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Sabre Corporation SABR

TECHNOLOGY · SOFTWARE - INFRASTRUCTURE
i

Market dataready · fetched 2026-10-24T17:17:30.091Z

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 · 2026-10-23T20:00:00.842467448Z

FundamentalsAlpha Vantage · ready · quarter 2026-06-30 · fetched 2026-10-24T17:17:29.882425+00:00

Share price$1.52
1D-1.2%
AH$1.50$1.51$1.52$1.53$1.545:30 AM6:30 AM9:00 AM1:00 PM2:00 PMSABR
Sold putSold callAH

Sabre Corporation options

Live interpolated SABR call and put midpoint premiums by absolute delta.Sabre Corporation$0.06$0.17$0.28$0.39$0.50$0.87$1.23$1.60$1.96$2.3320Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive SABR spot · $1.52SABR PRICE$0.10$0.07$0.11$0.14$0.18$0.22$0.25$0.29$0.32$0.36$0.40$0.43$0.47$0.10$0.13$0.16$0.19$0.22$0.25$0.28$0.32$0.35$0.38$0.41$0.44$0.47
PutsExpensive1.59×
CallsExpensive1.90×
SkewBullish-8.57 pp
Implied moveBearish±$0.54
TiltBearish5.1% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ4.06289.5%173.7%1.11155.4%33.6%
25Δ1.96109.6%33.5%1.18150.2%31.1%
30Δ1.89111.4%31.1%1.25144.9%28.6%
35Δ1.81113.1%28.7%1.31139.6%26.1%
40Δ1.74114.9%26.3%1.38134.4%23.6%
45Δ1.67116.7%24.0%1.45129.1%21.1%
50Δ1.60118.4%21.6%1.52123.8%18.6%
55Δ1.52120.2%19.2%1.59118.6%16.1%
60Δ1.45122.0%16.8%1.66113.3%13.7%
65Δ1.38123.7%14.4%1.73108.0%11.2%
70Δ1.31125.5%12.0%1.80102.8%8.7%
75Δ1.23127.3%9.6%1.8797.5%6.2%
80Δ1.16129.0%7.3%1.9392.2%3.7%

20Δ

Calls
Pseudo strike
4.06
IV
289.5%
B/E move
173.7%
Puts
Pseudo strike
1.11
IV
155.4%
B/E move
33.6%

25Δ

Calls
Pseudo strike
1.96
IV
109.6%
B/E move
33.5%
Puts
Pseudo strike
1.18
IV
150.2%
B/E move
31.1%

30Δ

Calls
Pseudo strike
1.89
IV
111.4%
B/E move
31.1%
Puts
Pseudo strike
1.25
IV
144.9%
B/E move
28.6%

35Δ

Calls
Pseudo strike
1.81
IV
113.1%
B/E move
28.7%
Puts
Pseudo strike
1.31
IV
139.6%
B/E move
26.1%

40Δ

Calls
Pseudo strike
1.74
IV
114.9%
B/E move
26.3%
Puts
Pseudo strike
1.38
IV
134.4%
B/E move
23.6%

45Δ

Calls
Pseudo strike
1.67
IV
116.7%
B/E move
24.0%
Puts
Pseudo strike
1.45
IV
129.1%
B/E move
21.1%

50Δ

Calls
Pseudo strike
1.60
IV
118.4%
B/E move
21.6%
Puts
Pseudo strike
1.52
IV
123.8%
B/E move
18.6%

55Δ

Calls
Pseudo strike
1.52
IV
120.2%
B/E move
19.2%
Puts
Pseudo strike
1.59
IV
118.6%
B/E move
16.1%

60Δ

Calls
Pseudo strike
1.45
IV
122.0%
B/E move
16.8%
Puts
Pseudo strike
1.66
IV
113.3%
B/E move
13.7%

65Δ

Calls
Pseudo strike
1.38
IV
123.7%
B/E move
14.4%
Puts
Pseudo strike
1.73
IV
108.0%
B/E move
11.2%

70Δ

Calls
Pseudo strike
1.31
IV
125.5%
B/E move
12.0%
Puts
Pseudo strike
1.80
IV
102.8%
B/E move
8.7%

75Δ

Calls
Pseudo strike
1.23
IV
127.3%
B/E move
9.6%
Puts
Pseudo strike
1.87
IV
97.5%
B/E move
6.2%

80Δ

Calls
Pseudo strike
1.16
IV
129.0%
B/E move
7.3%
Puts
Pseudo strike
1.93
IV
92.2%
B/E move
3.7%

Options history

No recorded observations