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LyondellBasell Industries N.V. Class A LYB

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Market datapartial · fetched 2026-10-22T15:53:58.673Z

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 · 2026-10-22T15:53:57.244338985Z

FundamentalsAlpha Vantage · unavailable

Share price$63.61
1D-1.4%
$63.06$63.49$63.92$64.35$64.785:30 AM6:30 AM9:00 AM1:00 PMLYB
Sold putSold call

LyondellBasell Industries N.V. Class A options

Live interpolated LYB call and put midpoint premiums by absolute delta.LyondellBasell Industries N.V. Class A$0.57$2.62$4.68$6.73$8.79$53.96$58.77$63.59$68.41$73.2220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive LYB spot · $63.61LYB PRICE$0.79$1.05$1.34$1.65$2.01$2.37$2.86$3.38$3.93$4.61$5.30$6.21$7.16$0.97$1.24$1.57$2.00$2.42$2.88$3.35$3.88$4.62$5.36$6.14$6.92$8.19
PutsExpensive1.13×
CallsExpensive1.13×
SkewNeutral+0.23 pp
Implied moveBearish±$6.21
TiltBearish7.5% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ71.0241.7%12.9%57.7245.5%10.8%
25Δ69.5141.1%10.9%59.1043.6%9.1%
30Δ68.3441.3%9.5%60.3442.6%7.6%
35Δ67.2241.4%8.3%61.3343.2%6.7%
40Δ66.2141.5%7.3%62.3243.8%5.8%
45Δ65.2141.6%6.3%63.2943.5%5.0%
50Δ64.2442.3%5.5%64.2743.0%4.2%
55Δ63.2843.2%4.8%65.2742.7%3.5%
60Δ62.3044.0%4.1%66.3643.3%2.9%
65Δ61.2344.6%3.5%67.4543.9%2.4%
70Δ60.1645.3%2.9%68.5543.1%1.9%
75Δ58.9145.9%2.4%69.6642.3%1.4%
80Δ57.6346.5%1.8%71.2142.7%0.9%

20Δ

Calls
Pseudo strike
71.02
IV
41.7%
B/E move
12.9%
Puts
Pseudo strike
57.72
IV
45.5%
B/E move
10.8%

25Δ

Calls
Pseudo strike
69.51
IV
41.1%
B/E move
10.9%
Puts
Pseudo strike
59.10
IV
43.6%
B/E move
9.1%

30Δ

Calls
Pseudo strike
68.34
IV
41.3%
B/E move
9.5%
Puts
Pseudo strike
60.34
IV
42.6%
B/E move
7.6%

35Δ

Calls
Pseudo strike
67.22
IV
41.4%
B/E move
8.3%
Puts
Pseudo strike
61.33
IV
43.2%
B/E move
6.7%

40Δ

Calls
Pseudo strike
66.21
IV
41.5%
B/E move
7.3%
Puts
Pseudo strike
62.32
IV
43.8%
B/E move
5.8%

45Δ

Calls
Pseudo strike
65.21
IV
41.6%
B/E move
6.3%
Puts
Pseudo strike
63.29
IV
43.5%
B/E move
5.0%

50Δ

Calls
Pseudo strike
64.24
IV
42.3%
B/E move
5.5%
Puts
Pseudo strike
64.27
IV
43.0%
B/E move
4.2%

55Δ

Calls
Pseudo strike
63.28
IV
43.2%
B/E move
4.8%
Puts
Pseudo strike
65.27
IV
42.7%
B/E move
3.5%

60Δ

Calls
Pseudo strike
62.30
IV
44.0%
B/E move
4.1%
Puts
Pseudo strike
66.36
IV
43.3%
B/E move
2.9%

65Δ

Calls
Pseudo strike
61.23
IV
44.6%
B/E move
3.5%
Puts
Pseudo strike
67.45
IV
43.9%
B/E move
2.4%

70Δ

Calls
Pseudo strike
60.16
IV
45.3%
B/E move
2.9%
Puts
Pseudo strike
68.55
IV
43.1%
B/E move
1.9%

75Δ

Calls
Pseudo strike
58.91
IV
45.9%
B/E move
2.4%
Puts
Pseudo strike
69.66
IV
42.3%
B/E move
1.4%

80Δ

Calls
Pseudo strike
57.63
IV
46.5%
B/E move
1.8%
Puts
Pseudo strike
71.21
IV
42.7%
B/E move
0.9%

Options history

No recorded observations