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Sphere Entertainment Co. SPHR

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Market datapartial · fetched 2026-10-22T22:07:11.867Z

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 and implied move: recorded expiration-specific observations.

History data

PriceAlpaca · sip · 2026-10-22T20:10:00.001829238Z

FundamentalsAlpha Vantage · unavailable

Share price$111.61
1D-3.8%
AH$110$112$113$115$1165:30 AM6:30 AM9:00 AM1:00 PM2:00 PMSPHR
Sold putSold callAH

Sphere Entertainment Co. options

Live interpolated SPHR call and put midpoint premiums by absolute delta.Sphere Entertainment Co.$1.37$7.08$12.80$18.51$24.23$82.58$99.55$116.52$133.48$150.4520Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive SPHR spot · $111.61SPHR PRICE$1.99$2.69$3.45$4.28$5.17$6.17$7.26$8.46$9.79$11.25$12.92$14.73$17.56$2.49$3.28$4.25$5.25$6.28$7.49$8.90$10.36$11.88$13.87$16.26$18.98$22.58
PutsCheap0.88×
CallsExpensive1.07×
SkewBullish-1.02 pp
Implied moveBearish±$16.16
TiltBearish11.0% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ131.4961.2%19.6%97.5164.7%14.9%
25Δ127.8661.6%17.0%100.8363.2%12.6%
30Δ124.8362.9%14.9%103.5063.8%11.1%
35Δ121.8763.0%13.0%106.1363.7%9.6%
40Δ119.0463.3%11.3%108.7062.7%8.2%
45Δ116.4163.7%9.8%111.2462.4%7.0%
50Δ113.8164.1%8.5%113.7562.7%6.1%
55Δ111.2564.5%7.3%116.2762.5%5.1%
60Δ108.6764.8%6.1%118.8061.7%4.2%
65Δ106.0765.0%5.1%121.6661.8%3.4%
70Δ103.3665.1%4.2%124.8262.9%2.7%
75Δ100.5765.1%3.3%128.2762.9%2.1%
80Δ96.9767.7%2.6%132.5463.9%1.5%

20Δ

Calls
Pseudo strike
131.49
IV
61.2%
B/E move
19.6%
Puts
Pseudo strike
97.51
IV
64.7%
B/E move
14.9%

25Δ

Calls
Pseudo strike
127.86
IV
61.6%
B/E move
17.0%
Puts
Pseudo strike
100.83
IV
63.2%
B/E move
12.6%

30Δ

Calls
Pseudo strike
124.83
IV
62.9%
B/E move
14.9%
Puts
Pseudo strike
103.50
IV
63.8%
B/E move
11.1%

35Δ

Calls
Pseudo strike
121.87
IV
63.0%
B/E move
13.0%
Puts
Pseudo strike
106.13
IV
63.7%
B/E move
9.6%

40Δ

Calls
Pseudo strike
119.04
IV
63.3%
B/E move
11.3%
Puts
Pseudo strike
108.70
IV
62.7%
B/E move
8.2%

45Δ

Calls
Pseudo strike
116.41
IV
63.7%
B/E move
9.8%
Puts
Pseudo strike
111.24
IV
62.4%
B/E move
7.0%

50Δ

Calls
Pseudo strike
113.81
IV
64.1%
B/E move
8.5%
Puts
Pseudo strike
113.75
IV
62.7%
B/E move
6.1%

55Δ

Calls
Pseudo strike
111.25
IV
64.5%
B/E move
7.3%
Puts
Pseudo strike
116.27
IV
62.5%
B/E move
5.1%

60Δ

Calls
Pseudo strike
108.67
IV
64.8%
B/E move
6.1%
Puts
Pseudo strike
118.80
IV
61.7%
B/E move
4.2%

65Δ

Calls
Pseudo strike
106.07
IV
65.0%
B/E move
5.1%
Puts
Pseudo strike
121.66
IV
61.8%
B/E move
3.4%

70Δ

Calls
Pseudo strike
103.36
IV
65.1%
B/E move
4.2%
Puts
Pseudo strike
124.82
IV
62.9%
B/E move
2.7%

75Δ

Calls
Pseudo strike
100.57
IV
65.1%
B/E move
3.3%
Puts
Pseudo strike
128.27
IV
62.9%
B/E move
2.1%

80Δ

Calls
Pseudo strike
96.97
IV
67.7%
B/E move
2.6%
Puts
Pseudo strike
132.54
IV
63.9%
B/E move
1.5%

Options history

No recorded observations