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Sphere Entertainment Co. SPHR

COMMUNICATION SERVICES · ENTERTAINMENT
i

Market dataready · fetched 2026-11-12T16:05:58.196Z

Delta surfaceAlpaca · derived absolute-delta buckets · 2026-11-20

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 · 2026-11-12T16:04:16.509415871Z

FundamentalsAlpha Vantage · ready · quarter 2026-09-30 · fetched 2026-11-12T16:05:53.189971+00:00

Share price$124.85
1D-0.2%
$123.44$124.02$124.59$125.16$125.745:30 AM6:30 AM9:00 AM1:00 PMSPHR
Sold putSold call

Sphere Entertainment Co. options

Live interpolated SPHR call and put midpoint premiums by absolute delta.Sphere Entertainment Co.$0.81$4.24$7.66$11.09$14.51$98.45$111.50$124.54$137.59$150.6320Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive SPHR spot · $124.85SPHR PRICE$1.18$1.59$2.01$2.46$3.04$3.63$4.21$5.04$6.00$6.95$7.96$9.05$10.15$1.40$1.83$2.26$2.82$3.41$4.00$4.65$5.43$6.22$7.00$8.74$10.93$13.52
PutsCheap0.77×
CallsCheap0.55×
SkewBearish+0.48 pp
Implied moveBearish±$8.86
TiltBearish6.6% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ135.1759.7%9.2%115.7064.6%8.5%
25Δ133.2859.3%8.0%117.6562.9%7.2%
30Δ131.4759.0%6.9%119.6061.1%6.0%
35Δ129.7358.8%5.9%121.1460.4%5.2%
40Δ128.3159.2%5.2%122.5860.1%4.5%
45Δ126.8859.5%4.5%124.0259.7%3.9%
50Δ125.4659.9%3.9%125.4459.2%3.3%
55Δ123.9860.9%3.3%126.8158.4%2.8%
60Δ122.4662.3%2.9%128.1957.7%2.3%
65Δ120.9563.6%2.4%129.5657.0%1.8%
70Δ119.4064.0%2.0%131.6960.3%1.5%
75Δ117.7962.5%1.6%134.1965.5%1.3%
80Δ116.1761.0%1.2%137.1369.2%1.0%

20Δ

Calls
Pseudo strike
135.17
IV
59.7%
B/E move
9.2%
Puts
Pseudo strike
115.70
IV
64.6%
B/E move
8.5%

25Δ

Calls
Pseudo strike
133.28
IV
59.3%
B/E move
8.0%
Puts
Pseudo strike
117.65
IV
62.9%
B/E move
7.2%

30Δ

Calls
Pseudo strike
131.47
IV
59.0%
B/E move
6.9%
Puts
Pseudo strike
119.60
IV
61.1%
B/E move
6.0%

35Δ

Calls
Pseudo strike
129.73
IV
58.8%
B/E move
5.9%
Puts
Pseudo strike
121.14
IV
60.4%
B/E move
5.2%

40Δ

Calls
Pseudo strike
128.31
IV
59.2%
B/E move
5.2%
Puts
Pseudo strike
122.58
IV
60.1%
B/E move
4.5%

45Δ

Calls
Pseudo strike
126.88
IV
59.5%
B/E move
4.5%
Puts
Pseudo strike
124.02
IV
59.7%
B/E move
3.9%

50Δ

Calls
Pseudo strike
125.46
IV
59.9%
B/E move
3.9%
Puts
Pseudo strike
125.44
IV
59.2%
B/E move
3.3%

55Δ

Calls
Pseudo strike
123.98
IV
60.9%
B/E move
3.3%
Puts
Pseudo strike
126.81
IV
58.4%
B/E move
2.8%

60Δ

Calls
Pseudo strike
122.46
IV
62.3%
B/E move
2.9%
Puts
Pseudo strike
128.19
IV
57.7%
B/E move
2.3%

65Δ

Calls
Pseudo strike
120.95
IV
63.6%
B/E move
2.4%
Puts
Pseudo strike
129.56
IV
57.0%
B/E move
1.8%

70Δ

Calls
Pseudo strike
119.40
IV
64.0%
B/E move
2.0%
Puts
Pseudo strike
131.69
IV
60.3%
B/E move
1.5%

75Δ

Calls
Pseudo strike
117.79
IV
62.5%
B/E move
1.6%
Puts
Pseudo strike
134.19
IV
65.5%
B/E move
1.3%

80Δ

Calls
Pseudo strike
116.17
IV
61.0%
B/E move
1.2%
Puts
Pseudo strike
137.13
IV
69.2%
B/E move
1.0%

Options history

IV · four-Friday blend59.76%
Daily EOD
SPHR56.3%58.2%60.0%2026-10-19: 56.55%2026-10-20: 56.93%2026-10-21: 57.35%2026-10-22: 56.63%2026-10-23: 57.83%2026-10-26: 58.02%2026-10-27: 57.45%2026-10-28: 57.44%2026-10-29: 57.77%2026-10-30: 59.76%Oct 19Oct 23Oct 30
10 observations2026-10-19 — 2026-10-30
Table
DateIV (%)
56.55%
56.93%
57.35%
56.63%
57.83%
58.02%
57.45%
57.44%
57.77%
59.76%