Share price$7.44
1D+4.8%
Sold putSold call
Skydance Corporation SKYD
COMMUNICATION SERVICES · ENTERTAINMENTi
Market dataready · fetched 2026-10-21T17:02:25.054Z
Delta surfaceAlpaca · derived absolute-delta buckets · 2026-10-23
Calculation methodologyOptions 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 dataPriceAlpaca · sip · 2026-10-21T17:02:24.132765939Z
FundamentalsAlpha Vantage · ready · quarter 2026-06-30 · fetched 2026-10-21T17:02:24.702794+00:00
Skydance Corporation options
PutsExpensive4.85×
CallsExpensive3.09×
SkewBearish+58.98 pp
Implied moveBearish±$0.50
TiltBearish65.1% PUT
Table
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 12.31 | 599.2% | 75.6% | 7.06 | 92.6% | 6.2% |
| 25Δ | 12.00 | 640.8% | 70.9% | 7.13 | 101.5% | 5.8% |
| 30Δ | 10.92 | 655.1% | 54.7% | 7.20 | 110.5% | 5.4% |
| 35Δ | 10.71 | 729.4% | 55.1% | 7.28 | 119.4% | 5.1% |
| 40Δ | 10.34 | 760.9% | 52.6% | 7.35 | 128.3% | 4.7% |
| 45Δ | 7.49 | 64.4% | 2.3% | 7.42 | 137.3% | 4.4% |
| 50Δ | 7.44 | 63.4% | 2.1% | 7.49 | 146.2% | 4.0% |
| 55Δ | 7.39 | 62.5% | 1.9% | 8.80 | 564.9% | 11.0% |
| 60Δ | 7.34 | 61.5% | 1.7% | 9.78 | 695.6% | 11.5% |
| 65Δ | 7.29 | 60.5% | 1.4% | 9.60 | 538.7% | 7.7% |
| 70Δ | 7.24 | 59.5% | 1.2% | 9.39 | 405.3% | 5.9% |
| 75Δ | 7.19 | 58.6% | 1.0% | 13.54 | 800.0% | 12.6% |
| 80Δ | 7.14 | 57.6% | 0.7% | 14.98 | 800.0% | 11.6% |
20Δ
- Pseudo strike
- 12.31
- IV
- 599.2%
- B/E move
- 75.6%
- Pseudo strike
- 7.06
- IV
- 92.6%
- B/E move
- 6.2%
25Δ
- Pseudo strike
- 12.00
- IV
- 640.8%
- B/E move
- 70.9%
- Pseudo strike
- 7.13
- IV
- 101.5%
- B/E move
- 5.8%
30Δ
- Pseudo strike
- 10.92
- IV
- 655.1%
- B/E move
- 54.7%
- Pseudo strike
- 7.20
- IV
- 110.5%
- B/E move
- 5.4%
35Δ
- Pseudo strike
- 10.71
- IV
- 729.4%
- B/E move
- 55.1%
- Pseudo strike
- 7.28
- IV
- 119.4%
- B/E move
- 5.1%
40Δ
- Pseudo strike
- 10.34
- IV
- 760.9%
- B/E move
- 52.6%
- Pseudo strike
- 7.35
- IV
- 128.3%
- B/E move
- 4.7%
45Δ
- Pseudo strike
- 7.49
- IV
- 64.4%
- B/E move
- 2.3%
- Pseudo strike
- 7.42
- IV
- 137.3%
- B/E move
- 4.4%
50Δ
- Pseudo strike
- 7.44
- IV
- 63.4%
- B/E move
- 2.1%
- Pseudo strike
- 7.49
- IV
- 146.2%
- B/E move
- 4.0%
55Δ
- Pseudo strike
- 7.39
- IV
- 62.5%
- B/E move
- 1.9%
- Pseudo strike
- 8.80
- IV
- 564.9%
- B/E move
- 11.0%
60Δ
- Pseudo strike
- 7.34
- IV
- 61.5%
- B/E move
- 1.7%
- Pseudo strike
- 9.78
- IV
- 695.6%
- B/E move
- 11.5%
65Δ
- Pseudo strike
- 7.29
- IV
- 60.5%
- B/E move
- 1.4%
- Pseudo strike
- 9.60
- IV
- 538.7%
- B/E move
- 7.7%
70Δ
- Pseudo strike
- 7.24
- IV
- 59.5%
- B/E move
- 1.2%
- Pseudo strike
- 9.39
- IV
- 405.3%
- B/E move
- 5.9%
75Δ
- Pseudo strike
- 7.19
- IV
- 58.6%
- B/E move
- 1.0%
- Pseudo strike
- 13.54
- IV
- 800.0%
- B/E move
- 12.6%
80Δ
- Pseudo strike
- 7.14
- IV
- 57.6%
- B/E move
- 0.7%
- Pseudo strike
- 14.98
- IV
- 800.0%
- B/E move
- 11.6%
Options history
Table
| Date | IV |
|---|---|
| 218.32% | |
| 166.58% |