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Elbit Systems Ltd. Ordinary Shares ESLT

i

Market datapartial · fetched 2026-11-03T19:57:11.179Z

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 · 2026-11-03T19:54:26.520202265Z

FundamentalsAlpha Vantage · unavailable

Share price$754.74
1D+1.7%
$740$746$752$758$7645:30 AM6:30 AM9:00 AM1:00 PMESLT
Sold putSold call

Elbit Systems Ltd. Ordinary Shares options

Live interpolated ESLT call and put midpoint premiums by absolute delta.Elbit Systems Ltd. Ordinary Shares$7.04$29.23$51.42$73.60$95.79$648.35$702.96$757.57$812.17$866.7820Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive ESLT spot · $754.74ESLT PRICE$9.44$12.67$15.91$19.68$24.05$28.60$33.50$39.32$45.16$52.14$60.65$69.47$81.42$10.99$14.07$17.93$21.52$25.40$30.37$35.57$41.97$48.89$56.47$64.96$74.03$89.40
PutsExpensive1.16×
CallsExpensive1.53×
SkewBullish-3.47 pp
Implied moveBearish±$69.07
TiltBearish3.9% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ841.0754.8%12.7%686.9956.9%10.4%
25Δ825.4355.3%11.0%703.3054.4%8.7%
30Δ809.7954.5%9.4%715.8954.2%7.5%
35Δ796.7954.6%8.2%728.3652.6%6.3%
40Δ784.8355.2%7.2%739.7151.3%5.4%
45Δ773.1455.5%6.2%750.2551.3%4.6%
50Δ761.5555.4%5.3%760.7151.0%3.9%
55Δ750.1656.1%4.6%771.4851.4%3.3%
60Δ738.7155.7%3.9%782.5651.5%2.8%
65Δ726.9656.0%3.2%794.0551.4%2.3%
70Δ714.2356.9%2.7%806.1551.2%1.8%
75Δ701.2856.9%2.1%818.6150.5%1.3%
80Δ685.7758.0%1.6%836.6452.2%1.0%

20Δ

Calls
Pseudo strike
841.07
IV
54.8%
B/E move
12.7%
Puts
Pseudo strike
686.99
IV
56.9%
B/E move
10.4%

25Δ

Calls
Pseudo strike
825.43
IV
55.3%
B/E move
11.0%
Puts
Pseudo strike
703.30
IV
54.4%
B/E move
8.7%

30Δ

Calls
Pseudo strike
809.79
IV
54.5%
B/E move
9.4%
Puts
Pseudo strike
715.89
IV
54.2%
B/E move
7.5%

35Δ

Calls
Pseudo strike
796.79
IV
54.6%
B/E move
8.2%
Puts
Pseudo strike
728.36
IV
52.6%
B/E move
6.3%

40Δ

Calls
Pseudo strike
784.83
IV
55.2%
B/E move
7.2%
Puts
Pseudo strike
739.71
IV
51.3%
B/E move
5.4%

45Δ

Calls
Pseudo strike
773.14
IV
55.5%
B/E move
6.2%
Puts
Pseudo strike
750.25
IV
51.3%
B/E move
4.6%

50Δ

Calls
Pseudo strike
761.55
IV
55.4%
B/E move
5.3%
Puts
Pseudo strike
760.71
IV
51.0%
B/E move
3.9%

55Δ

Calls
Pseudo strike
750.16
IV
56.1%
B/E move
4.6%
Puts
Pseudo strike
771.48
IV
51.4%
B/E move
3.3%

60Δ

Calls
Pseudo strike
738.71
IV
55.7%
B/E move
3.9%
Puts
Pseudo strike
782.56
IV
51.5%
B/E move
2.8%

65Δ

Calls
Pseudo strike
726.96
IV
56.0%
B/E move
3.2%
Puts
Pseudo strike
794.05
IV
51.4%
B/E move
2.3%

70Δ

Calls
Pseudo strike
714.23
IV
56.9%
B/E move
2.7%
Puts
Pseudo strike
806.15
IV
51.2%
B/E move
1.8%

75Δ

Calls
Pseudo strike
701.28
IV
56.9%
B/E move
2.1%
Puts
Pseudo strike
818.61
IV
50.5%
B/E move
1.3%

80Δ

Calls
Pseudo strike
685.77
IV
58.0%
B/E move
1.6%
Puts
Pseudo strike
836.64
IV
52.2%
B/E move
1.0%

Options history

IV · four-Friday blend42.47%
Daily close
ESLT34.0%42.0%50.0%2026-08-05: 48.20%2026-08-06: 47.87%2026-08-07: 47.03%2026-08-10: 48.93%2026-08-11: 40.73%2026-08-12: 40.23%2026-08-13: 39.72%2026-08-14: 38.43%2026-08-17: 40.12%2026-08-18: 39.25%2026-08-19: 41.65%2026-08-20: 40.95%2026-08-21: 39.17%2026-08-24: 39.71%2026-08-25: 39.61%2026-08-26: 36.38%2026-08-27: 37.01%2026-08-28: 35.52%2026-08-31: 35.78%2026-09-01: 36.52%2026-09-02: 35.94%2026-09-03: 35.23%2026-09-04: 35.09%2026-09-08: 37.73%2026-09-09: 38.34%2026-09-10: 38.14%2026-09-11: 36.23%2026-09-14: 38.46%2026-09-15: 38.32%2026-09-16: 38.48%2026-09-17: 38.61%2026-09-18: 38.30%2026-09-21: 38.61%2026-09-22: 38.44%2026-09-23: 37.35%2026-09-24: 37.46%2026-09-25: 37.43%2026-09-28: 37.89%2026-09-29: 37.48%2026-09-30: 37.52%2026-10-01: 36.49%2026-10-02: 36.81%2026-10-05: 36.48%2026-10-06: 36.99%2026-10-07: 37.27%2026-10-08: 37.45%2026-10-09: 36.17%2026-10-12: 37.90%2026-10-13: 39.97%2026-10-14: 41.50%2026-10-15: 42.69%2026-10-20: 40.69%2026-10-21: 39.77%2026-10-22: 40.54%2026-10-23: 40.86%2026-10-26: 41.18%2026-10-27: 40.73%2026-10-28: 40.93%2026-10-29: 41.37%2026-10-30: 42.47%Aug 5Sep 16Oct 30
60 observations2026-08-05 — 2026-10-30
Table
DateIV (%)
48.20%
47.87%
47.03%
48.93%
40.73%
40.23%
39.72%
38.43%
40.12%
39.25%
41.65%
40.95%
39.17%
39.71%
39.61%
36.38%
37.01%
35.52%
35.78%
36.52%
35.94%
35.23%
35.09%
37.73%
38.34%
38.14%
36.23%
38.46%
38.32%
38.48%
38.61%
38.30%
38.61%
38.44%
37.35%
37.46%
37.43%
37.89%
37.48%
37.52%
36.49%
36.81%
36.48%
36.99%
37.27%
37.45%
36.17%
37.90%
39.97%
41.50%
42.69%
40.69%
39.77%
40.54%
40.86%
41.18%
40.73%
40.93%
41.37%
42.47%