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Skydance Corporation SKYD

COMMUNICATION SERVICES · ENTERTAINMENT
i

Market dataready · fetched 2026-11-10T22:37:04.608Z

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 · 2026-11-10T22:26:04.457564041Z

FundamentalsAlpha Vantage · ready · quarter 2026-06-30 · fetched 2026-11-10T22:37:04.086610+00:00

Share price$8.08
1D-6.0%
AH$7.76$8.01$8.27$8.52$8.775:30 AM6:30 AM9:00 AM1:00 PM2:00 PMSKYD
Sold putSold callAH

Skydance Corporation options

Live interpolated SKYD call and put midpoint premiums by absolute delta.Skydance Corporation$0.07$0.16$0.25$0.34$0.43$6.87$7.39$7.91$8.43$8.9520Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ20Δ C unavailable: no unambiguous, price-consistent delta bracketC —25Δ C unavailable: no unambiguous, price-consistent delta bracketC —30Δ C unavailable: no unambiguous, price-consistent delta bracketC —35Δ C unavailable: no unambiguous, price-consistent delta bracketC —40Δ C unavailable: no unambiguous, price-consistent delta bracketC —60Δ C unavailable: no unambiguous, price-consistent delta bracketC —65Δ C unavailable: no unambiguous, price-consistent delta bracketC —70Δ C unavailable: no unambiguous, price-consistent delta bracketC —75Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —80Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —OPTION PRICELive SKYD spot · $8.08SKYD PRICE$0.15$0.16$0.18$0.08$0.10$0.12$0.15$0.17$0.20$0.24$0.28$0.32$0.36$0.40
Puts——
Calls——
Skew——
Implied moveBearish±$0.40
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ7.4284.8%9.2%
25Δ7.5582.7%7.9%
30Δ7.6780.6%6.6%
35Δ7.8078.5%5.2%
40Δ7.9376.4%3.9%
45Δ8.1958.0%3.1%8.0374.7%3.1%
50Δ8.1256.4%2.5%8.1073.6%2.7%
55Δ8.0654.8%2.0%8.1772.5%2.4%
60Δ8.2471.4%2.0%
65Δ8.3170.2%1.6%
70Δ8.3869.1%1.3%
75Δ
80Δ

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
7.42
IV
84.8%
B/E move
9.2%

25Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
7.55
IV
82.7%
B/E move
7.9%

30Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
7.67
IV
80.6%
B/E move
6.6%

35Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
7.80
IV
78.5%
B/E move
5.2%

40Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
7.93
IV
76.4%
B/E move
3.9%

45Δ

Calls
Pseudo strike
8.19
IV
58.0%
B/E move
3.1%
Puts
Pseudo strike
8.03
IV
74.7%
B/E move
3.1%

50Δ

Calls
Pseudo strike
8.12
IV
56.4%
B/E move
2.5%
Puts
Pseudo strike
8.10
IV
73.6%
B/E move
2.7%

55Δ

Calls
Pseudo strike
8.06
IV
54.8%
B/E move
2.0%
Puts
Pseudo strike
8.17
IV
72.5%
B/E move
2.4%

60Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
8.24
IV
71.4%
B/E move
2.0%

65Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
8.31
IV
70.2%
B/E move
1.6%

70Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
8.38
IV
69.1%
B/E move
1.3%

75Δ

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

80Δ

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

Options history

IV · four-Friday blend62.95%
Daily close
SKYD10.6%260.1%509.6%2026-08-12: 100.41%2026-08-13: 56.91%2026-08-14: 66.71%2026-08-17: 54.55%2026-08-18: 93.86%2026-08-19: 100.09%2026-08-21: 44.98%2026-08-24: 51.03%2026-08-25: 130.30%2026-08-26: 109.90%2026-08-27: 175.84%2026-08-28: 51.93%2026-08-31: 53.84%2026-09-01: 70.65%2026-09-02: 47.12%2026-09-03: 49.41%2026-09-04: 49.72%2026-09-08: 54.64%2026-09-09: 144.52%2026-09-11: 53.90%2026-09-14: 54.97%2026-09-15: 83.38%2026-09-16: 76.67%2026-09-18: 56.75%2026-09-21: 74.20%2026-09-22: 84.68%2026-09-24: 91.44%2026-09-25: 56.98%2026-09-28: 58.60%2026-09-29: 71.34%2026-09-30: 71.09%2026-10-01: 95.01%2026-10-02: 73.42%2026-10-05: 96.06%2026-10-06: 241.33%2026-10-07: 114.17%2026-10-09: 66.23%2026-10-12: 76.35%2026-10-13: 74.50%2026-10-15: 214.26%2026-10-16: 155.69%2026-10-19: 215.84%2026-10-20: 161.40%2026-10-21: 226.58%2026-10-22: 475.21%2026-10-23: 61.93%2026-10-26: 71.50%2026-10-27: 77.92%2026-10-28: 216.60%2026-10-30: 62.95%Aug 12Sep 21Oct 30
50 observations2026-08-12 — 2026-10-30
Table
DateIV (%)
100.41%
56.91%
66.71%
54.55%
93.86%
100.09%
44.98%
51.03%
130.30%
109.90%
175.84%
51.93%
53.84%
70.65%
47.12%
49.41%
49.72%
54.64%
144.52%
53.90%
54.97%
83.38%
76.67%
56.75%
74.20%
84.68%
91.44%
56.98%
58.60%
71.34%
71.09%
95.01%
73.42%
96.06%
241.33%
114.17%
66.23%
76.35%
74.50%
214.26%
155.69%
215.84%
161.40%
226.58%
475.21%
61.93%
71.50%
77.92%
216.60%
62.95%