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Pershing Square USA, Ltd. PSUS

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Market datapartial · fetched 2026-10-22T22:02:27.279Z

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 · 2026-10-22T20:24:22.871906767Z

FundamentalsAlpha Vantage · unavailable

Share price$36.75
1D-0.9%
AH$36.70$36.87$37.05$37.22$37.395:30 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.$1.38$2.71$4.04$5.37$6.69$29.15$33.10$37.04$40.99$44.9420Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive PSUS spot · $36.75PSUS PRICE$1.80$1.56$1.70$1.95$2.21$2.46$2.72$2.97$3.83$5.07$6.31$1.82$1.76$1.62$1.53$1.74$1.95$2.15$2.36$2.57$2.78$2.99$3.20$3.41
PutsExpensive1.70×
CallsExpensive1.81×
SkewBullish-5.70 pp
Implied moveBalanced±$4.36
TiltBullish4.3% CALL
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ28.70134.0%26.9%
25Δ31.28104.3%19.7%
30Δ45.12106.0%27.7%33.2779.3%13.9%
35Δ40.9772.6%15.7%35.0757.3%8.7%
40Δ39.3862.9%11.8%35.6154.5%7.8%
45Δ38.5760.5%10.3%36.1451.7%6.9%
50Δ37.7658.1%8.7%36.6848.8%6.1%
55Δ36.9455.7%7.2%37.2146.0%5.2%
60Δ36.1353.3%5.7%37.7543.2%4.3%
65Δ35.3250.9%4.2%38.2840.4%3.4%
70Δ34.1654.9%3.4%38.8237.6%2.5%
75Δ32.7762.9%3.0%39.3534.7%1.6%
80Δ31.3871.0%2.6%39.8931.9%0.7%

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
28.70
IV
134.0%
B/E move
26.9%

25Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
31.28
IV
104.3%
B/E move
19.7%

30Δ

Calls
Pseudo strike
45.12
IV
106.0%
B/E move
27.7%
Puts
Pseudo strike
33.27
IV
79.3%
B/E move
13.9%

35Δ

Calls
Pseudo strike
40.97
IV
72.6%
B/E move
15.7%
Puts
Pseudo strike
35.07
IV
57.3%
B/E move
8.7%

40Δ

Calls
Pseudo strike
39.38
IV
62.9%
B/E move
11.8%
Puts
Pseudo strike
35.61
IV
54.5%
B/E move
7.8%

45Δ

Calls
Pseudo strike
38.57
IV
60.5%
B/E move
10.3%
Puts
Pseudo strike
36.14
IV
51.7%
B/E move
6.9%

50Δ

Calls
Pseudo strike
37.76
IV
58.1%
B/E move
8.7%
Puts
Pseudo strike
36.68
IV
48.8%
B/E move
6.1%

55Δ

Calls
Pseudo strike
36.94
IV
55.7%
B/E move
7.2%
Puts
Pseudo strike
37.21
IV
46.0%
B/E move
5.2%

60Δ

Calls
Pseudo strike
36.13
IV
53.3%
B/E move
5.7%
Puts
Pseudo strike
37.75
IV
43.2%
B/E move
4.3%

65Δ

Calls
Pseudo strike
35.32
IV
50.9%
B/E move
4.2%
Puts
Pseudo strike
38.28
IV
40.4%
B/E move
3.4%

70Δ

Calls
Pseudo strike
34.16
IV
54.9%
B/E move
3.4%
Puts
Pseudo strike
38.82
IV
37.6%
B/E move
2.5%

75Δ

Calls
Pseudo strike
32.77
IV
62.9%
B/E move
3.0%
Puts
Pseudo strike
39.35
IV
34.7%
B/E move
1.6%

80Δ

Calls
Pseudo strike
31.38
IV
71.0%
B/E move
2.6%
Puts
Pseudo strike
39.89
IV
31.9%
B/E move
0.7%

Options history

No recorded observations