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Appian Corporation Class A Common Stock APPN

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Market datapartial · fetched 2026-10-23T06:57:27.657Z

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 · 2026-10-22T21:43:25.560913004Z

FundamentalsAlpha Vantage · unavailable

Share price$51.46
1D+3.3%
AH$48.34$49.15$49.95$50.76$51.575:30 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$0.59$5.75$10.91$16.07$21.24$30.18$39.10$48.02$56.95$65.8720Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive APPN spot · $51.46APPN PRICE$1.14$1.53$1.94$2.37$2.80$3.31$3.88$4.46$5.03$5.58$6.12$7.04$8.03$1.60$2.13$2.71$3.39$4.14$5.19$6.24$7.31$9.01$10.72$12.60$14.55$19.75
PutsExpensive1.58×
CallsFair0.98×
SkewBearish+18.35 pp
Implied moveBearish±$10.12
TiltBearish30.2% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ63.4577.4%25.5%43.2388.7%19.1%
25Δ61.4078.8%22.3%45.1088.2%16.5%
30Δ59.4379.4%19.2%46.8087.2%14.3%
35Δ57.6378.2%16.6%48.4287.2%12.5%
40Δ55.8477.1%13.9%49.9988.0%10.9%
45Δ54.2576.3%11.8%51.6889.4%9.7%
50Δ52.8575.9%10.2%53.3790.8%8.4%
55Δ51.4475.5%8.6%55.0892.3%7.2%
60Δ50.0475.1%7.0%57.2995.0%6.2%
65Δ48.8072.0%5.7%59.5097.8%5.2%
70Δ47.5668.9%4.3%61.9098.2%4.2%
75Δ46.1968.7%3.4%64.3697.9%3.2%
80Δ44.7768.6%2.6%69.89110.0%2.6%

20Δ

Calls
Pseudo strike
63.45
IV
77.4%
B/E move
25.5%
Puts
Pseudo strike
43.23
IV
88.7%
B/E move
19.1%

25Δ

Calls
Pseudo strike
61.40
IV
78.8%
B/E move
22.3%
Puts
Pseudo strike
45.10
IV
88.2%
B/E move
16.5%

30Δ

Calls
Pseudo strike
59.43
IV
79.4%
B/E move
19.2%
Puts
Pseudo strike
46.80
IV
87.2%
B/E move
14.3%

35Δ

Calls
Pseudo strike
57.63
IV
78.2%
B/E move
16.6%
Puts
Pseudo strike
48.42
IV
87.2%
B/E move
12.5%

40Δ

Calls
Pseudo strike
55.84
IV
77.1%
B/E move
13.9%
Puts
Pseudo strike
49.99
IV
88.0%
B/E move
10.9%

45Δ

Calls
Pseudo strike
54.25
IV
76.3%
B/E move
11.8%
Puts
Pseudo strike
51.68
IV
89.4%
B/E move
9.7%

50Δ

Calls
Pseudo strike
52.85
IV
75.9%
B/E move
10.2%
Puts
Pseudo strike
53.37
IV
90.8%
B/E move
8.4%

55Δ

Calls
Pseudo strike
51.44
IV
75.5%
B/E move
8.6%
Puts
Pseudo strike
55.08
IV
92.3%
B/E move
7.2%

60Δ

Calls
Pseudo strike
50.04
IV
75.1%
B/E move
7.0%
Puts
Pseudo strike
57.29
IV
95.0%
B/E move
6.2%

65Δ

Calls
Pseudo strike
48.80
IV
72.0%
B/E move
5.7%
Puts
Pseudo strike
59.50
IV
97.8%
B/E move
5.2%

70Δ

Calls
Pseudo strike
47.56
IV
68.9%
B/E move
4.3%
Puts
Pseudo strike
61.90
IV
98.2%
B/E move
4.2%

75Δ

Calls
Pseudo strike
46.19
IV
68.7%
B/E move
3.4%
Puts
Pseudo strike
64.36
IV
97.9%
B/E move
3.2%

80Δ

Calls
Pseudo strike
44.77
IV
68.6%
B/E move
2.6%
Puts
Pseudo strike
69.89
IV
110.0%
B/E move
2.6%

Options history

APPN69.5370.2570.972026-10-20: 69.63%2026-10-21: 70.87%Oct 20Oct 21
Table
DateIV
69.63%
70.87%