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Pershing Square USA, Ltd. PSUS

i

Market dataready · fetched 2026-11-12T01:09:12.692Z

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 · 2026-11-12T00:34:28.062452157Z

FundamentalsSEC EDGAR · ready · as of 2026-06-30 · fetched 2026-11-12T01:09:11.980958+00:00

Share price$36.70
1D-0.8%
AH$36.55$36.70$36.85$37.00$37.155:30 AM6:30 AM9:00 AM1:00 PM2:00 PMPSUS
Sold putSold callAH

Pershing Square USA, Ltd. options

Live interpolated PSUS call and put midpoint premiums by absolute delta.Pershing Square USA, Ltd.$0.73$3.74$6.76$9.78$12.80$28.18$31.27$34.37$37.46$40.5620Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ20Δ C unavailable: no unambiguous, price-consistent delta bracketC —OPTION PRICELive PSUS spot · $36.70PSUS PRICE$1.05$1.16$1.26$1.37$1.47$1.58$1.68$1.79$1.89$2.00$2.11$3.67$1.88$2.72$3.56$4.40$5.23$6.07$6.91$7.75$8.58$9.42$10.26$11.10$11.93
PutsExpensive3.11×
Calls——
Skew——
Implied moveBearish±$8.49
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ32.28117.7%17.2%
25Δ44.54145.1%24.2%33.55119.5%16.0%
30Δ43.61135.4%22.0%34.81121.3%14.8%
35Δ42.67125.7%19.7%36.08123.1%13.7%
40Δ41.73116.0%17.4%37.35124.8%12.5%
45Δ40.79106.3%15.2%38.61126.6%11.3%
50Δ39.8696.5%12.9%39.88128.4%10.2%
55Δ38.9286.8%10.6%41.15130.2%9.0%
60Δ37.9877.1%8.4%42.41131.9%7.8%
65Δ37.0567.4%6.1%43.68133.7%6.7%
70Δ36.1157.7%3.8%44.95135.5%5.5%
75Δ35.1747.9%1.6%46.21137.3%4.3%
80Δ33.4566.9%1.1%47.48139.0%3.1%

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
32.28
IV
117.7%
B/E move
17.2%

25Δ

Calls
Pseudo strike
44.54
IV
145.1%
B/E move
24.2%
Puts
Pseudo strike
33.55
IV
119.5%
B/E move
16.0%

30Δ

Calls
Pseudo strike
43.61
IV
135.4%
B/E move
22.0%
Puts
Pseudo strike
34.81
IV
121.3%
B/E move
14.8%

35Δ

Calls
Pseudo strike
42.67
IV
125.7%
B/E move
19.7%
Puts
Pseudo strike
36.08
IV
123.1%
B/E move
13.7%

40Δ

Calls
Pseudo strike
41.73
IV
116.0%
B/E move
17.4%
Puts
Pseudo strike
37.35
IV
124.8%
B/E move
12.5%

45Δ

Calls
Pseudo strike
40.79
IV
106.3%
B/E move
15.2%
Puts
Pseudo strike
38.61
IV
126.6%
B/E move
11.3%

50Δ

Calls
Pseudo strike
39.86
IV
96.5%
B/E move
12.9%
Puts
Pseudo strike
39.88
IV
128.4%
B/E move
10.2%

55Δ

Calls
Pseudo strike
38.92
IV
86.8%
B/E move
10.6%
Puts
Pseudo strike
41.15
IV
130.2%
B/E move
9.0%

60Δ

Calls
Pseudo strike
37.98
IV
77.1%
B/E move
8.4%
Puts
Pseudo strike
42.41
IV
131.9%
B/E move
7.8%

65Δ

Calls
Pseudo strike
37.05
IV
67.4%
B/E move
6.1%
Puts
Pseudo strike
43.68
IV
133.7%
B/E move
6.7%

70Δ

Calls
Pseudo strike
36.11
IV
57.7%
B/E move
3.8%
Puts
Pseudo strike
44.95
IV
135.5%
B/E move
5.5%

75Δ

Calls
Pseudo strike
35.17
IV
47.9%
B/E move
1.6%
Puts
Pseudo strike
46.21
IV
137.3%
B/E move
4.3%

80Δ

Calls
Pseudo strike
33.45
IV
66.9%
B/E move
1.1%
Puts
Pseudo strike
47.48
IV
139.0%
B/E move
3.1%

Options history

IV · four-Friday blend40.28%
Daily EOD
PSUS33.9%37.3%40.8%2026-10-21: 36.53%2026-10-22: 34.41%2026-10-23: 40.28%Oct 21Oct 22Oct 23
3 observations2026-10-21 — 2026-10-23
Table
DateIV (%)
36.53%
34.41%
40.28%