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Pershing Square USA, Ltd. PSUS

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Market datapartial · fetched 2026-10-22T23:27:51.582Z

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 · 2026-10-22T23:01:17.404192Z

FundamentalsAlpha Vantage · unavailable

Share price$37.48
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.$1.32$3.39$5.46$7.53$9.60$28.84$32.80$36.76$40.72$44.6820Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive PSUS spot · $37.48PSUS PRICE$1.80$1.63$1.56$1.76$1.96$2.16$2.36$2.56$2.75$2.95$3.54$1.84$1.71$1.54$1.71$2.00$2.28$2.56$2.84$3.13$3.41$5.01$6.82$9.00
PutsExpensive1.95×
CallsExpensive1.45×
SkewBearish+13.64 pp
Implied moveBearish±$4.52
TiltBearish27.3% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ29.46131.2%26.3%
25Δ32.05100.4%19.1%
30Δ45.94104.4%27.4%34.4271.2%12.3%
35Δ42.2376.5%17.0%35.5562.2%9.7%
40Δ39.8057.0%10.4%36.2759.7%8.5%
45Δ39.1754.1%9.2%37.0057.1%7.4%
50Δ38.5451.2%8.1%37.7254.6%6.2%
55Δ37.9148.3%6.9%38.4552.1%5.0%
60Δ37.2845.4%5.8%39.1749.6%3.8%
65Δ36.6542.5%4.6%39.9047.1%2.6%
70Δ36.0239.6%3.5%41.6454.7%2.3%
75Δ35.3936.8%2.3%43.5463.8%2.0%
80Δ34.4936.0%1.4%45.8473.2%1.7%

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
29.46
IV
131.2%
B/E move
26.3%

25Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
32.05
IV
100.4%
B/E move
19.1%

30Δ

Calls
Pseudo strike
45.94
IV
104.4%
B/E move
27.4%
Puts
Pseudo strike
34.42
IV
71.2%
B/E move
12.3%

35Δ

Calls
Pseudo strike
42.23
IV
76.5%
B/E move
17.0%
Puts
Pseudo strike
35.55
IV
62.2%
B/E move
9.7%

40Δ

Calls
Pseudo strike
39.80
IV
57.0%
B/E move
10.4%
Puts
Pseudo strike
36.27
IV
59.7%
B/E move
8.5%

45Δ

Calls
Pseudo strike
39.17
IV
54.1%
B/E move
9.2%
Puts
Pseudo strike
37.00
IV
57.1%
B/E move
7.4%

50Δ

Calls
Pseudo strike
38.54
IV
51.2%
B/E move
8.1%
Puts
Pseudo strike
37.72
IV
54.6%
B/E move
6.2%

55Δ

Calls
Pseudo strike
37.91
IV
48.3%
B/E move
6.9%
Puts
Pseudo strike
38.45
IV
52.1%
B/E move
5.0%

60Δ

Calls
Pseudo strike
37.28
IV
45.4%
B/E move
5.8%
Puts
Pseudo strike
39.17
IV
49.6%
B/E move
3.8%

65Δ

Calls
Pseudo strike
36.65
IV
42.5%
B/E move
4.6%
Puts
Pseudo strike
39.90
IV
47.1%
B/E move
2.6%

70Δ

Calls
Pseudo strike
36.02
IV
39.6%
B/E move
3.5%
Puts
Pseudo strike
41.64
IV
54.7%
B/E move
2.3%

75Δ

Calls
Pseudo strike
35.39
IV
36.8%
B/E move
2.3%
Puts
Pseudo strike
43.54
IV
63.8%
B/E move
2.0%

80Δ

Calls
Pseudo strike
34.49
IV
36.0%
B/E move
1.4%
Puts
Pseudo strike
45.84
IV
73.2%
B/E move
1.7%

Options history

No recorded observations