.72$724.10$773.48$822.8620Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive ESLT spot · $725.00ESLT PRICE$8.01$10.62$13.56$16.77$20.46$24.56$28.90$34.21$39.65$45.30$52.46$61.51$72.74$8.98$11.96$15.36$18.10$21.98$26.45$30.83$35.96$41.13$46.65$53.13$60.41$69.61
PutsCheap0.91×
CallsExpensive1.24×
SkewBullish-5.08 pp
Implied moveBearish±$59.72
TiltBalanced1.4% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ796.2466.0%10.9%667.7767.0%9.1%
25Δ782.2365.7%9.4%679.8666.8%7.9%
30Δ770.3566.0%8.1%690.5167.0%6.9%
35Δ759.4066.1%7.1%701.7363.7%5.7%
40Δ749.3866.9%6.2%711.0863.8%5.0%
45Δ739.6367.7%5.4%720.2064.3%4.3%
50Δ729.8267.9%4.7%729.3263.6%3.7%
55Δ720.0869.3%4.0%738.5163.5%3.1%
60Δ710.1069.6%3.4%747.5962.6%2.6%
65Δ700.0869.2%2.8%756.7061.4%2.1%
70Δ689.2669.8%2.3%766.3360.6%1.6%
75Δ677.0071.4%1.9%776.4559.6%1.2%
80Δ662.7873.5%1.4%788.1559.1%0.9%

20Δ

Calls
Pseudo strike
796.24
IV
66.0%
B/E move
10.9%
Puts
Pseudo strike
667.77
IV
67.0%
B/E move
9.1%

25Δ

Calls
Pseudo strike
782.23
IV
65.7%
B/E move
9.4%
Puts
Pseudo strike
679.86
IV
66.8%
B/E move
7.9%

30Δ

Calls
Pseudo strike
770.35
IV
66.0%
B/E move
8.1%
Puts
Pseudo strike
690.51
IV
67.0%
B/E move
6.9%

35Δ

Calls
Pseudo strike
759.40
IV
66.1%
B/E move
7.1%
Puts
Pseudo strike
701.73
IV
63.7%
B/E move
5.7%

40Δ

Calls
Pseudo strike
749.38
IV
66.9%
B/E move
6.2%
Puts
Pseudo strike
711.08
IV
63.8%
B/E move
5.0%

45Δ

Calls
Pseudo strike
739.63
IV
67.7%
B/E move
5.4%
Puts
Pseudo strike
720.20
IV
64.3%
B/E move
4.3%

50Δ

Calls
Pseudo strike
729.82
IV
67.9%
B/E move
4.7%
Puts
Pseudo strike
729.32
IV
63.6%
B/E move
3.7%

55Δ

Calls
Pseudo strike
720.08
IV
69.3%
B/E move
4.0%
Puts
Pseudo strike
738.51
IV
63.5%
B/E move
3.1%

60Δ

Calls
Pseudo strike
710.10
IV
69.6%
B/E move
3.4%
Puts
Pseudo strike
747.59
IV
62.6%
B/E move
2.6%

65Δ

Calls
Pseudo strike
700.08
IV
69.2%
B/E move
2.8%
Puts
Pseudo strike
756.70
IV
61.4%
B/E move
2.1%

70Δ

Calls
Pseudo strike
689.26
IV
69.8%
B/E move
2.3%
Puts
Pseudo strike
766.33
IV
60.6%
B/E move
1.6%

75Δ

Calls
Pseudo strike
677.00
IV
71.4%
B/E move
1.9%
Puts
Pseudo strike
776.45
IV
59.6%
B/E move
1.2%

80Δ

Calls
Pseudo strike
662.78
IV
73.5%
B/E move
1.4%
Puts
Pseudo strike
788.15
IV
59.1%
B/E move
0.9%

Options history

IV · four-Friday blend42.47%
Daily close
ESLT34.5%38.9%43.3%2026-08-13: 39.72%2026-08-14: 38.43%2026-08-17: 40.12%2026-08-18: 39.25%2026-08-19: 41.65%2026-08-20: 40.95%2026-08-21: 39.17%2026-08-24: 39.71%2026-08-25: 39.61%2026-08-26: 36.38%2026-08-27: 37.01%2026-08-28: 35.52%2026-08-31: 35.78%2026-09-01: 36.52%2026-09-02: 35.94%2026-09-03: 35.23%2026-09-04: 35.09%2026-09-08: 37.73%2026-09-09: 38.34%2026-09-10: 38.14%2026-09-11: 36.23%2026-09-14: 38.46%2026-09-15: 38.32%2026-09-16: 38.48%2026-09-17: 38.61%2026-09-18: 38.30%2026-09-21: 38.61%2026-09-22: 38.44%2026-09-23: 37.35%2026-09-24: 37.46%2026-09-25: 37.43%2026-09-28: 37.89%2026-09-29: 37.48%2026-09-30: 37.52%2026-10-01: 36.49%2026-10-02: 36.81%2026-10-05: 36.48%2026-10-06: 36.99%2026-10-07: 37.27%2026-10-08: 37.45%2026-10-09: 36.17%2026-10-12: 37.90%2026-10-13: 39.97%2026-10-14: 41.50%2026-10-15: 42.69%2026-10-20: 40.69%2026-10-21: 39.77%2026-10-22: 40.54%2026-10-23: 40.86%2026-10-26: 41.18%2026-10-27: 40.73%2026-10-28: 40.93%2026-10-29: 41.37%2026-10-30: 42.47%Aug 13Sep 21Oct 30
54 observations2026-08-13 — 2026-10-30
Table
DateIV (%)
39.72%
38.43%
40.12%
39.25%
41.65%
40.95%
39.17%
39.71%
39.61%
36.38%
37.01%
35.52%
35.78%
36.52%
35.94%
35.23%
35.09%
37.73%
38.34%
38.14%
36.23%
38.46%
38.32%
38.48%
38.61%
38.30%
38.61%
38.44%
37.35%
37.46%
37.43%
37.89%
37.48%
37.52%
36.49%
36.81%
36.48%
36.99%
37.27%
37.45%
36.17%
37.90%
39.97%
41.50%
42.69%
40.69%
39.77%
40.54%
40.86%
41.18%
40.73%
40.93%
41.37%
42.47%