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Las Vegas Sands Corp LVS

CONSUMER CYCLICAL · RESORTS & CASINOS
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Market dataready · fetched 2026-10-15T20:04:12.686Z

Delta surfaceAlpaca · derived absolute-delta buckets · 2026-10-16

Calculation methodology

PriceAlpaca · sip · 2026-10-15T20:00:03.328618359Z

FundamentalsAlpha Vantage · quarter 2026-06-30 · fetched 2026-10-15T20:04:12.055486+00:00

Share price$38.32
1D+3.9%
AH$36.58$37.06$37.54$38.02$38.505:30 AM6:30 AM9:00 AM1:00 PM2:00 PMLVS
Sold putSold callAH

Las Vegas Sands Corp options

Live interpolated LVS call and put midpoint premiums by absolute delta.Las Vegas Sands Corp$0.00$2.83$5.66$8.48$11.31$36.08$37.24$38.40$39.56$40.7220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔATM · $38.32OPTION PRICELive LVS spot · $38.32LVS PRICE$0.57$0.58$0.56$0.39$0.23$0.26$0.31$0.37$0.43$0.48$1.04$1.81$2.57$0.15$0.15$0.18$0.22$0.28$0.35$0.42$0.48$0.57$0.67$0.77$2.76$10.49
PutsExpensive2.80×
CallsExpensive1.63×
SkewBullish-8.06 pp
Implied moveBearish±$0.73
TiltBearish29.1% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ43.75276.0%15.7%37.2468.5%3.2%
25Δ41.42203.9%9.6%37.6648.9%2.1%
30Δ40.29160.1%6.6%37.8247.4%1.8%
35Δ39.45101.3%4.0%37.9845.9%1.5%
40Δ38.6042.6%1.3%38.1046.8%1.3%
45Δ38.4236.1%0.9%38.2347.9%1.2%
50Δ38.3236.8%0.8%38.3549.1%1.0%
55Δ38.2237.5%0.7%38.4750.3%0.9%
60Δ38.1338.2%0.6%38.6150.9%0.7%
65Δ38.0338.9%0.5%38.7551.2%0.6%
70Δ37.4863.5%0.5%38.9051.5%0.5%
75Δ36.7598.1%0.6%40.63156.6%1.2%
80Δ36.01132.7%0.7%47.92445.7%2.3%

20Δ

Calls
Pseudo strike
43.75
IV
276.0%
B/E move
15.7%
Puts
Pseudo strike
37.24
IV
68.5%
B/E move
3.2%

25Δ

Calls
Pseudo strike
41.42
IV
203.9%
B/E move
9.6%
Puts
Pseudo strike
37.66
IV
48.9%
B/E move
2.1%

30Δ

Calls
Pseudo strike
40.29
IV
160.1%
B/E move
6.6%
Puts
Pseudo strike
37.82
IV
47.4%
B/E move
1.8%

35Δ

Calls
Pseudo strike
39.45
IV
101.3%
B/E move
4.0%
Puts
Pseudo strike
37.98
IV
45.9%
B/E move
1.5%

40Δ

Calls
Pseudo strike
38.60
IV
42.6%
B/E move
1.3%
Puts
Pseudo strike
38.10
IV
46.8%
B/E move
1.3%

45Δ

Calls
Pseudo strike
38.42
IV
36.1%
B/E move
0.9%
Puts
Pseudo strike
38.23
IV
47.9%
B/E move
1.2%

50Δ

Calls
Pseudo strike
38.32
IV
36.8%
B/E move
0.8%
Puts
Pseudo strike
38.35
IV
49.1%
B/E move
1.0%

55Δ

Calls
Pseudo strike
38.22
IV
37.5%
B/E move
0.7%
Puts
Pseudo strike
38.47
IV
50.3%
B/E move
0.9%

60Δ

Calls
Pseudo strike
38.13
IV
38.2%
B/E move
0.6%
Puts
Pseudo strike
38.61
IV
50.9%
B/E move
0.7%

65Δ

Calls
Pseudo strike
38.03
IV
38.9%
B/E move
0.5%
Puts
Pseudo strike
38.75
IV
51.2%
B/E move
0.6%

70Δ

Calls
Pseudo strike
37.48
IV
63.5%
B/E move
0.5%
Puts
Pseudo strike
38.90
IV
51.5%
B/E move
0.5%

75Δ

Calls
Pseudo strike
36.75
IV
98.1%
B/E move
0.6%
Puts
Pseudo strike
40.63
IV
156.6%
B/E move
1.2%

80Δ

Calls
Pseudo strike
36.01
IV
132.7%
B/E move
0.7%
Puts
Pseudo strike
47.92
IV
445.7%
B/E move
2.3%