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Sphere Entertainment Co. SPHR

COMMUNICATION SERVICES · ENTERTAINMENT
i

Market dataready · fetched 2026-11-06T14:04:41.722Z

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 · 2026-11-06T00:00:00.002541601Z

FundamentalsAlpha Vantage · ready · quarter 2026-06-30 · fetched 2026-11-06T14:04:41.141221+00:00

Share price$112.33
1D+7.0%
AH$104$108$112$116$1205:30 AM6:30 AM9:00 AM1:00 PM2:00 PMSPHR
Sold putSold callAH

Sphere Entertainment Co. options

Live interpolated SPHR call and put midpoint premiums by absolute delta.Sphere Entertainment Co.$1.22$4.81$8.39$11.98$15.57$93.73$103.43$113.14$122.84$132.5420Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive SPHR spot · $112.33SPHR PRICE$1.61$2.02$2.53$3.18$3.97$4.76$5.67$6.61$7.66$9.22$10.78$12.65$14.53$1.69$2.27$2.88$3.50$4.12$5.01$5.92$6.83$8.06$9.29$10.66$12.31$14.00
PutsCheap0.93×
CallsCheap0.95×
SkewBullish-8.51 pp
Implied moveBearish±$11.59
TiltBalanced0.8% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ127.6170.0%15.0%102.1262.4%10.6%
25Δ123.7665.3%12.0%104.1463.9%9.3%
30Δ121.2364.1%10.2%106.0963.8%8.1%
35Δ119.0664.6%8.8%108.0062.5%7.0%
40Δ117.2566.6%7.9%109.9161.2%5.8%
45Δ115.4468.5%7.0%111.6361.3%5.1%
50Δ113.5469.3%6.1%113.3461.4%4.4%
55Δ111.6169.7%5.2%115.0561.6%3.7%
60Δ109.6370.5%4.4%116.9161.5%3.1%
65Δ107.4073.4%3.8%118.7861.5%2.5%
70Δ105.1776.3%3.2%120.7461.3%2.0%
75Δ102.6177.4%2.6%122.9160.7%1.5%
80Δ100.0278.5%2.0%125.1160.2%1.1%

20Δ

Calls
Pseudo strike
127.61
IV
70.0%
B/E move
15.0%
Puts
Pseudo strike
102.12
IV
62.4%
B/E move
10.6%

25Δ

Calls
Pseudo strike
123.76
IV
65.3%
B/E move
12.0%
Puts
Pseudo strike
104.14
IV
63.9%
B/E move
9.3%

30Δ

Calls
Pseudo strike
121.23
IV
64.1%
B/E move
10.2%
Puts
Pseudo strike
106.09
IV
63.8%
B/E move
8.1%

35Δ

Calls
Pseudo strike
119.06
IV
64.6%
B/E move
8.8%
Puts
Pseudo strike
108.00
IV
62.5%
B/E move
7.0%

40Δ

Calls
Pseudo strike
117.25
IV
66.6%
B/E move
7.9%
Puts
Pseudo strike
109.91
IV
61.2%
B/E move
5.8%

45Δ

Calls
Pseudo strike
115.44
IV
68.5%
B/E move
7.0%
Puts
Pseudo strike
111.63
IV
61.3%
B/E move
5.1%

50Δ

Calls
Pseudo strike
113.54
IV
69.3%
B/E move
6.1%
Puts
Pseudo strike
113.34
IV
61.4%
B/E move
4.4%

55Δ

Calls
Pseudo strike
111.61
IV
69.7%
B/E move
5.2%
Puts
Pseudo strike
115.05
IV
61.6%
B/E move
3.7%

60Δ

Calls
Pseudo strike
109.63
IV
70.5%
B/E move
4.4%
Puts
Pseudo strike
116.91
IV
61.5%
B/E move
3.1%

65Δ

Calls
Pseudo strike
107.40
IV
73.4%
B/E move
3.8%
Puts
Pseudo strike
118.78
IV
61.5%
B/E move
2.5%

70Δ

Calls
Pseudo strike
105.17
IV
76.3%
B/E move
3.2%
Puts
Pseudo strike
120.74
IV
61.3%
B/E move
2.0%

75Δ

Calls
Pseudo strike
102.61
IV
77.4%
B/E move
2.6%
Puts
Pseudo strike
122.91
IV
60.7%
B/E move
1.5%

80Δ

Calls
Pseudo strike
100.02
IV
78.5%
B/E move
2.0%
Puts
Pseudo strike
125.11
IV
60.2%
B/E move
1.1%

Options history

IV · four-Friday blend59.76%
Daily EOD
SPHR56.3%58.2%60.0%2026-10-19: 56.55%2026-10-20: 56.93%2026-10-21: 57.35%2026-10-22: 56.63%2026-10-23: 57.83%2026-10-26: 58.02%2026-10-27: 57.45%2026-10-28: 57.44%2026-10-29: 57.77%2026-10-30: 59.76%Oct 19Oct 23Oct 30
10 observations2026-10-19 — 2026-10-30
Table
DateIV (%)
56.55%
56.93%
57.35%
56.63%
57.83%
58.02%
57.45%
57.44%
57.77%
59.76%