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Sprinklr, Inc. CXM

TECHNOLOGY · SOFTWARE - APPLICATION
i

Market dataready · fetched 2026-11-12T00:54:48.223Z

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 · 2026-11-12T00:00:00.002183393Z

FundamentalsAlpha Vantage · ready · quarter 2026-07-31 · fetched 2026-11-12T00:54:47.799235+00:00

Share price$6.64
1D+1.7%
AH$6.53$6.57$6.62$6.66$6.705:30 AM6:30 AM9:00 AM1:00 PM2:00 PMCXM
Sold putSold callAH

Sprinklr, Inc. options

Live interpolated CXM call and put midpoint premiums by absolute delta.Sprinklr, Inc.$0.05$0.65$1.24$1.83$2.43$-0.12$0.19$0.50$0.81$1.1220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ30Δ C unavailable: no unambiguous, price-consistent delta bracketC —35Δ C unavailable: no unambiguous, price-consistent delta bracketC —40Δ C unavailable: no unambiguous, price-consistent delta bracketC —45Δ C unavailable: no unambiguous, price-consistent delta bracketC —50Δ C unavailable: no unambiguous, price-consistent delta bracketC —55Δ C unavailable: no unambiguous, price-consistent delta bracketC —60Δ C unavailable: no unambiguous, price-consistent delta bracketC —65Δ C unavailable: no unambiguous, price-consistent delta bracketC —70Δ C unavailable: no unambiguous, price-consistent delta bracketC —75Δ C unavailable: no unambiguous, price-consistent delta bracketC —80Δ C unavailable: no unambiguous, price-consistent delta bracketC —OPTION PRICECXM PRICE$0.12$0.15$0.35$0.42$0.49$0.55$0.62$0.69$0.76$0.83$0.89$0.96$1.03$1.55$2.26
PutsExpensive3.38×
Calls——
Skew——
Implied move——
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ8.13114.1%24.2%5.08254.5%28.7%
25Δ7.53104.4%15.7%5.32241.1%26.2%
30Δ5.55227.7%23.7%
35Δ5.79214.4%21.2%
40Δ6.02201.0%18.7%
45Δ6.26187.6%16.2%
50Δ6.49174.2%13.6%
55Δ6.73160.8%11.1%
60Δ6.96147.5%8.6%
65Δ7.20134.1%6.1%
70Δ7.43120.7%3.6%
75Δ8.02132.9%2.5%
80Δ8.76156.0%2.1%

20Δ

Calls
Pseudo strike
8.13
IV
114.1%
B/E move
24.2%
Puts
Pseudo strike
5.08
IV
254.5%
B/E move
28.7%

25Δ

Calls
Pseudo strike
7.53
IV
104.4%
B/E move
15.7%
Puts
Pseudo strike
5.32
IV
241.1%
B/E move
26.2%

30Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
5.55
IV
227.7%
B/E move
23.7%

35Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
5.79
IV
214.4%
B/E move
21.2%

40Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
6.02
IV
201.0%
B/E move
18.7%

45Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
6.26
IV
187.6%
B/E move
16.2%

50Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
6.49
IV
174.2%
B/E move
13.6%

55Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
6.73
IV
160.8%
B/E move
11.1%

60Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
6.96
IV
147.5%
B/E move
8.6%

65Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
7.20
IV
134.1%
B/E move
6.1%

70Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
7.43
IV
120.7%
B/E move
3.6%

75Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
8.02
IV
132.9%
B/E move
2.5%

80Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
8.76
IV
156.0%
B/E move
2.1%

Options history

IV · four-Friday blend—
Daily EOD

No recorded observations

0 observations