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Seadrill Limited SDRL

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Market datapartial · fetched 2026-10-23T04:24:41.802Z

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 · 2026-10-22T23:00:00.002013593Z

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$3.81$7.02$10.23$13.45$38.49$43.55$48.62$53.69$58.7620Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive SDRL spot · $49.19SDRL PRICE$1.20$0.95$1.24$1.52$1.81$2.09$2.42$2.87$3.31$3.76$4.20$4.65$0.96$1.22$1.75$2.27$2.80$3.32$3.88$4.75$5.63$6.50$7.55$9.71$12.52
PutsExpensive1.22×
CallsCheap0.92×
SkewBearish+12.93 pp
Implied moveBearish±$6.30
TiltBearish35.4% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ62.8588.1%30.2%43.4357.0%13.7%
25Δ54.6649.0%13.0%45.0055.7%11.0%
30Δ53.6748.8%11.6%46.0257.2%10.0%
35Δ52.6948.5%10.2%47.0458.8%9.0%
40Δ51.7048.3%8.8%48.0660.3%8.0%
45Δ50.7248.0%7.4%49.0861.9%7.0%
50Δ49.7847.7%6.1%50.1263.4%6.0%
55Δ48.9747.0%5.4%51.3864.0%5.2%
60Δ48.1646.3%4.6%52.6564.7%4.4%
65Δ47.3545.6%3.9%53.9165.3%3.6%
70Δ46.5444.9%3.2%55.3466.5%2.9%
75Δ45.7344.2%2.4%57.7671.3%2.3%
80Δ60.8178.9%1.8%

20Δ

Calls
Pseudo strike
62.85
IV
88.1%
B/E move
30.2%
Puts
Pseudo strike
43.43
IV
57.0%
B/E move
13.7%

25Δ

Calls
Pseudo strike
54.66
IV
49.0%
B/E move
13.0%
Puts
Pseudo strike
45.00
IV
55.7%
B/E move
11.0%

30Δ

Calls
Pseudo strike
53.67
IV
48.8%
B/E move
11.6%
Puts
Pseudo strike
46.02
IV
57.2%
B/E move
10.0%

35Δ

Calls
Pseudo strike
52.69
IV
48.5%
B/E move
10.2%
Puts
Pseudo strike
47.04
IV
58.8%
B/E move
9.0%

40Δ

Calls
Pseudo strike
51.70
IV
48.3%
B/E move
8.8%
Puts
Pseudo strike
48.06
IV
60.3%
B/E move
8.0%

45Δ

Calls
Pseudo strike
50.72
IV
48.0%
B/E move
7.4%
Puts
Pseudo strike
49.08
IV
61.9%
B/E move
7.0%

50Δ

Calls
Pseudo strike
49.78
IV
47.7%
B/E move
6.1%
Puts
Pseudo strike
50.12
IV
63.4%
B/E move
6.0%

55Δ

Calls
Pseudo strike
48.97
IV
47.0%
B/E move
5.4%
Puts
Pseudo strike
51.38
IV
64.0%
B/E move
5.2%

60Δ

Calls
Pseudo strike
48.16
IV
46.3%
B/E move
4.6%
Puts
Pseudo strike
52.65
IV
64.7%
B/E move
4.4%

65Δ

Calls
Pseudo strike
47.35
IV
45.6%
B/E move
3.9%
Puts
Pseudo strike
53.91
IV
65.3%
B/E move
3.6%

70Δ

Calls
Pseudo strike
46.54
IV
44.9%
B/E move
3.2%
Puts
Pseudo strike
55.34
IV
66.5%
B/E move
2.9%

75Δ

Calls
Pseudo strike
45.73
IV
44.2%
B/E move
2.4%
Puts
Pseudo strike
57.76
IV
71.3%
B/E move
2.3%

80Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
60.81
IV
78.9%
B/E move
1.8%

Options history

No recorded observations