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Appian Corporation Class A Common Stock APPN

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Market datapartial · fetched 2026-10-22T04:22:58.392Z

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 and implied move: recorded expiration-specific observations.

History data

PriceAlpaca · sip · 2026-10-21T23:34:43.379751942Z

FundamentalsAlpha Vantage · unavailable

Share price$48.50
1D+11.5%
AH$43$45$46$48$505:30 AM6:30 AM9:00 AM1:00 PM2:00 PMAPPN
Sold putSold callAH

Appian Corporation Class A Common Stock options

Live interpolated APPN call and put midpoint premiums by absolute delta.Appian Corporation Class A Common Stock$1.07$3.87$6.66$9.45$12.24$30.38$38.77$47.16$55.56$63.9520Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive APPN spot · $48.50APPN PRICE$1.57$1.99$2.41$2.94$3.46$3.99$4.71$5.51$6.52$7.44$8.45$10.89$1.38$1.86$2.42$2.98$3.55$4.14$4.74$5.48$6.26$7.04$7.81$9.56$11.44
PutsExpensive1.25×
CallsExpensive1.19×
SkewBullish-12.81 pp
Implied moveBearish±$8.72
TiltBearish6.8% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ41.2579.7%17.8%
25Δ59.1185.9%25.1%42.8480.3%15.5%
30Δ56.9985.3%21.6%44.2881.2%13.7%
35Δ54.8984.7%18.2%45.7180.9%11.9%
40Δ53.2884.5%15.9%47.1279.4%10.2%
45Δ51.6684.3%13.6%48.4577.5%8.6%
50Δ50.0484.1%11.4%49.7675.5%7.2%
55Δ48.5885.5%9.9%51.0473.7%6.1%
60Δ47.0987.4%8.5%52.3171.9%5.1%
65Δ45.5290.9%7.3%53.5870.2%4.0%
70Δ43.9590.8%6.0%54.8568.5%3.0%
75Δ42.2990.7%4.6%56.9370.1%2.3%
80Δ39.61105.1%4.1%59.1172.1%1.7%

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
41.25
IV
79.7%
B/E move
17.8%

25Δ

Calls
Pseudo strike
59.11
IV
85.9%
B/E move
25.1%
Puts
Pseudo strike
42.84
IV
80.3%
B/E move
15.5%

30Δ

Calls
Pseudo strike
56.99
IV
85.3%
B/E move
21.6%
Puts
Pseudo strike
44.28
IV
81.2%
B/E move
13.7%

35Δ

Calls
Pseudo strike
54.89
IV
84.7%
B/E move
18.2%
Puts
Pseudo strike
45.71
IV
80.9%
B/E move
11.9%

40Δ

Calls
Pseudo strike
53.28
IV
84.5%
B/E move
15.9%
Puts
Pseudo strike
47.12
IV
79.4%
B/E move
10.2%

45Δ

Calls
Pseudo strike
51.66
IV
84.3%
B/E move
13.6%
Puts
Pseudo strike
48.45
IV
77.5%
B/E move
8.6%

50Δ

Calls
Pseudo strike
50.04
IV
84.1%
B/E move
11.4%
Puts
Pseudo strike
49.76
IV
75.5%
B/E move
7.2%

55Δ

Calls
Pseudo strike
48.58
IV
85.5%
B/E move
9.9%
Puts
Pseudo strike
51.04
IV
73.7%
B/E move
6.1%

60Δ

Calls
Pseudo strike
47.09
IV
87.4%
B/E move
8.5%
Puts
Pseudo strike
52.31
IV
71.9%
B/E move
5.1%

65Δ

Calls
Pseudo strike
45.52
IV
90.9%
B/E move
7.3%
Puts
Pseudo strike
53.58
IV
70.2%
B/E move
4.0%

70Δ

Calls
Pseudo strike
43.95
IV
90.8%
B/E move
6.0%
Puts
Pseudo strike
54.85
IV
68.5%
B/E move
3.0%

75Δ

Calls
Pseudo strike
42.29
IV
90.7%
B/E move
4.6%
Puts
Pseudo strike
56.93
IV
70.1%
B/E move
2.3%

80Δ

Calls
Pseudo strike
39.61
IV
105.1%
B/E move
4.1%
Puts
Pseudo strike
59.11
IV
72.1%
B/E move
1.7%

Options history

No recorded observations