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Sinclair, Inc. Class A Common Stock SBGI

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Market datapartial · fetched 2026-10-22T22:07:18.186Z

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 · 2026-10-22T20:53:20.844536066Z

FundamentalsAlpha Vantage · unavailable

Share price$12.70
1D+0.2%
AH$12.65$12.75$12.84$12.93$13.035:30 AM6:30 AM9:00 AM1:00 PM2:00 PMSBGI
Sold putSold callAH

Sinclair, Inc. Class A Common Stock options

Live interpolated SBGI call and put midpoint premiums by absolute delta.Sinclair, Inc. Class A Common Stock$0.34$1.30$2.25$3.21$4.17$-0.12$0.19$0.50$0.81$1.1220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICESBGI PRICE$0.52$0.91$0.94$0.89$0.88$0.86$0.85$0.83$1.08$1.78$2.47$3.17$3.89$0.88$0.80$0.68$0.56$0.45
PutsExpensive2.81×
CallsExpensive3.11×
SkewBullish-17.43 pp
Implied move——
TiltBullish70.0% CALL
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ20.41157.1%64.8%9.43176.8%32.7%
25Δ23.66222.1%93.5%10.41135.7%24.4%
30Δ19.38180.0%60.0%11.07104.9%18.2%
35Δ16.76141.1%39.0%11.7374.0%12.1%
40Δ15.84121.3%31.6%12.3943.2%6.0%
45Δ14.92101.5%24.3%
50Δ14.0081.7%16.9%
55Δ13.0862.0%9.6%
60Δ12.2759.1%5.1%
65Δ11.6485.3%5.7%
70Δ11.01111.4%6.2%
75Δ10.39137.6%6.8%
80Δ9.63156.6%6.4%

20Δ

Calls
Pseudo strike
20.41
IV
157.1%
B/E move
64.8%
Puts
Pseudo strike
9.43
IV
176.8%
B/E move
32.7%

25Δ

Calls
Pseudo strike
23.66
IV
222.1%
B/E move
93.5%
Puts
Pseudo strike
10.41
IV
135.7%
B/E move
24.4%

30Δ

Calls
Pseudo strike
19.38
IV
180.0%
B/E move
60.0%
Puts
Pseudo strike
11.07
IV
104.9%
B/E move
18.2%

35Δ

Calls
Pseudo strike
16.76
IV
141.1%
B/E move
39.0%
Puts
Pseudo strike
11.73
IV
74.0%
B/E move
12.1%

40Δ

Calls
Pseudo strike
15.84
IV
121.3%
B/E move
31.6%
Puts
Pseudo strike
12.39
IV
43.2%
B/E move
6.0%

45Δ

Calls
Pseudo strike
14.92
IV
101.5%
B/E move
24.3%
Puts
Pseudo strike
IV
B/E move

50Δ

Calls
Pseudo strike
14.00
IV
81.7%
B/E move
16.9%
Puts
Pseudo strike
IV
B/E move

55Δ

Calls
Pseudo strike
13.08
IV
62.0%
B/E move
9.6%
Puts
Pseudo strike
IV
B/E move

60Δ

Calls
Pseudo strike
12.27
IV
59.1%
B/E move
5.1%
Puts
Pseudo strike
IV
B/E move

65Δ

Calls
Pseudo strike
11.64
IV
85.3%
B/E move
5.7%
Puts
Pseudo strike
IV
B/E move

70Δ

Calls
Pseudo strike
11.01
IV
111.4%
B/E move
6.2%
Puts
Pseudo strike
IV
B/E move

75Δ

Calls
Pseudo strike
10.39
IV
137.6%
B/E move
6.8%
Puts
Pseudo strike
IV
B/E move

80Δ

Calls
Pseudo strike
9.63
IV
156.6%
B/E move
6.4%
Puts
Pseudo strike
IV
B/E move

Options history

No recorded observations