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Pershing Square Inc. PS

FINANCIAL SERVICES · ASSET MANAGEMENT
i

Market dataready · fetched 2026-11-04T04:03:04.124Z

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 · 2026-11-04T00:00:00.001913872Z

FundamentalsAlpha Vantage · ready · quarter 2026-06-30 · fetched 2026-11-04T04:03:03.304233+00:00

Share price$46.66
1D-3.7%
AH$45$47$48$49$505:30 AM6:30 AM9:00 AM1:00 PM2:00 PMPS
Sold putSold callAH

Pershing Square Inc. options

Live interpolated PS call and put midpoint premiums by absolute delta.Pershing Square Inc.$0.38$4.11$7.84$11.57$15.30$35.22$40.83$46.44$52.05$57.6520Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive PS spot · $46.66PS PRICE$0.79$1.06$1.34$1.62$1.95$2.31$2.66$3.02$3.38$4.08$5.37$6.66$7.95$1.11$1.54$1.97$2.40$2.91$3.57$4.23$4.89$5.55$7.00$8.44$10.31$14.23
PutsExpensive1.21×
CallsCheap0.81×
SkewBearish+21.00 pp
Implied moveBearish±$6.89
TiltBearish23.5% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ54.2473.6%17.9%40.5387.3%15.5%
25Δ52.9673.6%15.8%41.7487.8%13.8%
30Δ51.6773.6%13.6%42.9688.2%12.2%
35Δ50.3973.6%11.5%44.1788.7%10.5%
40Δ49.3572.7%9.9%45.3689.0%9.0%
45Δ48.4171.5%8.7%46.5289.0%7.9%
50Δ47.4770.2%7.4%47.6889.1%6.9%
55Δ46.5369.0%6.2%48.8489.1%5.8%
60Δ45.5967.8%4.9%50.0089.2%4.7%
65Δ44.4268.0%3.9%51.7692.9%4.1%
70Δ42.8770.7%3.4%53.5396.6%3.4%
75Δ41.3173.5%2.8%55.69102.3%2.7%
80Δ39.7676.2%2.2%59.82117.7%2.3%

20Δ

Calls
Pseudo strike
54.24
IV
73.6%
B/E move
17.9%
Puts
Pseudo strike
40.53
IV
87.3%
B/E move
15.5%

25Δ

Calls
Pseudo strike
52.96
IV
73.6%
B/E move
15.8%
Puts
Pseudo strike
41.74
IV
87.8%
B/E move
13.8%

30Δ

Calls
Pseudo strike
51.67
IV
73.6%
B/E move
13.6%
Puts
Pseudo strike
42.96
IV
88.2%
B/E move
12.2%

35Δ

Calls
Pseudo strike
50.39
IV
73.6%
B/E move
11.5%
Puts
Pseudo strike
44.17
IV
88.7%
B/E move
10.5%

40Δ

Calls
Pseudo strike
49.35
IV
72.7%
B/E move
9.9%
Puts
Pseudo strike
45.36
IV
89.0%
B/E move
9.0%

45Δ

Calls
Pseudo strike
48.41
IV
71.5%
B/E move
8.7%
Puts
Pseudo strike
46.52
IV
89.0%
B/E move
7.9%

50Δ

Calls
Pseudo strike
47.47
IV
70.2%
B/E move
7.4%
Puts
Pseudo strike
47.68
IV
89.1%
B/E move
6.9%

55Δ

Calls
Pseudo strike
46.53
IV
69.0%
B/E move
6.2%
Puts
Pseudo strike
48.84
IV
89.1%
B/E move
5.8%

60Δ

Calls
Pseudo strike
45.59
IV
67.8%
B/E move
4.9%
Puts
Pseudo strike
50.00
IV
89.2%
B/E move
4.7%

65Δ

Calls
Pseudo strike
44.42
IV
68.0%
B/E move
3.9%
Puts
Pseudo strike
51.76
IV
92.9%
B/E move
4.1%

70Δ

Calls
Pseudo strike
42.87
IV
70.7%
B/E move
3.4%
Puts
Pseudo strike
53.53
IV
96.6%
B/E move
3.4%

75Δ

Calls
Pseudo strike
41.31
IV
73.5%
B/E move
2.8%
Puts
Pseudo strike
55.69
IV
102.3%
B/E move
2.7%

80Δ

Calls
Pseudo strike
39.76
IV
76.2%
B/E move
2.2%
Puts
Pseudo strike
59.82
IV
117.7%
B/E move
2.3%

Options history

IV · four-Friday blend72.63%
Daily EOD
PS65.3%69.3%73.2%2026-10-19: 66.34%2026-10-20: 67.70%2026-10-21: 65.89%2026-10-22: 68.75%2026-10-23: 68.65%2026-10-26: 68.93%2026-10-27: 70.26%2026-10-28: 66.65%2026-10-29: 67.08%2026-10-30: 72.63%Oct 19Oct 23Oct 30
10 observations2026-10-19 — 2026-10-30
Table
DateIV (%)
66.34%
67.70%
65.89%
68.75%
68.65%
68.93%
70.26%
66.65%
67.08%
72.63%