Share price$1.50
1D-0.2%
Sold putSold callAH
Sabre Corporation Common Stock SABR
i
Market datapartial · fetched 2026-10-23T02:02:59.097Z
Delta surfaceAlpaca · derived absolute-delta buckets · 2026-11-20
Calculation methodologyOptions 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 dataPriceAlpaca · sip · 2026-10-22T20:41:22.442894149Z
FundamentalsAlpha Vantage · unavailable
Sabre Corporation Common Stock options
PutsExpensive1.73×
CallsExpensive4.18×
SkewBullish-147.93 pp
Implied move——
TiltBearish95.3% PUT
Table
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 4.07 | 284.4% | 177.9% | 1.08 | 176.3% | 35.5% |
| 25Δ | 1.15 | 169.7% | 32.8% | |||
| 30Δ | 1.22 | 163.0% | 30.1% | |||
| 35Δ | 1.30 | 156.4% | 27.4% | |||
| 40Δ | 1.37 | 149.7% | 24.8% | |||
| 45Δ | 1.44 | 143.1% | 22.1% | |||
| 50Δ | 1.52 | 136.5% | 19.4% | |||
| 55Δ | 1.59 | 129.8% | 16.8% | |||
| 60Δ | 1.66 | 123.2% | 14.1% | |||
| 65Δ | 1.73 | 116.6% | 11.4% | |||
| 70Δ | 1.81 | 109.9% | 8.7% | |||
| 75Δ | 1.88 | 103.3% | 6.1% | |||
| 80Δ | 1.95 | 96.7% | 3.4% | |||
20Δ
- Pseudo strike
- 4.07
- IV
- 284.4%
- B/E move
- 177.9%
- Pseudo strike
- 1.08
- IV
- 176.3%
- B/E move
- 35.5%
25Δ
- Pseudo strike
- IV
- B/E move
- Pseudo strike
- 1.15
- IV
- 169.7%
- B/E move
- 32.8%
30Δ
- Pseudo strike
- IV
- B/E move
- Pseudo strike
- 1.22
- IV
- 163.0%
- B/E move
- 30.1%
35Δ
- Pseudo strike
- IV
- B/E move
- Pseudo strike
- 1.30
- IV
- 156.4%
- B/E move
- 27.4%
40Δ
- Pseudo strike
- IV
- B/E move
- Pseudo strike
- 1.37
- IV
- 149.7%
- B/E move
- 24.8%
45Δ
- Pseudo strike
- IV
- B/E move
- Pseudo strike
- 1.44
- IV
- 143.1%
- B/E move
- 22.1%
50Δ
- Pseudo strike
- IV
- B/E move
- Pseudo strike
- 1.52
- IV
- 136.5%
- B/E move
- 19.4%
55Δ
- Pseudo strike
- IV
- B/E move
- Pseudo strike
- 1.59
- IV
- 129.8%
- B/E move
- 16.8%
60Δ
- Pseudo strike
- IV
- B/E move
- Pseudo strike
- 1.66
- IV
- 123.2%
- B/E move
- 14.1%
65Δ
- Pseudo strike
- IV
- B/E move
- Pseudo strike
- 1.73
- IV
- 116.6%
- B/E move
- 11.4%
70Δ
- Pseudo strike
- IV
- B/E move
- Pseudo strike
- 1.81
- IV
- 109.9%
- B/E move
- 8.7%
75Δ
- Pseudo strike
- IV
- B/E move
- Pseudo strike
- 1.88
- IV
- 103.3%
- B/E move
- 6.1%
80Δ
- Pseudo strike
- IV
- B/E move
- Pseudo strike
- 1.95
- IV
- 96.7%
- B/E move
- 3.4%
Options history
No recorded observations