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Elbit Systems Ltd. Ordinary Shares ESLT

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Market datapartial · fetched 2026-10-22T12:46:03.461Z

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 · 2026-10-21T20:00:06.896806697Z

FundamentalsAlpha Vantage · unavailable

Share price$742.72
1D-0.1%
AH$737$740$743$745$7485:30 AM6:30 AM9:00 AM1:00 PM2:00 PMESLT
Sold putSold callAH

Elbit Systems Ltd. Ordinary Shares options

Live interpolated ESLT call and put midpoint premiums by absolute delta.Elbit Systems Ltd. Ordinary Shares$7.17$30.88$54.60$78.31$102.02$628.41$685.94$743.48$801.01$858.5520Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive ESLT spot · $742.72ESLT PRICE$9.74$12.72$16.34$20.34$24.22$29.17$34.49$40.05$46.08$53.35$61.76$71.35$83.57$10.89$14.66$18.26$22.59$27.47$32.86$38.36$45.52$52.67$60.70$70.00$81.48$95.18
PutsExpensive1.28×
CallsFair1.01×
SkewBullish-1.50 pp
Implied moveBearish±$72.84
TiltBearish6.3% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ833.6844.1%13.6%676.4743.9%10.4%
25Δ814.9243.2%11.4%690.4744.0%9.0%
30Δ800.7443.6%10.0%704.3442.9%7.6%
35Δ787.6244.0%8.8%716.3942.7%6.6%
40Δ774.4543.5%7.5%727.8842.8%5.7%
45Δ762.5644.1%6.6%739.1942.9%4.9%
50Δ750.9544.6%5.8%750.4242.5%4.1%
55Δ739.1844.5%4.9%762.0943.1%3.5%
60Δ727.4344.4%4.1%773.8542.9%2.9%
65Δ715.3444.8%3.5%786.1242.7%2.3%
70Δ702.4745.2%2.9%799.2342.6%1.8%
75Δ688.7545.6%2.3%814.1342.8%1.4%
80Δ672.8446.5%1.8%831.0042.9%0.9%

20Δ

Calls
Pseudo strike
833.68
IV
44.1%
B/E move
13.6%
Puts
Pseudo strike
676.47
IV
43.9%
B/E move
10.4%

25Δ

Calls
Pseudo strike
814.92
IV
43.2%
B/E move
11.4%
Puts
Pseudo strike
690.47
IV
44.0%
B/E move
9.0%

30Δ

Calls
Pseudo strike
800.74
IV
43.6%
B/E move
10.0%
Puts
Pseudo strike
704.34
IV
42.9%
B/E move
7.6%

35Δ

Calls
Pseudo strike
787.62
IV
44.0%
B/E move
8.8%
Puts
Pseudo strike
716.39
IV
42.7%
B/E move
6.6%

40Δ

Calls
Pseudo strike
774.45
IV
43.5%
B/E move
7.5%
Puts
Pseudo strike
727.88
IV
42.8%
B/E move
5.7%

45Δ

Calls
Pseudo strike
762.56
IV
44.1%
B/E move
6.6%
Puts
Pseudo strike
739.19
IV
42.9%
B/E move
4.9%

50Δ

Calls
Pseudo strike
750.95
IV
44.6%
B/E move
5.8%
Puts
Pseudo strike
750.42
IV
42.5%
B/E move
4.1%

55Δ

Calls
Pseudo strike
739.18
IV
44.5%
B/E move
4.9%
Puts
Pseudo strike
762.09
IV
43.1%
B/E move
3.5%

60Δ

Calls
Pseudo strike
727.43
IV
44.4%
B/E move
4.1%
Puts
Pseudo strike
773.85
IV
42.9%
B/E move
2.9%

65Δ

Calls
Pseudo strike
715.34
IV
44.8%
B/E move
3.5%
Puts
Pseudo strike
786.12
IV
42.7%
B/E move
2.3%

70Δ

Calls
Pseudo strike
702.47
IV
45.2%
B/E move
2.9%
Puts
Pseudo strike
799.23
IV
42.6%
B/E move
1.8%

75Δ

Calls
Pseudo strike
688.75
IV
45.6%
B/E move
2.3%
Puts
Pseudo strike
814.13
IV
42.8%
B/E move
1.4%

80Δ

Calls
Pseudo strike
672.84
IV
46.5%
B/E move
1.8%
Puts
Pseudo strike
831.00
IV
42.9%
B/E move
0.9%

Options history

No recorded observations