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Appian Corporation Class A Common Stock APPN

TECHNOLOGY · SOFTWARE - INFRASTRUCTURE
i

Market dataready · fetched 2026-11-11T14:51:54.385Z

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 · 2026-11-11T14:51:53.679986405Z

FundamentalsAlpha Vantage · ready · quarter 2026-09-30 · fetched 2026-11-11T14:48:31.352974+00:00

Share price$53.80
1D+1.6%
$52.89$53.24$53.59$53.93$54.285:30 AM6:30 AM9:00 AM1:00 PMAPPN
Sold putSold call

Appian Corporation Class A Common Stock options

Live interpolated APPN call and put midpoint premiums by absolute delta.Appian Corporation Class A Common Stock$0.47$2.16$3.84$5.53$7.22$41.55$48.30$55.05$61.81$68.5620Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive APPN spot · $53.80APPN PRICE$0.65$0.79$1.05$1.41$1.76$2.12$2.42$2.71$3.00$3.50$4.06$4.62$5.97$0.77$0.98$1.27$1.57$1.89$2.32$2.76$3.20$3.76$4.32$4.92$5.83$6.73
PutsCheap0.66×
CallsCheap0.51×
SkewBearish+1.46 pp
Implied moveBearish±$5.18
TiltBearish8.4% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ59.7372.8%12.2%48.8877.2%10.6%
25Δ58.1866.3%9.6%50.1672.9%8.6%
30Δ57.1266.0%8.1%51.0072.8%7.6%
35Δ56.4570.3%7.5%51.8372.7%6.6%
40Δ55.7874.6%7.0%52.6672.8%5.6%
45Δ55.1079.0%6.4%53.4573.6%5.0%
50Δ54.3277.1%5.5%54.2574.4%4.3%
55Δ53.5174.1%4.5%55.0475.2%3.6%
60Δ52.7071.0%3.5%55.9074.8%3.1%
65Δ51.8770.7%2.9%56.7674.4%2.5%
70Δ51.0371.3%2.4%57.6574.1%2.0%
75Δ50.2071.9%1.9%58.7874.7%1.6%
80Δ48.6880.9%1.6%59.9275.3%1.1%

20Δ

Calls
Pseudo strike
59.73
IV
72.8%
B/E move
12.2%
Puts
Pseudo strike
48.88
IV
77.2%
B/E move
10.6%

25Δ

Calls
Pseudo strike
58.18
IV
66.3%
B/E move
9.6%
Puts
Pseudo strike
50.16
IV
72.9%
B/E move
8.6%

30Δ

Calls
Pseudo strike
57.12
IV
66.0%
B/E move
8.1%
Puts
Pseudo strike
51.00
IV
72.8%
B/E move
7.6%

35Δ

Calls
Pseudo strike
56.45
IV
70.3%
B/E move
7.5%
Puts
Pseudo strike
51.83
IV
72.7%
B/E move
6.6%

40Δ

Calls
Pseudo strike
55.78
IV
74.6%
B/E move
7.0%
Puts
Pseudo strike
52.66
IV
72.8%
B/E move
5.6%

45Δ

Calls
Pseudo strike
55.10
IV
79.0%
B/E move
6.4%
Puts
Pseudo strike
53.45
IV
73.6%
B/E move
5.0%

50Δ

Calls
Pseudo strike
54.32
IV
77.1%
B/E move
5.5%
Puts
Pseudo strike
54.25
IV
74.4%
B/E move
4.3%

55Δ

Calls
Pseudo strike
53.51
IV
74.1%
B/E move
4.5%
Puts
Pseudo strike
55.04
IV
75.2%
B/E move
3.6%

60Δ

Calls
Pseudo strike
52.70
IV
71.0%
B/E move
3.5%
Puts
Pseudo strike
55.90
IV
74.8%
B/E move
3.1%

65Δ

Calls
Pseudo strike
51.87
IV
70.7%
B/E move
2.9%
Puts
Pseudo strike
56.76
IV
74.4%
B/E move
2.5%

70Δ

Calls
Pseudo strike
51.03
IV
71.3%
B/E move
2.4%
Puts
Pseudo strike
57.65
IV
74.1%
B/E move
2.0%

75Δ

Calls
Pseudo strike
50.20
IV
71.9%
B/E move
1.9%
Puts
Pseudo strike
58.78
IV
74.7%
B/E move
1.6%

80Δ

Calls
Pseudo strike
48.68
IV
80.9%
B/E move
1.6%
Puts
Pseudo strike
59.92
IV
75.3%
B/E move
1.1%

Options history

IV · four-Friday blend79.35%
Daily close
APPN60.4%70.6%80.7%2026-08-13: 66.36%2026-08-14: 65.51%2026-08-17: 68.89%2026-08-18: 69.91%2026-08-19: 69.81%2026-08-20: 78.61%2026-08-21: 63.87%2026-08-24: 65.77%2026-08-25: 64.23%2026-08-26: 65.80%2026-08-27: 64.16%2026-08-28: 61.99%2026-08-31: 64.24%2026-09-01: 62.78%2026-09-02: 62.45%2026-09-03: 64.70%2026-09-04: 64.14%2026-09-08: 67.81%2026-09-09: 69.50%2026-09-10: 65.23%2026-09-14: 72.37%2026-09-15: 67.29%2026-09-16: 65.50%2026-09-18: 65.28%2026-09-21: 65.21%2026-09-22: 64.15%2026-09-23: 63.13%2026-09-24: 63.47%2026-09-25: 63.27%2026-09-28: 65.42%2026-09-29: 64.35%2026-09-30: 63.00%2026-10-01: 63.70%2026-10-02: 63.23%2026-10-05: 61.83%2026-10-06: 63.55%2026-10-07: 63.99%2026-10-08: 63.84%2026-10-09: 64.08%2026-10-12: 65.93%2026-10-13: 65.99%2026-10-15: 73.47%2026-10-16: 67.95%2026-10-19: 68.12%2026-10-20: 69.57%2026-10-21: 71.50%2026-10-22: 72.28%2026-10-23: 73.21%2026-10-26: 74.80%2026-10-27: 75.22%2026-10-28: 74.89%2026-10-29: 78.01%2026-10-30: 79.35%Aug 13Sep 23Oct 30
53 observations2026-08-13 — 2026-10-30
Table
DateIV (%)
66.36%
65.51%
68.89%
69.91%
69.81%
78.61%
63.87%
65.77%
64.23%
65.80%
64.16%
61.99%
64.24%
62.78%
62.45%
64.70%
64.14%
67.81%
69.50%
65.23%
72.37%
67.29%
65.50%
65.28%
65.21%
64.15%
63.13%
63.47%
63.27%
65.42%
64.35%
63.00%
63.70%
63.23%
61.83%
63.55%
63.99%
63.84%
64.08%
65.93%
65.99%
73.47%
67.95%
68.12%
69.57%
71.50%
72.28%
73.21%
74.80%
75.22%
74.89%
78.01%
79.35%