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Sphere Entertainment Co. SPHR

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Market datapartial · fetched 2026-10-22T23:48:42.235Z

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 · 2026-10-22T23:20:30.738760696Z

FundamentalsAlpha Vantage · unavailable

Share price$111.50
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.$1.39$6.96$12.52$18.09$23.66$82.49$99.48$116.47$133.46$150.4620Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive SPHR spot · $111.50SPHR PRICE$1.99$2.69$3.46$4.29$5.19$6.20$7.30$8.51$9.86$11.33$13.03$14.86$17.81$2.48$3.26$4.23$5.22$6.24$7.43$8.82$10.27$11.77$13.66$16.04$18.69$22.05
PutsCheap0.87×
CallsExpensive1.08×
SkewBullish-2.07 pp
Implied moveBearish±$16.13
TiltBearish10.0% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ131.4561.4%19.7%97.4564.5%14.8%
25Δ127.8261.8%17.1%100.7862.9%12.5%
30Δ124.7963.2%15.0%103.4363.5%11.0%
35Δ121.8263.4%13.1%106.0563.4%9.6%
40Δ118.9763.7%11.4%108.6062.4%8.2%
45Δ116.3364.1%9.9%111.1262.0%7.0%
50Δ113.7264.6%8.5%113.6162.3%6.0%
55Δ111.1565.0%7.3%116.1162.1%5.1%
60Δ108.5565.4%6.2%118.6261.2%4.2%
65Δ105.9365.6%5.2%121.4061.1%3.4%
70Δ103.1865.8%4.2%124.5262.1%2.7%
75Δ100.3766.0%3.3%127.9062.0%2.1%
80Δ96.6569.0%2.7%131.9362.6%1.5%

20Δ

Calls
Pseudo strike
131.45
IV
61.4%
B/E move
19.7%
Puts
Pseudo strike
97.45
IV
64.5%
B/E move
14.8%

25Δ

Calls
Pseudo strike
127.82
IV
61.8%
B/E move
17.1%
Puts
Pseudo strike
100.78
IV
62.9%
B/E move
12.5%

30Δ

Calls
Pseudo strike
124.79
IV
63.2%
B/E move
15.0%
Puts
Pseudo strike
103.43
IV
63.5%
B/E move
11.0%

35Δ

Calls
Pseudo strike
121.82
IV
63.4%
B/E move
13.1%
Puts
Pseudo strike
106.05
IV
63.4%
B/E move
9.6%

40Δ

Calls
Pseudo strike
118.97
IV
63.7%
B/E move
11.4%
Puts
Pseudo strike
108.60
IV
62.4%
B/E move
8.2%

45Δ

Calls
Pseudo strike
116.33
IV
64.1%
B/E move
9.9%
Puts
Pseudo strike
111.12
IV
62.0%
B/E move
7.0%

50Δ

Calls
Pseudo strike
113.72
IV
64.6%
B/E move
8.5%
Puts
Pseudo strike
113.61
IV
62.3%
B/E move
6.0%

55Δ

Calls
Pseudo strike
111.15
IV
65.0%
B/E move
7.3%
Puts
Pseudo strike
116.11
IV
62.1%
B/E move
5.1%

60Δ

Calls
Pseudo strike
108.55
IV
65.4%
B/E move
6.2%
Puts
Pseudo strike
118.62
IV
61.2%
B/E move
4.2%

65Δ

Calls
Pseudo strike
105.93
IV
65.6%
B/E move
5.2%
Puts
Pseudo strike
121.40
IV
61.1%
B/E move
3.4%

70Δ

Calls
Pseudo strike
103.18
IV
65.8%
B/E move
4.2%
Puts
Pseudo strike
124.52
IV
62.1%
B/E move
2.7%

75Δ

Calls
Pseudo strike
100.37
IV
66.0%
B/E move
3.3%
Puts
Pseudo strike
127.90
IV
62.0%
B/E move
2.1%

80Δ

Calls
Pseudo strike
96.65
IV
69.0%
B/E move
2.7%
Puts
Pseudo strike
131.93
IV
62.6%
B/E move
1.5%

Options history

No recorded observations