SBA Communications Corporation Class A Common Stock SBAC
i
Market dataready · fetched 2026-11-04T04:23:48.339Z
Delta surfaceAlpaca · derived absolute-delta buckets · 2026-11-20
Calculation methodologyOptions 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 dataPriceAlpaca · sip · 2026-11-03T21:00:02.44904424Z
FundamentalsSEC EDGAR · ready · as of 2026-06-30 · fetched 2026-11-04T04:23:48.173990+00:00
SBA Communications Corporation Class A Common Stock options
Table
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 199.87 | 40.4% | 9.2% | 170.94 | 46.5% | 8.6% |
| 25Δ | 197.07 | 40.3% | 8.0% | 173.93 | 45.6% | 7.4% |
| 30Δ | 194.23 | 39.2% | 6.7% | 176.65 | 44.4% | 6.3% |
| 35Δ | 191.22 | 35.1% | 5.2% | 179.22 | 43.2% | 5.3% |
| 40Δ | 188.98 | 33.9% | 4.4% | 181.49 | 42.3% | 4.5% |
| 45Δ | 187.27 | 34.6% | 3.9% | 183.64 | 41.5% | 3.8% |
| 50Δ | 185.55 | 35.2% | 3.4% | 185.81 | 41.4% | 3.2% |
| 55Δ | 183.93 | 34.4% | 2.9% | 188.05 | 42.4% | 2.8% |
| 60Δ | 182.35 | 32.8% | 2.4% | 190.38 | 43.7% | 2.4% |
| 65Δ | 180.76 | 31.2% | 1.9% | 193.33 | 46.0% | 2.0% |
| 70Δ | 179.13 | 30.2% | 1.5% | 196.70 | 48.6% | 1.7% |
| 75Δ | 177.44 | 29.7% | 1.2% | 201.07 | 52.2% | 1.4% |
| 80Δ | 175.74 | 29.2% | 0.9% | 207.75 | 58.4% | 1.1% |
20Δ
- Pseudo strike
- 199.87
- IV
- 40.4%
- B/E move
- 9.2%
- Pseudo strike
- 170.94
- IV
- 46.5%
- B/E move
- 8.6%
25Δ
- Pseudo strike
- 197.07
- IV
- 40.3%
- B/E move
- 8.0%
- Pseudo strike
- 173.93
- IV
- 45.6%
- B/E move
- 7.4%
30Δ
- Pseudo strike
- 194.23
- IV
- 39.2%
- B/E move
- 6.7%
- Pseudo strike
- 176.65
- IV
- 44.4%
- B/E move
- 6.3%
35Δ
- Pseudo strike
- 191.22
- IV
- 35.1%
- B/E move
- 5.2%
- Pseudo strike
- 179.22
- IV
- 43.2%
- B/E move
- 5.3%
40Δ
- Pseudo strike
- 188.98
- IV
- 33.9%
- B/E move
- 4.4%
- Pseudo strike
- 181.49
- IV
- 42.3%
- B/E move
- 4.5%
45Δ
- Pseudo strike
- 187.27
- IV
- 34.6%
- B/E move
- 3.9%
- Pseudo strike
- 183.64
- IV
- 41.5%
- B/E move
- 3.8%
50Δ
- Pseudo strike
- 185.55
- IV
- 35.2%
- B/E move
- 3.4%
- Pseudo strike
- 185.81
- IV
- 41.4%
- B/E move
- 3.2%
55Δ
- Pseudo strike
- 183.93
- IV
- 34.4%
- B/E move
- 2.9%
- Pseudo strike
- 188.05
- IV
- 42.4%
- B/E move
- 2.8%
60Δ
- Pseudo strike
- 182.35
- IV
- 32.8%
- B/E move
- 2.4%
- Pseudo strike
- 190.38
- IV
- 43.7%
- B/E move
- 2.4%
65Δ
- Pseudo strike
- 180.76
- IV
- 31.2%
- B/E move
- 1.9%
- Pseudo strike
- 193.33
- IV
- 46.0%
- B/E move
- 2.0%
70Δ
- Pseudo strike
- 179.13
- IV
- 30.2%
- B/E move
- 1.5%
- Pseudo strike
- 196.70
- IV
- 48.6%
- B/E move
- 1.7%
75Δ
- Pseudo strike
- 177.44
- IV
- 29.7%
- B/E move
- 1.2%
- Pseudo strike
- 201.07
- IV
- 52.2%
- B/E move
- 1.4%
80Δ
- Pseudo strike
- 175.74
- IV
- 29.2%
- B/E move
- 0.9%
- Pseudo strike
- 207.75
- IV
- 58.4%
- B/E move
- 1.1%
Options history
Table
| Date | IV (%) |
|---|---|
| 32.13% | |
| 32.64% | |
| 32.67% | |
| 33.49% | |
| 36.81% | |
| 37.86% | |
| 36.41% | |
| 36.72% | |
| 37.00% | |
| 38.38% |