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Seadrill Limited SDRL

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Market datapartial · fetched 2026-10-22T21:26:09.662Z

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 · 2026-10-22T20:10:00.001543619Z

FundamentalsAlpha Vantage · unavailable

Share price$49.19
1D-0.1%
AH$46.76$47.49$48.23$48.97$49.705:30 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$3.85$7.11$10.36$13.61$38.59$43.62$48.66$53.70$58.7320Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive SDRL spot · $49.19SDRL PRICE$1.20$0.95$1.23$1.52$1.81$2.09$2.42$2.86$3.31$3.75$4.20$4.64$0.96$1.23$1.75$2.28$2.80$3.33$3.89$4.76$5.63$6.51$7.57$9.73$12.67
PutsExpensive1.21×
CallsCheap0.91×
SkewBearish+12.80 pp
Implied moveBearish±$6.31
TiltBearish35.6% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ62.8587.7%30.2%43.4356.3%13.7%
25Δ54.6648.1%13.0%45.0054.7%11.0%
30Δ53.6747.9%11.6%46.0256.3%10.0%
35Δ52.6947.7%10.2%47.0457.8%9.0%
40Δ51.7047.4%8.8%48.0659.3%8.0%
45Δ50.7247.2%7.4%49.0860.9%7.0%
50Δ49.7846.8%6.1%50.1362.3%6.0%
55Δ48.9746.1%5.4%51.3963.0%5.2%
60Δ48.1745.4%4.6%52.6663.6%4.4%
65Δ47.3644.7%3.9%53.9264.2%3.6%
70Δ46.5544.0%3.2%55.3665.5%2.8%
75Δ45.7443.3%2.4%57.7970.2%2.3%
80Δ60.9678.2%1.8%

20Δ

Calls
Pseudo strike
62.85
IV
87.7%
B/E move
30.2%
Puts
Pseudo strike
43.43
IV
56.3%
B/E move
13.7%

25Δ

Calls
Pseudo strike
54.66
IV
48.1%
B/E move
13.0%
Puts
Pseudo strike
45.00
IV
54.7%
B/E move
11.0%

30Δ

Calls
Pseudo strike
53.67
IV
47.9%
B/E move
11.6%
Puts
Pseudo strike
46.02
IV
56.3%
B/E move
10.0%

35Δ

Calls
Pseudo strike
52.69
IV
47.7%
B/E move
10.2%
Puts
Pseudo strike
47.04
IV
57.8%
B/E move
9.0%

40Δ

Calls
Pseudo strike
51.70
IV
47.4%
B/E move
8.8%
Puts
Pseudo strike
48.06
IV
59.3%
B/E move
8.0%

45Δ

Calls
Pseudo strike
50.72
IV
47.2%
B/E move
7.4%
Puts
Pseudo strike
49.08
IV
60.9%
B/E move
7.0%

50Δ

Calls
Pseudo strike
49.78
IV
46.8%
B/E move
6.1%
Puts
Pseudo strike
50.13
IV
62.3%
B/E move
6.0%

55Δ

Calls
Pseudo strike
48.97
IV
46.1%
B/E move
5.4%
Puts
Pseudo strike
51.39
IV
63.0%
B/E move
5.2%

60Δ

Calls
Pseudo strike
48.17
IV
45.4%
B/E move
4.6%
Puts
Pseudo strike
52.66
IV
63.6%
B/E move
4.4%

65Δ

Calls
Pseudo strike
47.36
IV
44.7%
B/E move
3.9%
Puts
Pseudo strike
53.92
IV
64.2%
B/E move
3.6%

70Δ

Calls
Pseudo strike
46.55
IV
44.0%
B/E move
3.2%
Puts
Pseudo strike
55.36
IV
65.5%
B/E move
2.8%

75Δ

Calls
Pseudo strike
45.74
IV
43.3%
B/E move
2.4%
Puts
Pseudo strike
57.79
IV
70.2%
B/E move
2.3%

80Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
60.96
IV
78.2%
B/E move
1.8%

Options history

No recorded observations