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LyondellBasell Industries NV LYB

BASIC MATERIALS · SPECIALTY CHEMICALS
i

Market dataready · fetched 2026-10-22T21:21:50.135Z

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 · 2026-10-22T21:09:06.402394033Z

FundamentalsAlpha Vantage · ready · quarter 2026-06-30 · fetched 2026-10-22T21:15:44.288596+00:00

Share price$65.37
1D+1.6%
AH$62.99$63.67$64.34$65.01$65.695:30 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$0.53$3.20$5.86$8.53$11.19$54.21$59.48$64.76$70.04$75.3120Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive LYB spot · $65.37LYB PRICE$0.82$1.11$1.42$1.75$2.09$2.48$2.93$3.37$3.98$4.60$5.35$6.23$7.02$0.99$1.31$1.66$2.05$2.48$2.91$3.46$4.02$4.72$5.53$6.54$7.83$10.43
PutsExpensive1.18×
CallsExpensive1.14×
SkewBearish+1.63 pp
Implied moveBearish±$6.39
TiltBearish11.1% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ72.9241.6%12.8%59.3644.9%10.7%
25Δ71.6442.4%11.3%60.7044.3%9.1%
30Δ70.4142.9%9.9%61.8844.0%7.9%
35Δ69.2442.8%8.6%62.9943.7%6.8%
40Δ68.1142.4%7.4%64.0243.4%5.8%
45Δ67.0442.2%6.4%65.0643.1%4.9%
50Δ66.0542.3%5.5%66.0743.0%4.2%
55Δ65.0642.5%4.7%67.0842.9%3.5%
60Δ64.0342.9%4.0%68.1743.2%2.9%
65Δ63.0043.4%3.4%69.3343.7%2.4%
70Δ61.8744.1%2.8%70.6644.7%1.9%
75Δ60.6544.8%2.3%72.2446.2%1.5%
80Δ59.5243.9%1.8%75.0352.2%1.2%

20Δ

Calls
Pseudo strike
72.92
IV
41.6%
B/E move
12.8%
Puts
Pseudo strike
59.36
IV
44.9%
B/E move
10.7%

25Δ

Calls
Pseudo strike
71.64
IV
42.4%
B/E move
11.3%
Puts
Pseudo strike
60.70
IV
44.3%
B/E move
9.1%

30Δ

Calls
Pseudo strike
70.41
IV
42.9%
B/E move
9.9%
Puts
Pseudo strike
61.88
IV
44.0%
B/E move
7.9%

35Δ

Calls
Pseudo strike
69.24
IV
42.8%
B/E move
8.6%
Puts
Pseudo strike
62.99
IV
43.7%
B/E move
6.8%

40Δ

Calls
Pseudo strike
68.11
IV
42.4%
B/E move
7.4%
Puts
Pseudo strike
64.02
IV
43.4%
B/E move
5.8%

45Δ

Calls
Pseudo strike
67.04
IV
42.2%
B/E move
6.4%
Puts
Pseudo strike
65.06
IV
43.1%
B/E move
4.9%

50Δ

Calls
Pseudo strike
66.05
IV
42.3%
B/E move
5.5%
Puts
Pseudo strike
66.07
IV
43.0%
B/E move
4.2%

55Δ

Calls
Pseudo strike
65.06
IV
42.5%
B/E move
4.7%
Puts
Pseudo strike
67.08
IV
42.9%
B/E move
3.5%

60Δ

Calls
Pseudo strike
64.03
IV
42.9%
B/E move
4.0%
Puts
Pseudo strike
68.17
IV
43.2%
B/E move
2.9%

65Δ

Calls
Pseudo strike
63.00
IV
43.4%
B/E move
3.4%
Puts
Pseudo strike
69.33
IV
43.7%
B/E move
2.4%

70Δ

Calls
Pseudo strike
61.87
IV
44.1%
B/E move
2.8%
Puts
Pseudo strike
70.66
IV
44.7%
B/E move
1.9%

75Δ

Calls
Pseudo strike
60.65
IV
44.8%
B/E move
2.3%
Puts
Pseudo strike
72.24
IV
46.2%
B/E move
1.5%

80Δ

Calls
Pseudo strike
59.52
IV
43.9%
B/E move
1.8%
Puts
Pseudo strike
75.03
IV
52.2%
B/E move
1.2%

Options history

No recorded observations