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Valaris Limited VAL

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Market datapartial · fetched 2026-10-23T16:47:52.311Z

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 · 2026-10-23T16:47:28.923114328Z

FundamentalsAlpha Vantage · unavailable

Share price$98.24
1D+4.8%
$93$95$96$98$995:30 AM6:30 AM9:00 AM1:00 PMVAL
Sold putSold call

Valaris Limited options

Live interpolated VAL call and put midpoint premiums by absolute delta.Valaris Limited$1.17$5.33$9.48$13.63$17.79$73.75$84.58$95.41$106.24$117.0820Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive VAL spot · $98.24VAL PRICE$1.62$2.06$2.51$2.97$3.69$4.41$5.15$5.97$6.95$8.03$9.22$10.59$11.69$1.96$2.65$3.38$4.12$4.98$5.99$7.01$8.06$9.11$10.46$12.53$14.58$16.59
PutsExpensive1.18×
CallsFair0.97×
SkewBearish+5.00 pp
Implied moveBearish±$12.16
TiltBearish15.1% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ114.3157.4%18.0%87.0957.9%13.3%
25Δ111.1554.8%15.2%89.3559.4%11.7%
30Δ107.9952.2%12.5%91.5559.2%10.2%
35Δ104.9049.7%9.8%93.7458.3%8.8%
40Δ103.1250.4%8.7%95.8457.8%7.5%
45Δ101.3451.2%7.6%97.8357.9%6.5%
50Δ99.5651.7%6.6%99.8258.1%5.5%
55Δ97.7851.6%5.6%101.7456.8%4.6%
60Δ95.9852.0%4.8%103.6555.4%3.8%
65Δ94.1552.3%4.0%105.7754.9%3.0%
70Δ92.2552.6%3.3%108.3956.3%2.4%
75Δ90.2352.8%2.6%111.0056.7%1.9%
80Δ88.4850.3%2.0%113.5855.4%1.3%

20Δ

Calls
Pseudo strike
114.31
IV
57.4%
B/E move
18.0%
Puts
Pseudo strike
87.09
IV
57.9%
B/E move
13.3%

25Δ

Calls
Pseudo strike
111.15
IV
54.8%
B/E move
15.2%
Puts
Pseudo strike
89.35
IV
59.4%
B/E move
11.7%

30Δ

Calls
Pseudo strike
107.99
IV
52.2%
B/E move
12.5%
Puts
Pseudo strike
91.55
IV
59.2%
B/E move
10.2%

35Δ

Calls
Pseudo strike
104.90
IV
49.7%
B/E move
9.8%
Puts
Pseudo strike
93.74
IV
58.3%
B/E move
8.8%

40Δ

Calls
Pseudo strike
103.12
IV
50.4%
B/E move
8.7%
Puts
Pseudo strike
95.84
IV
57.8%
B/E move
7.5%

45Δ

Calls
Pseudo strike
101.34
IV
51.2%
B/E move
7.6%
Puts
Pseudo strike
97.83
IV
57.9%
B/E move
6.5%

50Δ

Calls
Pseudo strike
99.56
IV
51.7%
B/E move
6.6%
Puts
Pseudo strike
99.82
IV
58.1%
B/E move
5.5%

55Δ

Calls
Pseudo strike
97.78
IV
51.6%
B/E move
5.6%
Puts
Pseudo strike
101.74
IV
56.8%
B/E move
4.6%

60Δ

Calls
Pseudo strike
95.98
IV
52.0%
B/E move
4.8%
Puts
Pseudo strike
103.65
IV
55.4%
B/E move
3.8%

65Δ

Calls
Pseudo strike
94.15
IV
52.3%
B/E move
4.0%
Puts
Pseudo strike
105.77
IV
54.9%
B/E move
3.0%

70Δ

Calls
Pseudo strike
92.25
IV
52.6%
B/E move
3.3%
Puts
Pseudo strike
108.39
IV
56.3%
B/E move
2.4%

75Δ

Calls
Pseudo strike
90.23
IV
52.8%
B/E move
2.6%
Puts
Pseudo strike
111.00
IV
56.7%
B/E move
1.9%

80Δ

Calls
Pseudo strike
88.48
IV
50.3%
B/E move
2.0%
Puts
Pseudo strike
113.58
IV
55.4%
B/E move
1.3%

Options history

No recorded observations