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Las Vegas Sands Corp. LVS

CONSUMER CYCLICAL · RESORTS & CASINOS
i

Market dataready · fetched 2026-11-04T06:29:16.132Z

Delta surfaceAlpaca · derived absolute-delta buckets · 2026-11-06

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 · 2026-11-04T00:51:43.286105942Z

FundamentalsAlpha Vantage · ready · quarter 2026-09-30 · fetched 2026-11-04T06:29:15.509696+00:00

Share price$38.02
1D+1.3%
AH$37.66$37.88$38.09$38.31$38.525:30 AM6:30 AM9:00 AM1:00 PM2:00 PMLVS
Sold putSold callAH

Las Vegas Sands Corp. options

Live interpolated LVS call and put midpoint premiums by absolute delta.Las Vegas Sands Corp.$0.11$0.75$1.39$2.03$2.67$35.93$37.18$38.43$39.68$40.9320Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive LVS spot · $38.02LVS PRICE$0.18$0.26$0.35$0.44$0.54$0.66$0.80$0.97$1.15$1.41$1.71$2.06$2.49$0.19$0.25$0.31$0.36$0.39$0.43$0.49$0.60$0.71$0.81$0.89$0.96$1.04
PutsExpensive1.05×
CallsExpensive1.46×
SkewBullish-28.33 pp
Implied moveBullish±$1.29
TiltBullish27.4% CALL
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ39.4156.1%4.1%36.7456.2%3.9%
25Δ39.2360.8%3.9%36.9658.7%3.4%
30Δ39.0565.5%3.6%37.2256.2%2.9%
35Δ38.8267.5%3.3%37.4952.8%2.3%
40Δ38.5768.6%2.9%37.6848.7%1.9%
45Δ38.3370.9%2.6%37.8744.6%1.5%
50Δ38.0873.6%2.3%38.0542.2%1.2%
55Δ37.8176.2%2.0%38.2243.7%1.1%
60Δ37.5378.7%1.7%38.3845.1%0.9%
65Δ37.1983.8%1.5%38.5445.3%0.8%
70Δ36.8189.0%1.3%38.6742.7%0.6%
75Δ36.3893.3%1.1%38.8140.2%0.5%
80Δ35.8698.3%0.9%38.9437.6%0.3%

20Δ

Calls
Pseudo strike
39.41
IV
56.1%
B/E move
4.1%
Puts
Pseudo strike
36.74
IV
56.2%
B/E move
3.9%

25Δ

Calls
Pseudo strike
39.23
IV
60.8%
B/E move
3.9%
Puts
Pseudo strike
36.96
IV
58.7%
B/E move
3.4%

30Δ

Calls
Pseudo strike
39.05
IV
65.5%
B/E move
3.6%
Puts
Pseudo strike
37.22
IV
56.2%
B/E move
2.9%

35Δ

Calls
Pseudo strike
38.82
IV
67.5%
B/E move
3.3%
Puts
Pseudo strike
37.49
IV
52.8%
B/E move
2.3%

40Δ

Calls
Pseudo strike
38.57
IV
68.6%
B/E move
2.9%
Puts
Pseudo strike
37.68
IV
48.7%
B/E move
1.9%

45Δ

Calls
Pseudo strike
38.33
IV
70.9%
B/E move
2.6%
Puts
Pseudo strike
37.87
IV
44.6%
B/E move
1.5%

50Δ

Calls
Pseudo strike
38.08
IV
73.6%
B/E move
2.3%
Puts
Pseudo strike
38.05
IV
42.2%
B/E move
1.2%

55Δ

Calls
Pseudo strike
37.81
IV
76.2%
B/E move
2.0%
Puts
Pseudo strike
38.22
IV
43.7%
B/E move
1.1%

60Δ

Calls
Pseudo strike
37.53
IV
78.7%
B/E move
1.7%
Puts
Pseudo strike
38.38
IV
45.1%
B/E move
0.9%

65Δ

Calls
Pseudo strike
37.19
IV
83.8%
B/E move
1.5%
Puts
Pseudo strike
38.54
IV
45.3%
B/E move
0.8%

70Δ

Calls
Pseudo strike
36.81
IV
89.0%
B/E move
1.3%
Puts
Pseudo strike
38.67
IV
42.7%
B/E move
0.6%

75Δ

Calls
Pseudo strike
36.38
IV
93.3%
B/E move
1.1%
Puts
Pseudo strike
38.81
IV
40.2%
B/E move
0.5%

80Δ

Calls
Pseudo strike
35.86
IV
98.3%
B/E move
0.9%
Puts
Pseudo strike
38.94
IV
37.6%
B/E move
0.3%

Options history

IV · four-Friday blend36.55%
Daily close
LVS25.0%43.4%61.8%2026-08-06: 33.49%2026-08-07: 30.75%2026-08-10: 32.10%2026-08-11: 31.97%2026-08-12: 31.64%2026-08-13: 31.48%2026-08-14: 27.77%2026-08-17: 29.92%2026-08-18: 30.02%2026-08-19: 29.31%2026-08-20: 30.70%2026-08-21: 27.68%2026-08-24: 32.14%2026-08-25: 29.00%2026-08-26: 29.48%2026-08-27: 42.77%2026-08-28: 29.46%2026-08-31: 32.38%2026-09-01: 35.01%2026-09-02: 30.75%2026-09-03: 28.41%2026-09-04: 27.56%2026-09-08: 31.91%2026-09-09: 29.36%2026-09-10: 33.58%2026-09-11: 29.73%2026-09-14: 35.23%2026-09-15: 44.00%2026-09-16: 33.08%2026-09-17: 38.19%2026-09-18: 29.43%2026-09-21: 34.00%2026-09-22: 33.60%2026-09-23: 33.72%2026-09-24: 38.04%2026-09-25: 32.77%2026-09-28: 37.59%2026-09-29: 36.98%2026-09-30: 41.41%2026-10-01: 43.25%2026-10-02: 37.83%2026-10-05: 39.31%2026-10-06: 38.12%2026-10-07: 42.28%2026-10-08: 45.12%2026-10-09: 39.34%2026-10-12: 40.99%2026-10-13: 41.67%2026-10-14: 44.53%2026-10-15: 45.89%2026-10-16: 47.96%2026-10-19: 51.74%2026-10-20: 59.08%2026-10-21: 59.26%2026-10-22: 40.97%2026-10-23: 35.14%2026-10-26: 36.09%2026-10-27: 37.14%2026-10-28: 39.01%2026-10-29: 36.35%2026-10-30: 36.55%Aug 6Sep 18Oct 30
61 observations2026-08-06 — 2026-10-30
Table
DateIV (%)
33.49%
30.75%
32.10%
31.97%
31.64%
31.48%
27.77%
29.92%
30.02%
29.31%
30.70%
27.68%
32.14%
29.00%
29.48%
42.77%
29.46%
32.38%
35.01%
30.75%
28.41%
27.56%
31.91%
29.36%
33.58%
29.73%
35.23%
44.00%
33.08%
38.19%
29.43%
34.00%
33.60%
33.72%
38.04%
32.77%
37.59%
36.98%
41.41%
43.25%
37.83%
39.31%
38.12%
42.28%
45.12%
39.34%
40.99%
41.67%
44.53%
45.89%
47.96%
51.74%
59.08%
59.26%
40.97%
35.14%
36.09%
37.14%
39.01%
36.35%
36.55%