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Skydance Corporation SKYD

COMMUNICATION SERVICES · ENTERTAINMENT
i

Market dataready · fetched 2026-10-21T17:52:56.172Z

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 · 2026-10-21T17:52:53.679777595Z

FundamentalsAlpha Vantage · ready · quarter 2026-06-30 · fetched 2026-10-21T17:49:05.285330+00:00

Share price$7.68
1D+8.6%
$6.85$7.07$7.29$7.51$7.735:30 AM6:30 AM9:00 AM1:00 PMSKYD
Sold putSold call

Skydance Corporation options

Live interpolated SKYD call and put midpoint premiums by absolute delta.Skydance Corporation$0.00$1.94$3.88$5.82$7.76$4.23$6.00$7.77$9.54$11.3120Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive SKYD spot · $7.67SKYD PRICE$0.08$1.03$0.69$0.77$1.00$0.97$0.84$0.70$0.57$0.43$0.30$0.70$0.47$0.25$0.22$0.56$0.91$1.45$2.61$2.36$3.75$6.00$7.19
PutsExpensive6.63×
CallsExpensive4.91×
SkewBullish-32.96 pp
Implied moveBearish±$2.29
TiltBearish56.4% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ8.61149.2%13.2%5.65523.9%35.5%
25Δ13.77788.4%92.8%6.35355.6%23.5%
30Δ11.58678.9%59.9%7.05187.2%11.4%
35Δ10.82704.3%51.0%7.56117.7%4.4%
40Δ10.57778.3%50.7%7.72231.8%6.8%
45Δ10.16715.1%45.0%7.88345.8%9.2%
50Δ9.68595.0%36.9%8.27472.2%11.2%
55Δ9.19474.9%28.9%9.36636.0%12.1%
60Δ8.71354.8%20.9%9.30548.4%9.5%
65Δ8.23234.8%12.8%10.70682.4%9.4%
70Δ7.74114.7%4.8%12.67800.0%13.0%
75Δ13.87800.0%13.0%
80Δ

20Δ

Calls
Pseudo strike
8.61
IV
149.2%
B/E move
13.2%
Puts
Pseudo strike
5.65
IV
523.9%
B/E move
35.5%

25Δ

Calls
Pseudo strike
13.77
IV
788.4%
B/E move
92.8%
Puts
Pseudo strike
6.35
IV
355.6%
B/E move
23.5%

30Δ

Calls
Pseudo strike
11.58
IV
678.9%
B/E move
59.9%
Puts
Pseudo strike
7.05
IV
187.2%
B/E move
11.4%

35Δ

Calls
Pseudo strike
10.82
IV
704.3%
B/E move
51.0%
Puts
Pseudo strike
7.56
IV
117.7%
B/E move
4.4%

40Δ

Calls
Pseudo strike
10.57
IV
778.3%
B/E move
50.7%
Puts
Pseudo strike
7.72
IV
231.8%
B/E move
6.8%

45Δ

Calls
Pseudo strike
10.16
IV
715.1%
B/E move
45.0%
Puts
Pseudo strike
7.88
IV
345.8%
B/E move
9.2%

50Δ

Calls
Pseudo strike
9.68
IV
595.0%
B/E move
36.9%
Puts
Pseudo strike
8.27
IV
472.2%
B/E move
11.2%

55Δ

Calls
Pseudo strike
9.19
IV
474.9%
B/E move
28.9%
Puts
Pseudo strike
9.36
IV
636.0%
B/E move
12.1%

60Δ

Calls
Pseudo strike
8.71
IV
354.8%
B/E move
20.9%
Puts
Pseudo strike
9.30
IV
548.4%
B/E move
9.5%

65Δ

Calls
Pseudo strike
8.23
IV
234.8%
B/E move
12.8%
Puts
Pseudo strike
10.70
IV
682.4%
B/E move
9.4%

70Δ

Calls
Pseudo strike
7.74
IV
114.7%
B/E move
4.8%
Puts
Pseudo strike
12.67
IV
800.0%
B/E move
13.0%

75Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
13.87
IV
800.0%
B/E move
13.0%

80Δ

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

Options history

SKYD162.44192.45222.462026-10-19: 218.32%2026-10-20: 166.58%Oct 19Oct 20
Table
DateIV
218.32%
166.58%