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Seadrill Limited SDRL

i

Market dataready · fetched 2026-11-12T03:08:51.654Z

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: 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 · 2026-11-12T00:00:00.003473426Z

FundamentalsSEC EDGAR · ready · as of 2026-09-30 · fetched 2026-11-12T03:08:51.316170+00:00

Share price$44.31
1D+0.0%
AH$44.09$44.39$44.70$45.00$45.305:30 AM6:30 AM9:00 AM1:00 PM2:00 PMSDRL
Sold putSold callAH

Seadrill Limited options

Live interpolated SDRL call and put midpoint premiums by absolute delta.Seadrill Limited$0.60$1.74$2.88$4.01$5.15$37.83$40.92$44.01$47.11$50.2020Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ20Δ C unavailable: no unambiguous, price-consistent delta bracketC —55Δ 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 SDRL spot · $44.31SDRL PRICE$0.73$0.91$1.09$1.27$1.45$1.86$2.35$2.85$3.34$3.83$4.33$4.82$1.13$1.19$1.33$1.46$1.59$1.72$1.86
Puts——
Calls——
Skew——
Implied moveBalanced±$3.72
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ37.59139.8%17.7%
25Δ47.9160.1%9.8%40.11108.1%12.2%
30Δ47.2361.1%8.6%40.9499.6%10.6%
35Δ46.5562.2%7.5%41.7791.2%9.0%
40Δ45.8663.2%6.4%42.6082.8%7.4%
45Δ45.1864.3%5.2%43.4374.3%5.9%
50Δ44.4866.1%4.6%44.2665.9%4.3%
55Δ43.7668.3%4.1%
60Δ43.0570.4%3.6%
65Δ42.3372.5%3.1%
70Δ41.6274.7%2.6%
75Δ40.9076.8%2.1%
80Δ40.1979.0%1.6%

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
37.59
IV
139.8%
B/E move
17.7%

25Δ

Calls
Pseudo strike
47.91
IV
60.1%
B/E move
9.8%
Puts
Pseudo strike
40.11
IV
108.1%
B/E move
12.2%

30Δ

Calls
Pseudo strike
47.23
IV
61.1%
B/E move
8.6%
Puts
Pseudo strike
40.94
IV
99.6%
B/E move
10.6%

35Δ

Calls
Pseudo strike
46.55
IV
62.2%
B/E move
7.5%
Puts
Pseudo strike
41.77
IV
91.2%
B/E move
9.0%

40Δ

Calls
Pseudo strike
45.86
IV
63.2%
B/E move
6.4%
Puts
Pseudo strike
42.60
IV
82.8%
B/E move
7.4%

45Δ

Calls
Pseudo strike
45.18
IV
64.3%
B/E move
5.2%
Puts
Pseudo strike
43.43
IV
74.3%
B/E move
5.9%

50Δ

Calls
Pseudo strike
44.48
IV
66.1%
B/E move
4.6%
Puts
Pseudo strike
44.26
IV
65.9%
B/E move
4.3%

55Δ

Calls
Pseudo strike
43.76
IV
68.3%
B/E move
4.1%
Puts
Pseudo strike
IV
B/E move

60Δ

Calls
Pseudo strike
43.05
IV
70.4%
B/E move
3.6%
Puts
Pseudo strike
IV
B/E move

65Δ

Calls
Pseudo strike
42.33
IV
72.5%
B/E move
3.1%
Puts
Pseudo strike
IV
B/E move

70Δ

Calls
Pseudo strike
41.62
IV
74.7%
B/E move
2.6%
Puts
Pseudo strike
IV
B/E move

75Δ

Calls
Pseudo strike
40.90
IV
76.8%
B/E move
2.1%
Puts
Pseudo strike
IV
B/E move

80Δ

Calls
Pseudo strike
40.19
IV
79.0%
B/E move
1.6%
Puts
Pseudo strike
IV
B/E move

Options history

IV · four-Friday blend50.91%
Daily EOD
SDRL45.9%48.6%51.3%2026-10-19: 46.31%2026-10-20: 46.26%2026-10-21: 46.33%2026-10-22: 50.47%2026-10-23: 47.64%2026-10-26: 48.55%2026-10-27: 48.38%2026-10-28: 47.18%2026-10-29: 46.89%2026-10-30: 50.91%Oct 19Oct 23Oct 30
10 observations2026-10-19 — 2026-10-30
Table
DateIV (%)
46.31%
46.26%
46.33%
50.47%
47.64%
48.55%
48.38%
47.18%
46.89%
50.91%