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LyondellBasell Industries NV LYB

BASIC MATERIALS · SPECIALTY CHEMICALS
i

Market dataready · fetched 2026-10-25T16:31:27.541Z

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 · 2026-10-23T23:00:00.002778454Z

FundamentalsAlpha Vantage · ready · quarter 2026-06-30 · fetched 2026-10-25T16:31:27.799471+00:00

Share price$66.45
1D+1.1%
AH$64.55$65.19$65.83$66.47$67.115:30 AM6:30 AM9:00 AM1:00 PM2:00 PMLYB
Sold putSold callAH

LyondellBasell Industries NV options

Live interpolated LYB call and put midpoint premiums by absolute delta.LyondellBasell Industries NV$0.61$2.84$5.08$7.31$9.55$54.07$59.70$65.33$70.96$76.5920Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive LYB spot · $66.45LYB PRICE$0.85$1.12$1.41$1.70$2.08$2.47$2.91$3.43$3.94$4.64$5.37$6.28$7.31$0.97$1.28$1.64$2.04$2.45$2.96$3.46$4.11$4.84$5.70$6.81$7.87$8.91
PutsExpensive1.49×
CallsExpensive1.25×
SkewBearish+1.20 pp
Implied moveBearish±$6.37
TiltBearish9.9% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ74.3145.0%13.1%60.5145.9%10.4%
25Δ72.7944.9%11.2%61.8145.3%8.9%
30Δ71.4444.1%9.6%63.0045.0%7.7%
35Δ70.1443.1%8.1%64.0545.1%6.7%
40Δ69.1043.3%7.1%65.1045.1%5.7%
45Δ68.0943.6%6.2%66.1145.0%5.0%
50Δ67.0943.9%5.3%67.1245.0%4.2%
55Δ66.1044.2%4.6%68.1945.4%3.6%
60Δ65.1144.6%3.9%69.3046.0%3.0%
65Δ64.0345.3%3.3%70.5246.9%2.5%
70Δ62.9246.0%2.8%71.9348.2%2.0%
75Δ61.6746.8%2.3%73.3148.1%1.5%
80Δ60.3247.7%1.8%74.6847.0%1.0%

20Δ

Calls
Pseudo strike
74.31
IV
45.0%
B/E move
13.1%
Puts
Pseudo strike
60.51
IV
45.9%
B/E move
10.4%

25Δ

Calls
Pseudo strike
72.79
IV
44.9%
B/E move
11.2%
Puts
Pseudo strike
61.81
IV
45.3%
B/E move
8.9%

30Δ

Calls
Pseudo strike
71.44
IV
44.1%
B/E move
9.6%
Puts
Pseudo strike
63.00
IV
45.0%
B/E move
7.7%

35Δ

Calls
Pseudo strike
70.14
IV
43.1%
B/E move
8.1%
Puts
Pseudo strike
64.05
IV
45.1%
B/E move
6.7%

40Δ

Calls
Pseudo strike
69.10
IV
43.3%
B/E move
7.1%
Puts
Pseudo strike
65.10
IV
45.1%
B/E move
5.7%

45Δ

Calls
Pseudo strike
68.09
IV
43.6%
B/E move
6.2%
Puts
Pseudo strike
66.11
IV
45.0%
B/E move
5.0%

50Δ

Calls
Pseudo strike
67.09
IV
43.9%
B/E move
5.3%
Puts
Pseudo strike
67.12
IV
45.0%
B/E move
4.2%

55Δ

Calls
Pseudo strike
66.10
IV
44.2%
B/E move
4.6%
Puts
Pseudo strike
68.19
IV
45.4%
B/E move
3.6%

60Δ

Calls
Pseudo strike
65.11
IV
44.6%
B/E move
3.9%
Puts
Pseudo strike
69.30
IV
46.0%
B/E move
3.0%

65Δ

Calls
Pseudo strike
64.03
IV
45.3%
B/E move
3.3%
Puts
Pseudo strike
70.52
IV
46.9%
B/E move
2.5%

70Δ

Calls
Pseudo strike
62.92
IV
46.0%
B/E move
2.8%
Puts
Pseudo strike
71.93
IV
48.2%
B/E move
2.0%

75Δ

Calls
Pseudo strike
61.67
IV
46.8%
B/E move
2.3%
Puts
Pseudo strike
73.31
IV
48.1%
B/E move
1.5%

80Δ

Calls
Pseudo strike
60.32
IV
47.7%
B/E move
1.8%
Puts
Pseudo strike
74.68
IV
47.0%
B/E move
1.0%

Options history

LYB40.5240.5640.602026-10-23: 40.56%Oct 23Oct 23
Table
DateIV
40.56%