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Appian Corporation Class A Common Stock APPN

i

Market datapartial · fetched 2026-11-11T15:00:53.930Z

Delta surfaceAlpaca · derived absolute-delta buckets ·

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 · 2026-11-11T15:00:05.272420605Z

FundamentalsAlpha Vantage · unavailable

Share price$53.57
1D+0.9%
$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$0.00$0.27$0.54$0.81$1.08$-0.12$0.19$0.50$0.81$1.1220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ20Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —25Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —30Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —35Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —40Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —45Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —50Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —55Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —60Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —65Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —70Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —75Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —80Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —OPTION PRICEAPPN PRICE
Puts——
Calls——
Skew——
Implied move——
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ
25Δ
30Δ
35Δ
40Δ
45Δ
50Δ
55Δ
60Δ
65Δ
70Δ
75Δ
80Δ

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

25Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

30Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

35Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

40Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

45Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

50Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

55Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

60Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

65Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

70Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

75Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

80Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

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%