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Sirius XM Holding Inc SIRI

COMMUNICATION SERVICES · ENTERTAINMENT
i

Market dataready · fetched 2026-10-21T17:52:36.075Z

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

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 · 2026-10-21T17:52:34.406387397Z

FundamentalsAlpha Vantage · ready · quarter 2026-06-30 · fetched 2026-10-21T17:52:35.554010+00:00

Share price$27.07
1D+0.2%
$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$0.00$2.68$5.37$8.05$10.73$23.88$25.60$27.32$29.03$30.7520Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive SIRI spot · $27.07SIRI PRICE$0.72$0.92$1.05$0.91$0.76$0.62$0.47$0.35$0.41$0.48$0.55$0.61$1.04$0.39$0.72$0.65$0.52$0.39$0.26$0.31$0.36$0.42$0.48$0.53$3.74$9.95
PutsExpensive2.95×
CallsExpensive3.31×
SkewBullish-23.99 pp
Implied moveBullish±$0.78
TiltBearish35.7% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ35.22344.8%32.8%24.49181.6%11.0%
25Δ33.35341.1%26.6%24.66212.9%11.5%
30Δ31.46306.4%20.1%25.09183.3%9.7%
35Δ30.55251.7%16.2%25.71135.4%7.0%
40Δ29.64197.0%12.3%26.3387.5%4.2%
45Δ28.74142.3%8.4%26.9639.7%1.4%
50Δ27.8387.6%4.5%27.0936.4%1.1%
55Δ26.9937.6%1.0%27.1836.3%0.9%
60Δ26.8937.5%0.9%27.2836.2%0.8%
65Δ26.7937.3%0.7%27.3736.1%0.6%
70Δ26.6837.1%0.6%27.4736.0%0.5%
75Δ26.5836.9%0.5%30.26198.7%2.0%
80Δ26.1755.9%0.5%36.28381.1%2.7%

20Δ

Calls
Pseudo strike
35.22
IV
344.8%
B/E move
32.8%
Puts
Pseudo strike
24.49
IV
181.6%
B/E move
11.0%

25Δ

Calls
Pseudo strike
33.35
IV
341.1%
B/E move
26.6%
Puts
Pseudo strike
24.66
IV
212.9%
B/E move
11.5%

30Δ

Calls
Pseudo strike
31.46
IV
306.4%
B/E move
20.1%
Puts
Pseudo strike
25.09
IV
183.3%
B/E move
9.7%

35Δ

Calls
Pseudo strike
30.55
IV
251.7%
B/E move
16.2%
Puts
Pseudo strike
25.71
IV
135.4%
B/E move
7.0%

40Δ

Calls
Pseudo strike
29.64
IV
197.0%
B/E move
12.3%
Puts
Pseudo strike
26.33
IV
87.5%
B/E move
4.2%

45Δ

Calls
Pseudo strike
28.74
IV
142.3%
B/E move
8.4%
Puts
Pseudo strike
26.96
IV
39.7%
B/E move
1.4%

50Δ

Calls
Pseudo strike
27.83
IV
87.6%
B/E move
4.5%
Puts
Pseudo strike
27.09
IV
36.4%
B/E move
1.1%

55Δ

Calls
Pseudo strike
26.99
IV
37.6%
B/E move
1.0%
Puts
Pseudo strike
27.18
IV
36.3%
B/E move
0.9%

60Δ

Calls
Pseudo strike
26.89
IV
37.5%
B/E move
0.9%
Puts
Pseudo strike
27.28
IV
36.2%
B/E move
0.8%

65Δ

Calls
Pseudo strike
26.79
IV
37.3%
B/E move
0.7%
Puts
Pseudo strike
27.37
IV
36.1%
B/E move
0.6%

70Δ

Calls
Pseudo strike
26.68
IV
37.1%
B/E move
0.6%
Puts
Pseudo strike
27.47
IV
36.0%
B/E move
0.5%

75Δ

Calls
Pseudo strike
26.58
IV
36.9%
B/E move
0.5%
Puts
Pseudo strike
30.26
IV
198.7%
B/E move
2.0%

80Δ

Calls
Pseudo strike
26.17
IV
55.9%
B/E move
0.5%
Puts
Pseudo strike
36.28
IV
381.1%
B/E move
2.7%

Options history

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