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Sirius XM Holding Inc SIRI

COMMUNICATION SERVICES · ENTERTAINMENT
i

Market dataready · fetched 2026-10-21T17:01:46.595Z

Delta surfaceAlpaca · derived absolute-delta buckets · 2026-10-23

Calculation methodology

Options historyIV: ThetaData daily EOD, 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 · 2026-10-21T17:01:38.235894649Z

FundamentalsAlpha Vantage · ready · quarter 2026-06-30 · fetched 2026-10-21T17:01:46.204248+00:00

Share price$27.01
1D-0.1%
$26.74$26.86$26.98$27.09$27.215:30 AM6:30 AM9:00 AM1:00 PMSIRI
Sold putSold call

Sirius XM Holding Inc options

Live interpolated SIRI call and put midpoint premiums by absolute delta.Sirius XM Holding Inc$0.18$1.77$3.36$4.95$6.54$22.90$24.90$26.91$28.92$30.9220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive SIRI spot · $27.00SIRI PRICE$0.75$0.91$1.05$0.87$0.70$0.52$0.35$0.37$0.44$0.51$0.58$1.02$3.18$0.62$0.48$0.68$0.57$0.47$0.36$0.48$1.36$2.23$3.11$3.36$4.47$6.08
PutsExpensive3.89×
CallsExpensive3.41×
SkewBearish+9.12 pp
Implied moveBearish±$0.83
TiltBearish36.7% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ35.49356.7%34.2%23.00285.6%17.2%
25Δ33.17334.6%26.2%25.40140.5%7.7%
30Δ31.43304.6%20.3%24.98188.2%10.0%
35Δ30.38241.6%15.7%25.51147.8%7.7%
40Δ29.33178.5%11.2%26.05107.4%5.3%
45Δ28.28115.5%6.7%26.5867.1%2.9%
50Δ27.2452.4%2.2%27.1746.7%1.2%
55Δ26.9238.6%1.0%27.9095.1%1.7%
60Δ26.8139.2%0.9%28.64143.5%2.2%
65Δ26.7039.8%0.7%29.38191.8%2.7%
70Δ26.5940.3%0.6%29.62202.9%2.7%
75Δ26.1661.6%0.7%30.85227.2%2.3%
80Δ24.26180.0%1.6%32.55258.5%2.0%

20Δ

Calls
Pseudo strike
35.49
IV
356.7%
B/E move
34.2%
Puts
Pseudo strike
23.00
IV
285.6%
B/E move
17.2%

25Δ

Calls
Pseudo strike
33.17
IV
334.6%
B/E move
26.2%
Puts
Pseudo strike
25.40
IV
140.5%
B/E move
7.7%

30Δ

Calls
Pseudo strike
31.43
IV
304.6%
B/E move
20.3%
Puts
Pseudo strike
24.98
IV
188.2%
B/E move
10.0%

35Δ

Calls
Pseudo strike
30.38
IV
241.6%
B/E move
15.7%
Puts
Pseudo strike
25.51
IV
147.8%
B/E move
7.7%

40Δ

Calls
Pseudo strike
29.33
IV
178.5%
B/E move
11.2%
Puts
Pseudo strike
26.05
IV
107.4%
B/E move
5.3%

45Δ

Calls
Pseudo strike
28.28
IV
115.5%
B/E move
6.7%
Puts
Pseudo strike
26.58
IV
67.1%
B/E move
2.9%

50Δ

Calls
Pseudo strike
27.24
IV
52.4%
B/E move
2.2%
Puts
Pseudo strike
27.17
IV
46.7%
B/E move
1.2%

55Δ

Calls
Pseudo strike
26.92
IV
38.6%
B/E move
1.0%
Puts
Pseudo strike
27.90
IV
95.1%
B/E move
1.7%

60Δ

Calls
Pseudo strike
26.81
IV
39.2%
B/E move
0.9%
Puts
Pseudo strike
28.64
IV
143.5%
B/E move
2.2%

65Δ

Calls
Pseudo strike
26.70
IV
39.8%
B/E move
0.7%
Puts
Pseudo strike
29.38
IV
191.8%
B/E move
2.7%

70Δ

Calls
Pseudo strike
26.59
IV
40.3%
B/E move
0.6%
Puts
Pseudo strike
29.62
IV
202.9%
B/E move
2.7%

75Δ

Calls
Pseudo strike
26.16
IV
61.6%
B/E move
0.7%
Puts
Pseudo strike
30.85
IV
227.2%
B/E move
2.3%

80Δ

Calls
Pseudo strike
24.26
IV
180.0%
B/E move
1.6%
Puts
Pseudo strike
32.55
IV
258.5%
B/E move
2.0%

Options history

SIRI45.6845.7445.802026-10-19: 45.72%2026-10-20: 45.75%Oct 19Oct 20
Table
DateIV
45.72%
45.75%