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SiriusXM Holdings Inc. Common Stock SIRI

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Market dataready · fetched 2026-11-11T23:14:05.108Z

Delta surfaceAlpaca · derived absolute-delta buckets · 2026-11-13

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 · 2026-11-11T23:02:47.508662384Z

FundamentalsSEC EDGAR · ready · as of 2026-09-30 · fetched 2026-11-11T23:14:04.627778+00:00

Share price$32.45
1D-0.1%
AH$31.59$31.78$31.96$32.15$32.345:30 AM6:30 AM9:00 AM1:00 PM2:00 PMSIRI
Sold putSold callAH

SiriusXM Holdings Inc. Common Stock options

Live interpolated SIRI call and put midpoint premiums by absolute delta.SiriusXM Holdings Inc. Common Stock$0.18$0.73$1.27$1.81$2.35$30.74$31.59$32.44$33.28$34.1320Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ20Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —25Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —30Δ C unavailable: no unambiguous, price-consistent delta bracketC —60Δ 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 SIRI spot · $32.45SIRI PRICE$0.24$0.30$0.35$0.43$0.60$0.77$0.95$1.12$1.97$2.19$0.26$0.33$0.46$0.60$0.74$0.95$2.01
Puts——
Calls——
Skew——
Implied moveBearish±$1.17
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ
25Δ
30Δ31.8055.0%2.8%
35Δ32.8742.3%2.0%31.9756.3%2.5%
40Δ32.7442.7%1.8%32.1561.7%2.3%
45Δ32.6143.1%1.6%32.3368.1%2.2%
50Δ32.4644.5%1.4%32.5174.6%2.1%
55Δ32.2549.9%1.2%32.7880.5%1.9%
60Δ32.0555.2%1.1%
65Δ31.8460.6%1.0%33.78126.0%2.1%
70Δ31.6366.0%0.9%
75Δ30.89104.0%1.3%
80Δ30.5895.5%1.0%

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

25Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

30Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
31.80
IV
55.0%
B/E move
2.8%

35Δ

Calls
Pseudo strike
32.87
IV
42.3%
B/E move
2.0%
Puts
Pseudo strike
31.97
IV
56.3%
B/E move
2.5%

40Δ

Calls
Pseudo strike
32.74
IV
42.7%
B/E move
1.8%
Puts
Pseudo strike
32.15
IV
61.7%
B/E move
2.3%

45Δ

Calls
Pseudo strike
32.61
IV
43.1%
B/E move
1.6%
Puts
Pseudo strike
32.33
IV
68.1%
B/E move
2.2%

50Δ

Calls
Pseudo strike
32.46
IV
44.5%
B/E move
1.4%
Puts
Pseudo strike
32.51
IV
74.6%
B/E move
2.1%

55Δ

Calls
Pseudo strike
32.25
IV
49.9%
B/E move
1.2%
Puts
Pseudo strike
32.78
IV
80.5%
B/E move
1.9%

60Δ

Calls
Pseudo strike
32.05
IV
55.2%
B/E move
1.1%
Puts
Pseudo strike
IV
B/E move

65Δ

Calls
Pseudo strike
31.84
IV
60.6%
B/E move
1.0%
Puts
Pseudo strike
33.78
IV
126.0%
B/E move
2.1%

70Δ

Calls
Pseudo strike
31.63
IV
66.0%
B/E move
0.9%
Puts
Pseudo strike
IV
B/E move

75Δ

Calls
Pseudo strike
30.89
IV
104.0%
B/E move
1.3%
Puts
Pseudo strike
IV
B/E move

80Δ

Calls
Pseudo strike
30.58
IV
95.5%
B/E move
1.0%
Puts
Pseudo strike
IV
B/E move

Options history

IV · four-Friday blend44.82%
Daily close
SIRI28.1%47.7%67.3%2026-08-13: 61.15%2026-08-14: 37.93%2026-08-17: 45.40%2026-08-18: 40.56%2026-08-19: 41.44%2026-08-20: 41.29%2026-08-21: 36.29%2026-08-24: 38.58%2026-08-25: 46.11%2026-08-26: 44.40%2026-08-27: 50.28%2026-08-28: 35.24%2026-08-31: 31.13%2026-09-01: 35.91%2026-09-02: 33.20%2026-09-03: 33.90%2026-09-04: 32.45%2026-09-08: 39.82%2026-09-09: 47.10%2026-09-10: 43.43%2026-09-11: 30.86%2026-09-14: 40.85%2026-09-15: 39.48%2026-09-16: 37.23%2026-09-17: 60.47%2026-09-18: 31.02%2026-09-21: 36.13%2026-09-22: 39.87%2026-09-23: 42.89%2026-09-24: 50.43%2026-09-25: 30.78%2026-09-28: 41.32%2026-09-29: 42.03%2026-09-30: 41.19%2026-10-01: 58.14%2026-10-02: 35.69%2026-10-05: 35.98%2026-10-06: 33.83%2026-10-07: 40.30%2026-10-08: 41.60%2026-10-09: 33.98%2026-10-12: 37.97%2026-10-13: 44.34%2026-10-14: 42.12%2026-10-15: 49.13%2026-10-16: 44.95%2026-10-19: 45.77%2026-10-20: 45.86%2026-10-21: 49.74%2026-10-22: 63.23%2026-10-23: 44.54%2026-10-26: 49.31%2026-10-27: 58.31%2026-10-28: 64.62%2026-10-29: 61.53%2026-10-30: 44.82%Aug 13Sep 22Oct 30
56 observations2026-08-13 — 2026-10-30
Table
DateIV (%)
61.15%
37.93%
45.40%
40.56%
41.44%
41.29%
36.29%
38.58%
46.11%
44.40%
50.28%
35.24%
31.13%
35.91%
33.20%
33.90%
32.45%
39.82%
47.10%
43.43%
30.86%
40.85%
39.48%
37.23%
60.47%
31.02%
36.13%
39.87%
42.89%
50.43%
30.78%
41.32%
42.03%
41.19%
58.14%
35.69%
35.98%
33.83%
40.30%
41.60%
33.98%
37.97%
44.34%
42.12%
49.13%
44.95%
45.77%
45.86%
49.74%
63.23%
44.54%
49.31%
58.31%
64.62%
61.53%
44.82%