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Las Vegas Sands Corp LVS

CONSUMER CYCLICAL · RESORTS & CASINOS
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Market dataready · fetched 2026-10-16T00:18:25.166Z

Delta surfaceAlpaca · derived absolute-delta buckets · 2026-11-20

Calculation methodology

PriceAlpaca · sip · 2026-10-15T23:25:16.147409487Z

FundamentalsAlpha Vantage · quarter 2026-06-30 · fetched 2026-10-16T00:18:24.571717+00:00

Share price$38.40
1D+3.0%
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$0.16$2.69$5.21$7.74$10.26$31.25$34.60$37.95$41.30$44.6520Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive LVS spot · $38.40LVS PRICE$0.44$0.61$0.79$0.96$1.15$1.41$1.66$1.91$2.17$2.52$2.93$3.33$3.74$0.68$0.89$1.12$1.35$1.61$2.04$2.47$2.89$3.48$4.19$4.90$7.27$9.54
PutsExpensive1.42×
CallsExpensive1.14×
SkewBearish+13.66 pp
Implied moveBearish±$4.13
TiltBearish28.5% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ42.3733.5%11.5%34.3746.4%12.3%
25Δ41.7534.0%10.3%35.3045.8%10.4%
30Δ41.1334.5%9.2%36.0744.7%9.0%
35Δ40.5135.0%8.0%36.8443.6%7.6%
40Δ39.9035.4%6.9%37.6042.9%6.3%
45Δ39.3535.4%6.1%38.3043.9%5.6%
50Δ38.8035.5%5.4%39.0045.0%4.8%
55Δ38.2535.6%4.6%39.7046.1%4.1%
60Δ37.7135.6%3.8%40.5447.4%3.5%
65Δ37.1235.5%3.2%41.4748.7%2.9%
70Δ36.5235.3%2.7%42.4050.1%2.3%
75Δ35.9135.1%2.2%44.8959.7%2.0%
80Δ35.3134.9%1.7%47.2868.5%1.7%

20Δ

Calls
Pseudo strike
42.37
IV
33.5%
B/E move
11.5%
Puts
Pseudo strike
34.37
IV
46.4%
B/E move
12.3%

25Δ

Calls
Pseudo strike
41.75
IV
34.0%
B/E move
10.3%
Puts
Pseudo strike
35.30
IV
45.8%
B/E move
10.4%

30Δ

Calls
Pseudo strike
41.13
IV
34.5%
B/E move
9.2%
Puts
Pseudo strike
36.07
IV
44.7%
B/E move
9.0%

35Δ

Calls
Pseudo strike
40.51
IV
35.0%
B/E move
8.0%
Puts
Pseudo strike
36.84
IV
43.6%
B/E move
7.6%

40Δ

Calls
Pseudo strike
39.90
IV
35.4%
B/E move
6.9%
Puts
Pseudo strike
37.60
IV
42.9%
B/E move
6.3%

45Δ

Calls
Pseudo strike
39.35
IV
35.4%
B/E move
6.1%
Puts
Pseudo strike
38.30
IV
43.9%
B/E move
5.6%

50Δ

Calls
Pseudo strike
38.80
IV
35.5%
B/E move
5.4%
Puts
Pseudo strike
39.00
IV
45.0%
B/E move
4.8%

55Δ

Calls
Pseudo strike
38.25
IV
35.6%
B/E move
4.6%
Puts
Pseudo strike
39.70
IV
46.1%
B/E move
4.1%

60Δ

Calls
Pseudo strike
37.71
IV
35.6%
B/E move
3.8%
Puts
Pseudo strike
40.54
IV
47.4%
B/E move
3.5%

65Δ

Calls
Pseudo strike
37.12
IV
35.5%
B/E move
3.2%
Puts
Pseudo strike
41.47
IV
48.7%
B/E move
2.9%

70Δ

Calls
Pseudo strike
36.52
IV
35.3%
B/E move
2.7%
Puts
Pseudo strike
42.40
IV
50.1%
B/E move
2.3%

75Δ

Calls
Pseudo strike
35.91
IV
35.1%
B/E move
2.2%
Puts
Pseudo strike
44.89
IV
59.7%
B/E move
2.0%

80Δ

Calls
Pseudo strike
35.31
IV
34.9%
B/E move
1.7%
Puts
Pseudo strike
47.28
IV
68.5%
B/E move
1.7%