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StubHub Holdings, Inc. STUB

i

Market dataready · fetched 2026-11-06T22:12:43.626Z

Delta surfaceAlpaca · derived absolute-delta buckets · 2026-11-13

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 · 2026-11-06T21:45:06.165605824Z

FundamentalsSEC EDGAR · ready · as of 2026-06-30 · fetched 2026-11-06T22:12:43.090217+00:00

Share price$6.19
1D-1.1%
AH$6.01$6.08$6.16$6.23$6.305:30 AM6:30 AM9:00 AM1:00 PM2:00 PMSTUB
Sold putSold callAH

StubHub Holdings, Inc. options

Live interpolated STUB call and put midpoint premiums by absolute delta.StubHub Holdings, Inc.$0.08$0.37$0.67$0.97$1.27$5.40$5.91$6.41$6.92$7.4320Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ80Δ P unavailable: no unambiguous, price-consistent delta bracketP —OPTION PRICELive STUB spot · $6.19STUB PRICE$0.11$0.14$0.18$0.22$0.26$0.33$0.40$0.47$0.54$0.62$0.69$0.77$0.85$0.15$0.19$0.26$0.32$0.38$0.45$0.52$0.60$0.72$0.88$1.04$1.18
Puts——
CallsExpensive1.38×
Skew——
Implied moveBearish±$0.92
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ7.21116.2%18.2%5.38133.3%15.4%
25Δ7.03120.4%15.9%5.55136.1%13.5%
30Δ6.87120.1%13.9%5.70136.9%12.0%
35Δ6.71118.8%12.0%5.86137.8%10.5%
40Δ6.55117.4%10.0%6.01138.4%9.0%
45Δ6.41120.0%8.8%6.15136.1%7.9%
50Δ6.28124.1%7.8%6.30133.7%6.7%
55Δ6.14128.2%6.9%6.44131.4%5.6%
60Δ6.01132.3%5.9%6.62134.0%4.7%
65Δ5.88129.2%4.9%6.82140.1%4.0%
70Δ5.74125.4%3.9%7.02144.8%3.4%
75Δ5.61121.6%3.0%7.21140.3%2.6%
80Δ5.46118.0%2.1%

20Δ

Calls
Pseudo strike
7.21
IV
116.2%
B/E move
18.2%
Puts
Pseudo strike
5.38
IV
133.3%
B/E move
15.4%

25Δ

Calls
Pseudo strike
7.03
IV
120.4%
B/E move
15.9%
Puts
Pseudo strike
5.55
IV
136.1%
B/E move
13.5%

30Δ

Calls
Pseudo strike
6.87
IV
120.1%
B/E move
13.9%
Puts
Pseudo strike
5.70
IV
136.9%
B/E move
12.0%

35Δ

Calls
Pseudo strike
6.71
IV
118.8%
B/E move
12.0%
Puts
Pseudo strike
5.86
IV
137.8%
B/E move
10.5%

40Δ

Calls
Pseudo strike
6.55
IV
117.4%
B/E move
10.0%
Puts
Pseudo strike
6.01
IV
138.4%
B/E move
9.0%

45Δ

Calls
Pseudo strike
6.41
IV
120.0%
B/E move
8.8%
Puts
Pseudo strike
6.15
IV
136.1%
B/E move
7.9%

50Δ

Calls
Pseudo strike
6.28
IV
124.1%
B/E move
7.8%
Puts
Pseudo strike
6.30
IV
133.7%
B/E move
6.7%

55Δ

Calls
Pseudo strike
6.14
IV
128.2%
B/E move
6.9%
Puts
Pseudo strike
6.44
IV
131.4%
B/E move
5.6%

60Δ

Calls
Pseudo strike
6.01
IV
132.3%
B/E move
5.9%
Puts
Pseudo strike
6.62
IV
134.0%
B/E move
4.7%

65Δ

Calls
Pseudo strike
5.88
IV
129.2%
B/E move
4.9%
Puts
Pseudo strike
6.82
IV
140.1%
B/E move
4.0%

70Δ

Calls
Pseudo strike
5.74
IV
125.4%
B/E move
3.9%
Puts
Pseudo strike
7.02
IV
144.8%
B/E move
3.4%

75Δ

Calls
Pseudo strike
5.61
IV
121.6%
B/E move
3.0%
Puts
Pseudo strike
7.21
IV
140.3%
B/E move
2.6%

80Δ

Calls
Pseudo strike
5.46
IV
118.0%
B/E move
2.1%
Puts
Pseudo strike
IV
B/E move

Options history

IV · four-Friday blend85.32%
Daily close
STUB47.1%97.4%147.7%2026-08-10: 111.03%2026-08-11: 118.11%2026-08-12: 140.75%2026-08-14: 65.05%2026-08-17: 67.57%2026-08-18: 66.17%2026-08-24: 65.31%2026-09-03: 70.25%2026-09-04: 54.06%2026-09-10: 76.37%2026-09-11: 58.35%2026-09-14: 61.29%2026-09-15: 75.50%2026-09-17: 70.94%2026-09-21: 65.59%2026-09-25: 59.16%2026-09-28: 64.02%2026-10-01: 88.33%2026-10-02: 58.56%2026-10-05: 65.79%2026-10-07: 61.20%2026-10-09: 58.31%2026-10-12: 63.58%2026-10-13: 66.60%2026-10-16: 65.81%2026-10-19: 69.25%2026-10-20: 73.88%2026-10-23: 72.49%2026-10-26: 84.42%2026-10-27: 81.33%2026-10-28: 94.27%2026-10-30: 85.32%Aug 10Sep 25Oct 30
32 observations2026-08-10 — 2026-10-30
Table
DateIV (%)
111.03%
118.11%
140.75%
65.05%
67.57%
66.17%
65.31%
70.25%
54.06%
76.37%
58.35%
61.29%
75.50%
70.94%
65.59%
59.16%
64.02%
88.33%
58.56%
65.79%
61.20%
58.31%
63.58%
66.60%
65.81%
69.25%
73.88%
72.49%
84.42%
81.33%
94.27%
85.32%