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Sprinklr, Inc. CXM

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Market datapartial · fetched 2026-10-22T16:54:23.517Z

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 · 2026-10-22T16:53:54.590687034Z

FundamentalsAlpha Vantage · unavailable

Share price$6.62
1D+1.4%
$6.35$6.45$6.54$6.64$6.735:30 AM6:30 AM9:00 AM1:00 PMCXM
Sold putSold call

Sprinklr, Inc. options

Live interpolated CXM call and put midpoint premiums by absolute delta.Sprinklr, Inc.$0.03$0.90$1.78$2.66$3.53$4.35$5.31$6.27$7.22$8.1820Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive CXM spot · $6.62CXM PRICE$0.12$0.24$0.35$0.47$0.58$0.70$0.81$0.93$1.04$1.16$1.27$1.39$1.50$0.26$0.34$0.41$0.49$0.57$0.64$0.72$0.79$0.87$0.95$1.02$1.92$3.28
PutsExpensive1.69×
CallsFair1.00×
SkewBearish+23.19 pp
Implied moveBullish±$1.53
TiltBearish7.5% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ7.4345.3%14.0%5.25105.8%24.7%
25Δ7.2548.3%13.2%5.47101.9%22.5%
30Δ7.0851.4%12.3%5.6897.9%20.4%
35Δ6.9054.5%11.4%5.9093.9%18.3%
40Δ6.7357.5%10.5%6.1289.9%16.1%
45Δ6.5660.6%9.6%6.3486.0%14.0%
50Δ6.3863.7%8.7%6.5582.0%11.9%
55Δ6.2166.8%7.8%6.7778.0%9.7%
60Δ6.0369.8%6.9%6.9974.1%7.6%
65Δ5.8672.9%6.0%7.2170.1%5.5%
70Δ5.6976.0%5.1%7.4266.1%3.3%
75Δ5.5179.0%4.2%8.3980.0%2.3%
80Δ5.3482.1%3.3%9.77103.7%1.9%

20Δ

Calls
Pseudo strike
7.43
IV
45.3%
B/E move
14.0%
Puts
Pseudo strike
5.25
IV
105.8%
B/E move
24.7%

25Δ

Calls
Pseudo strike
7.25
IV
48.3%
B/E move
13.2%
Puts
Pseudo strike
5.47
IV
101.9%
B/E move
22.5%

30Δ

Calls
Pseudo strike
7.08
IV
51.4%
B/E move
12.3%
Puts
Pseudo strike
5.68
IV
97.9%
B/E move
20.4%

35Δ

Calls
Pseudo strike
6.90
IV
54.5%
B/E move
11.4%
Puts
Pseudo strike
5.90
IV
93.9%
B/E move
18.3%

40Δ

Calls
Pseudo strike
6.73
IV
57.5%
B/E move
10.5%
Puts
Pseudo strike
6.12
IV
89.9%
B/E move
16.1%

45Δ

Calls
Pseudo strike
6.56
IV
60.6%
B/E move
9.6%
Puts
Pseudo strike
6.34
IV
86.0%
B/E move
14.0%

50Δ

Calls
Pseudo strike
6.38
IV
63.7%
B/E move
8.7%
Puts
Pseudo strike
6.55
IV
82.0%
B/E move
11.9%

55Δ

Calls
Pseudo strike
6.21
IV
66.8%
B/E move
7.8%
Puts
Pseudo strike
6.77
IV
78.0%
B/E move
9.7%

60Δ

Calls
Pseudo strike
6.03
IV
69.8%
B/E move
6.9%
Puts
Pseudo strike
6.99
IV
74.1%
B/E move
7.6%

65Δ

Calls
Pseudo strike
5.86
IV
72.9%
B/E move
6.0%
Puts
Pseudo strike
7.21
IV
70.1%
B/E move
5.5%

70Δ

Calls
Pseudo strike
5.69
IV
76.0%
B/E move
5.1%
Puts
Pseudo strike
7.42
IV
66.1%
B/E move
3.3%

75Δ

Calls
Pseudo strike
5.51
IV
79.0%
B/E move
4.2%
Puts
Pseudo strike
8.39
IV
80.0%
B/E move
2.3%

80Δ

Calls
Pseudo strike
5.34
IV
82.1%
B/E move
3.3%
Puts
Pseudo strike
9.77
IV
103.7%
B/E move
1.9%

Options history

No recorded observations