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Starz Entertainment Corp. Common Shares STRZ

COMMUNICATION SERVICES · ENTERTAINMENT
i

Market dataready · fetched 2026-11-11T23:25:55.162Z

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 · 2026-11-11T21:00:06.655492374Z

FundamentalsAlpha Vantage · ready · quarter 2026-09-30 · fetched 2026-11-11T23:25:55.090146+00:00

Share price$26.72
1D+2.8%
AH$25.86$26.28$26.70$27.12$27.545:30 AM6:30 AM9:00 AM1:00 PM2:00 PMSTRZ
Sold putSold callAH

Starz Entertainment Corp. Common Shares options

Live interpolated STRZ call and put midpoint premiums by absolute delta.Starz Entertainment Corp. Common Shares$0.73$1.57$2.42$3.26$4.10$21.14$23.90$26.66$29.43$32.1920Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ20Δ C unavailable: no unambiguous, price-consistent delta bracketC —25Δ C unavailable: no unambiguous, price-consistent delta bracketC —30Δ C unavailable: no unambiguous, price-consistent delta bracketC —80Δ C unavailable: no unambiguous, price-consistent delta bracketC —OPTION PRICELive STRZ spot · $26.72STRZ PRICE$0.91$1.16$1.35$1.46$1.70$1.96$1.98$1.98$1.97$1.09$1.12$0.82$1.17$1.51$1.75$1.97$2.16$2.34$2.47$2.59$2.85$3.86
PutsExpensive1.55×
Calls——
Skew——
Implied moveBearish±$3.43
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ21.57200.5%23.3%
25Δ23.33158.3%16.9%
30Δ25.0394.8%9.4%
35Δ28.4993.3%10.0%25.50104.1%8.9%
40Δ28.18103.6%9.8%25.98113.3%8.4%
45Δ27.71105.1%8.8%26.55109.9%7.2%
50Δ27.0696.0%6.7%27.11105.6%5.9%
55Δ26.5495.3%5.7%27.5999.7%4.8%
60Δ26.0495.5%4.8%28.0593.7%3.8%
65Δ25.7885.6%3.9%28.3886.3%3.0%
70Δ25.5474.9%3.0%28.7279.0%2.2%
75Δ25.2964.2%2.1%29.1674.7%1.5%
80Δ30.2385.4%1.3%

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
21.57
IV
200.5%
B/E move
23.3%

25Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
23.33
IV
158.3%
B/E move
16.9%

30Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
25.03
IV
94.8%
B/E move
9.4%

35Δ

Calls
Pseudo strike
28.49
IV
93.3%
B/E move
10.0%
Puts
Pseudo strike
25.50
IV
104.1%
B/E move
8.9%

40Δ

Calls
Pseudo strike
28.18
IV
103.6%
B/E move
9.8%
Puts
Pseudo strike
25.98
IV
113.3%
B/E move
8.4%

45Δ

Calls
Pseudo strike
27.71
IV
105.1%
B/E move
8.8%
Puts
Pseudo strike
26.55
IV
109.9%
B/E move
7.2%

50Δ

Calls
Pseudo strike
27.06
IV
96.0%
B/E move
6.7%
Puts
Pseudo strike
27.11
IV
105.6%
B/E move
5.9%

55Δ

Calls
Pseudo strike
26.54
IV
95.3%
B/E move
5.7%
Puts
Pseudo strike
27.59
IV
99.7%
B/E move
4.8%

60Δ

Calls
Pseudo strike
26.04
IV
95.5%
B/E move
4.8%
Puts
Pseudo strike
28.05
IV
93.7%
B/E move
3.8%

65Δ

Calls
Pseudo strike
25.78
IV
85.6%
B/E move
3.9%
Puts
Pseudo strike
28.38
IV
86.3%
B/E move
3.0%

70Δ

Calls
Pseudo strike
25.54
IV
74.9%
B/E move
3.0%
Puts
Pseudo strike
28.72
IV
79.0%
B/E move
2.2%

75Δ

Calls
Pseudo strike
25.29
IV
64.2%
B/E move
2.1%
Puts
Pseudo strike
29.16
IV
74.7%
B/E move
1.5%

80Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
30.23
IV
85.4%
B/E move
1.3%

Options history

IV · four-Friday blend88.87%
Daily EOD
STRZ79.3%84.4%89.6%2026-10-19: 79.98%2026-10-20: 83.88%2026-10-21: 82.26%2026-10-22: 81.55%2026-10-23: 82.40%2026-10-26: 86.40%2026-10-27: 86.85%2026-10-28: 86.29%2026-10-29: 86.99%2026-10-30: 88.87%Oct 19Oct 23Oct 30
10 observations2026-10-19 — 2026-10-30
Table
DateIV (%)
79.98%
83.88%
82.26%
81.55%
82.40%
86.40%
86.85%
86.29%
86.99%
88.87%