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Sabre Corporation Common Stock SABR

TECHNOLOGY · SOFTWARE - INFRASTRUCTURE
i

Market dataready · fetched 2026-11-13T18:51:31.845Z

Delta surfaceAlpaca · derived absolute-delta buckets · 2026-12-18

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 · 2026-11-13T18:51:02.515786522Z

FundamentalsAlpha Vantage · ready · quarter 2026-09-30 · fetched 2026-11-13T18:51:30.937184+00:00

Share price$1.87
1D+0.8%
$1.84$1.86$1.88$1.90$1.935:30 AM6:30 AM9:00 AM1:00 PMSABR
Sold putSold call

Sabre Corporation Common Stock options

Live interpolated SABR call and put midpoint premiums by absolute delta.Sabre Corporation Common Stock$0.06$0.15$0.24$0.33$0.43$1.13$1.51$1.88$2.26$2.6420Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ55Δ P unavailable: no unambiguous, price-consistent delta bracketP —60Δ P unavailable: no unambiguous, price-consistent delta bracketP —65Δ P unavailable: no unambiguous, price-consistent delta bracketP —70Δ P unavailable: no unambiguous, price-consistent delta bracketP —75Δ P unavailable: no unambiguous, price-consistent delta bracketP —80Δ P unavailable: no unambiguous, price-consistent delta bracketP —OPTION PRICELive SABR spot · $1.87SABR PRICE$0.07$0.08$0.10$0.11$0.13$0.15$0.18$0.22$0.25$0.29$0.33$0.36$0.40$0.08$0.11$0.14$0.17$0.19$0.22$0.25
Puts——
CallsCheap0.87×
Skew——
Implied moveBearish±$0.43
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ3.03129.5%65.4%1.51102.6%23.5%
25Δ2.48105.6%36.7%1.58100.4%21.2%
30Δ2.36101.0%31.5%1.6598.1%18.9%
35Δ2.2596.4%26.3%1.7395.9%16.5%
40Δ2.1391.8%21.1%1.8093.7%14.2%
45Δ2.0287.2%15.9%1.8791.5%11.9%
50Δ1.9586.4%13.7%1.9489.2%9.6%
55Δ1.8886.3%12.1%
60Δ1.8186.2%10.5%
65Δ1.7586.2%8.9%
70Δ1.6886.1%7.3%
75Δ1.6186.1%5.7%
80Δ1.5586.0%4.1%

20Δ

Calls
Pseudo strike
3.03
IV
129.5%
B/E move
65.4%
Puts
Pseudo strike
1.51
IV
102.6%
B/E move
23.5%

25Δ

Calls
Pseudo strike
2.48
IV
105.6%
B/E move
36.7%
Puts
Pseudo strike
1.58
IV
100.4%
B/E move
21.2%

30Δ

Calls
Pseudo strike
2.36
IV
101.0%
B/E move
31.5%
Puts
Pseudo strike
1.65
IV
98.1%
B/E move
18.9%

35Δ

Calls
Pseudo strike
2.25
IV
96.4%
B/E move
26.3%
Puts
Pseudo strike
1.73
IV
95.9%
B/E move
16.5%

40Δ

Calls
Pseudo strike
2.13
IV
91.8%
B/E move
21.1%
Puts
Pseudo strike
1.80
IV
93.7%
B/E move
14.2%

45Δ

Calls
Pseudo strike
2.02
IV
87.2%
B/E move
15.9%
Puts
Pseudo strike
1.87
IV
91.5%
B/E move
11.9%

50Δ

Calls
Pseudo strike
1.95
IV
86.4%
B/E move
13.7%
Puts
Pseudo strike
1.94
IV
89.2%
B/E move
9.6%

55Δ

Calls
Pseudo strike
1.88
IV
86.3%
B/E move
12.1%
Puts
Pseudo strike
IV
B/E move

60Δ

Calls
Pseudo strike
1.81
IV
86.2%
B/E move
10.5%
Puts
Pseudo strike
IV
B/E move

65Δ

Calls
Pseudo strike
1.75
IV
86.2%
B/E move
8.9%
Puts
Pseudo strike
IV
B/E move

70Δ

Calls
Pseudo strike
1.68
IV
86.1%
B/E move
7.3%
Puts
Pseudo strike
IV
B/E move

75Δ

Calls
Pseudo strike
1.61
IV
86.1%
B/E move
5.7%
Puts
Pseudo strike
IV
B/E move

80Δ

Calls
Pseudo strike
1.55
IV
86.0%
B/E move
4.1%
Puts
Pseudo strike
IV
B/E move

Options history

IV · four-Friday blend—
Daily EOD

No recorded observations

0 observations