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Sabre Corporation Common Stock SABR

i

Market dataready · fetched 2026-11-03T22:39:45.866Z

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 · 2026-11-03T21:00:02.196966864Z

FundamentalsSEC EDGAR · ready · as of 2026-06-30 · fetched 2026-11-03T22:39:45.429391+00:00

Share price$1.67
1D+0.9%
AH$1.64$1.66$1.68$1.70$1.725:30 AM6:30 AM9:00 AM1:00 PM2:00 PMSABR
Sold putSold callAH

Sabre Corporation Common Stock options

Live interpolated SABR call and put midpoint premiums by absolute delta.Sabre Corporation Common Stock$0.03$0.18$0.32$0.47$0.62$1.27$1.52$1.77$2.02$2.2720Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ80Δ P unavailable: no unambiguous, price-consistent delta bracketP —OPTION PRICELive SABR spot · $1.67SABR PRICE$0.04$0.05$0.10$0.15$0.20$0.24$0.29$0.34$0.39$0.44$0.48$0.53$0.58$0.11$0.14$0.16$0.18$0.21$0.23$0.25$0.28$0.30$0.33$0.35$0.37
Puts——
CallsExpensive1.51×
Skew——
Implied moveBullish±$0.55
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ2.32128.7%41.3%1.13248.3%39.3%
25Δ2.00104.8%22.7%1.21235.2%36.0%
30Δ1.92111.4%21.2%1.28222.2%32.7%
35Δ1.85118.0%19.6%1.36209.1%29.4%
40Δ1.78124.6%18.1%1.44196.0%26.1%
45Δ1.70131.2%16.5%1.52182.9%22.8%
50Δ1.63137.8%15.0%1.60169.9%19.5%
55Δ1.55144.4%13.4%1.68156.8%16.2%
60Δ1.48151.0%11.9%1.76143.7%12.9%
65Δ1.41157.7%10.3%1.84130.6%9.6%
70Δ1.33164.3%8.8%1.91117.6%6.3%
75Δ1.26170.9%7.2%1.99104.5%3.0%
80Δ1.19177.5%5.7%

20Δ

Calls
Pseudo strike
2.32
IV
128.7%
B/E move
41.3%
Puts
Pseudo strike
1.13
IV
248.3%
B/E move
39.3%

25Δ

Calls
Pseudo strike
2.00
IV
104.8%
B/E move
22.7%
Puts
Pseudo strike
1.21
IV
235.2%
B/E move
36.0%

30Δ

Calls
Pseudo strike
1.92
IV
111.4%
B/E move
21.2%
Puts
Pseudo strike
1.28
IV
222.2%
B/E move
32.7%

35Δ

Calls
Pseudo strike
1.85
IV
118.0%
B/E move
19.6%
Puts
Pseudo strike
1.36
IV
209.1%
B/E move
29.4%

40Δ

Calls
Pseudo strike
1.78
IV
124.6%
B/E move
18.1%
Puts
Pseudo strike
1.44
IV
196.0%
B/E move
26.1%

45Δ

Calls
Pseudo strike
1.70
IV
131.2%
B/E move
16.5%
Puts
Pseudo strike
1.52
IV
182.9%
B/E move
22.8%

50Δ

Calls
Pseudo strike
1.63
IV
137.8%
B/E move
15.0%
Puts
Pseudo strike
1.60
IV
169.9%
B/E move
19.5%

55Δ

Calls
Pseudo strike
1.55
IV
144.4%
B/E move
13.4%
Puts
Pseudo strike
1.68
IV
156.8%
B/E move
16.2%

60Δ

Calls
Pseudo strike
1.48
IV
151.0%
B/E move
11.9%
Puts
Pseudo strike
1.76
IV
143.7%
B/E move
12.9%

65Δ

Calls
Pseudo strike
1.41
IV
157.7%
B/E move
10.3%
Puts
Pseudo strike
1.84
IV
130.6%
B/E move
9.6%

70Δ

Calls
Pseudo strike
1.33
IV
164.3%
B/E move
8.8%
Puts
Pseudo strike
1.91
IV
117.6%
B/E move
6.3%

75Δ

Calls
Pseudo strike
1.26
IV
170.9%
B/E move
7.2%
Puts
Pseudo strike
1.99
IV
104.5%
B/E move
3.0%

80Δ

Calls
Pseudo strike
1.19
IV
177.5%
B/E move
5.7%
Puts
Pseudo strike
IV
B/E move

Options history

IV · four-Friday blend—
Daily EOD

No recorded observations

0 observations