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Pershing Square Inc. PS

FINANCIAL SERVICES · ASSET MANAGEMENT
i

Market dataready · fetched 2026-11-12T00:48:29.404Z

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: equal-weight mean of put minus call IV across those four expirations. IV-implied move history: mean of each expiration’s average call/put IV multiplied by the square root of remaining calendar days divided by 365.25; percentage of spot, not a quoted straddle premium.

History data

PriceAlpaca · sip · 2026-11-12T00:00:00.001795225Z

FundamentalsAlpha Vantage · ready · quarter 2026-09-30 · fetched 2026-11-12T00:48:28.758165+00:00

Share price$44.52
1D-5.5%
AH$43.73$44.70$45.67$46.63$47.605:30 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.$0.27$2.44$4.61$6.78$8.95$30.56$37.20$43.83$50.47$57.1120Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive PS spot · $44.52PS PRICE$0.51$0.67$0.83$0.99$1.16$1.32$1.63$2.08$2.53$2.98$3.44$3.89$4.34$0.66$0.91$1.15$1.40$1.64$1.89$2.14$2.81$3.65$4.48$5.31$6.14$8.33
PutsCheap0.48×
CallsCheap0.43×
SkewBearish+18.02 pp
Implied moveBearish±$3.76
TiltBearish21.1% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ49.1664.8%11.5%40.4775.5%10.6%
25Δ48.4063.5%10.2%41.2074.7%9.5%
30Δ47.6462.1%8.9%41.9273.9%8.4%
35Δ46.8960.8%7.6%42.6473.1%7.4%
40Δ46.1359.4%6.2%43.3672.3%6.3%
45Δ45.3858.1%4.9%44.0971.5%5.2%
50Δ44.6758.0%4.0%44.8170.7%4.1%
55Δ44.0359.2%3.6%45.7574.0%3.6%
60Δ43.3860.3%3.1%46.7678.8%3.2%
65Δ42.7461.5%2.7%47.7883.6%2.7%
70Δ42.0962.7%2.3%48.7988.4%2.3%
75Δ41.4463.8%1.8%49.8193.2%1.9%
80Δ40.8065.0%1.4%52.16104.1%1.6%

20Δ

Calls
Pseudo strike
49.16
IV
64.8%
B/E move
11.5%
Puts
Pseudo strike
40.47
IV
75.5%
B/E move
10.6%

25Δ

Calls
Pseudo strike
48.40
IV
63.5%
B/E move
10.2%
Puts
Pseudo strike
41.20
IV
74.7%
B/E move
9.5%

30Δ

Calls
Pseudo strike
47.64
IV
62.1%
B/E move
8.9%
Puts
Pseudo strike
41.92
IV
73.9%
B/E move
8.4%

35Δ

Calls
Pseudo strike
46.89
IV
60.8%
B/E move
7.6%
Puts
Pseudo strike
42.64
IV
73.1%
B/E move
7.4%

40Δ

Calls
Pseudo strike
46.13
IV
59.4%
B/E move
6.2%
Puts
Pseudo strike
43.36
IV
72.3%
B/E move
6.3%

45Δ

Calls
Pseudo strike
45.38
IV
58.1%
B/E move
4.9%
Puts
Pseudo strike
44.09
IV
71.5%
B/E move
5.2%

50Δ

Calls
Pseudo strike
44.67
IV
58.0%
B/E move
4.0%
Puts
Pseudo strike
44.81
IV
70.7%
B/E move
4.1%

55Δ

Calls
Pseudo strike
44.03
IV
59.2%
B/E move
3.6%
Puts
Pseudo strike
45.75
IV
74.0%
B/E move
3.6%

60Δ

Calls
Pseudo strike
43.38
IV
60.3%
B/E move
3.1%
Puts
Pseudo strike
46.76
IV
78.8%
B/E move
3.2%

65Δ

Calls
Pseudo strike
42.74
IV
61.5%
B/E move
2.7%
Puts
Pseudo strike
47.78
IV
83.6%
B/E move
2.7%

70Δ

Calls
Pseudo strike
42.09
IV
62.7%
B/E move
2.3%
Puts
Pseudo strike
48.79
IV
88.4%
B/E move
2.3%

75Δ

Calls
Pseudo strike
41.44
IV
63.8%
B/E move
1.8%
Puts
Pseudo strike
49.81
IV
93.2%
B/E move
1.9%

80Δ

Calls
Pseudo strike
40.80
IV
65.0%
B/E move
1.4%
Puts
Pseudo strike
52.16
IV
104.1%
B/E move
1.6%

Options history

IV · four-Friday blend72.63%
Daily EOD
PS65.3%69.3%73.2%2026-10-19: 66.34%2026-10-20: 67.70%2026-10-21: 65.89%2026-10-22: 68.75%2026-10-23: 68.65%2026-10-26: 68.93%2026-10-27: 70.26%2026-10-28: 66.65%2026-10-29: 67.08%2026-10-30: 72.63%Oct 19Oct 23Oct 30
10 observations2026-10-19 — 2026-10-30
Table
DateIV (%)
66.34%
67.70%
65.89%
68.75%
68.65%
68.93%
70.26%
66.65%
67.08%
72.63%