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Pershing Square Inc. PS

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Market datapartial · fetched 2026-10-22T21:23:33.839Z

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 · 2026-10-22T21:20:39.584207888Z

FundamentalsAlpha Vantage · unavailable

Share price$44.77
1D-1.6%
AH$42$43$44$45$475:30 AM6:30 AM9:00 AM1:00 PM2:00 PMPS
Sold putSold callAH

Pershing Square Inc. options

Live interpolated PS call and put midpoint premiums by absolute delta.Pershing Square Inc.$0.30$6.20$12.09$17.99$23.89$29.52$38.00$46.49$54.98$63.4720Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive PS spot · $44.77PS PRICE$1.07$0.93$1.30$1.71$2.12$2.53$2.94$3.37$3.83$4.30$4.76$5.23$5.69$1.51$2.02$2.52$3.00$3.48$3.97$5.23$6.67$8.11$9.84$11.58$15.04$22.19
PutsFair1.03×
CallsCheap0.71×
SkewBearish+34.12 pp
Implied moveBearish±$8.17
TiltBearish41.0% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ59.4992.8%35.3%37.5287.1%19.6%
25Δ50.6554.6%15.2%39.0390.2%17.3%
30Δ49.1753.9%12.7%40.5090.9%15.2%
35Δ48.2756.2%11.6%41.9287.4%13.1%
40Δ47.3758.4%10.5%43.3383.8%11.0%
45Δ46.4760.7%9.5%44.7580.3%8.9%
50Δ45.5763.0%8.4%46.4684.9%7.9%
55Δ44.6663.7%7.3%48.2491.3%7.2%
60Δ43.7361.7%6.2%50.0197.6%6.4%
65Δ42.8059.6%5.2%52.2199.4%5.4%
70Δ41.8857.5%4.2%54.40101.2%4.3%
75Δ40.9555.5%3.1%58.22109.7%3.6%
80Δ40.0253.4%2.1%65.60130.9%3.0%

20Δ

Calls
Pseudo strike
59.49
IV
92.8%
B/E move
35.3%
Puts
Pseudo strike
37.52
IV
87.1%
B/E move
19.6%

25Δ

Calls
Pseudo strike
50.65
IV
54.6%
B/E move
15.2%
Puts
Pseudo strike
39.03
IV
90.2%
B/E move
17.3%

30Δ

Calls
Pseudo strike
49.17
IV
53.9%
B/E move
12.7%
Puts
Pseudo strike
40.50
IV
90.9%
B/E move
15.2%

35Δ

Calls
Pseudo strike
48.27
IV
56.2%
B/E move
11.6%
Puts
Pseudo strike
41.92
IV
87.4%
B/E move
13.1%

40Δ

Calls
Pseudo strike
47.37
IV
58.4%
B/E move
10.5%
Puts
Pseudo strike
43.33
IV
83.8%
B/E move
11.0%

45Δ

Calls
Pseudo strike
46.47
IV
60.7%
B/E move
9.5%
Puts
Pseudo strike
44.75
IV
80.3%
B/E move
8.9%

50Δ

Calls
Pseudo strike
45.57
IV
63.0%
B/E move
8.4%
Puts
Pseudo strike
46.46
IV
84.9%
B/E move
7.9%

55Δ

Calls
Pseudo strike
44.66
IV
63.7%
B/E move
7.3%
Puts
Pseudo strike
48.24
IV
91.3%
B/E move
7.2%

60Δ

Calls
Pseudo strike
43.73
IV
61.7%
B/E move
6.2%
Puts
Pseudo strike
50.01
IV
97.6%
B/E move
6.4%

65Δ

Calls
Pseudo strike
42.80
IV
59.6%
B/E move
5.2%
Puts
Pseudo strike
52.21
IV
99.4%
B/E move
5.4%

70Δ

Calls
Pseudo strike
41.88
IV
57.5%
B/E move
4.2%
Puts
Pseudo strike
54.40
IV
101.2%
B/E move
4.3%

75Δ

Calls
Pseudo strike
40.95
IV
55.5%
B/E move
3.1%
Puts
Pseudo strike
58.22
IV
109.7%
B/E move
3.6%

80Δ

Calls
Pseudo strike
40.02
IV
53.4%
B/E move
2.1%
Puts
Pseudo strike
65.60
IV
130.9%
B/E move
3.0%

Options history

No recorded observations