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Sabre Corporation Common Stock SABR

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Market datapartial · fetched 2026-10-23T00:21:39.771Z

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 · 2026-10-22T20:41:22.442894149Z

FundamentalsAlpha Vantage · unavailable

Share price$1.50
1D-0.2%
AH$1.49$1.51$1.53$1.54$1.565:30 AM6:30 AM9:00 AM1:00 PM2:00 PMSABR
Sold putSold callAH

Sabre Corporation Common Stock options

Live interpolated SABR call and put midpoint premiums by absolute delta.Sabre Corporation Common Stock$0.08$0.20$0.31$0.42$0.54$-0.12$0.19$0.50$0.81$1.1220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICESABR PRICE$0.10$0.11$0.14$0.18$0.21$0.24$0.27$0.31$0.34$0.37$0.41$0.44$0.47$0.50
PutsExpensive1.73×
CallsExpensive4.18×
SkewBullish-147.69 pp
Implied move——
TiltBearish95.3% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ4.07284.1%177.9%1.08176.1%35.5%
25Δ1.15169.5%32.8%
30Δ1.22162.8%30.1%
35Δ1.30156.2%27.4%
40Δ1.37149.6%24.8%
45Δ1.44143.0%22.1%
50Δ1.52136.4%19.4%
55Δ1.59129.8%16.7%
60Δ1.66123.1%14.1%
65Δ1.73116.5%11.4%
70Δ1.81109.9%8.7%
75Δ1.88103.3%6.1%
80Δ1.9596.7%3.4%

20Δ

Calls
Pseudo strike
4.07
IV
284.1%
B/E move
177.9%
Puts
Pseudo strike
1.08
IV
176.1%
B/E move
35.5%

25Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
1.15
IV
169.5%
B/E move
32.8%

30Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
1.22
IV
162.8%
B/E move
30.1%

35Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
1.30
IV
156.2%
B/E move
27.4%

40Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
1.37
IV
149.6%
B/E move
24.8%

45Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
1.44
IV
143.0%
B/E move
22.1%

50Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
1.52
IV
136.4%
B/E move
19.4%

55Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
1.59
IV
129.8%
B/E move
16.7%

60Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
1.66
IV
123.1%
B/E move
14.1%

65Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
1.73
IV
116.5%
B/E move
11.4%

70Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
1.81
IV
109.9%
B/E move
8.7%

75Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
1.88
IV
103.3%
B/E move
6.1%

80Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
1.95
IV
96.7%
B/E move
3.4%

Options history

No recorded observations