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eGain Corporation Common Stock EGAN

TECHNOLOGY · SOFTWARE - APPLICATION
i

Market dataready · fetched 2026-11-12T03:23:13.576Z

Delta surfaceAlpaca · derived absolute-delta buckets · 2026-12-18

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 · 2026-11-11T21:00:02.0355827Z

FundamentalsAlpha Vantage · ready · quarter 2026-09-30 · fetched 2026-11-12T03:17:50.509993+00:00

Share price$6.22
1D+0.3%
AH$6.16$6.21$6.26$6.31$6.365:30 AM6:30 AM9:00 AM1:00 PM2:00 PMEGAN
Sold putSold callAH

eGain Corporation Common Stock options

Live interpolated EGAN call and put midpoint premiums by absolute delta.eGain Corporation Common Stock$0.15$0.70$1.25$1.80$2.35$3.86$5.01$6.17$7.33$8.4820Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive EGAN spot · $6.22EGAN PRICE$0.21$0.27$0.33$0.40$0.49$0.58$0.68$0.77$0.86$0.96$1.05$1.14$1.24$0.34$0.43$0.53$0.63$0.72$0.82$0.92$1.01$1.11$1.21$1.30$1.40$2.19
PutsExpensive1.79×
CallsExpensive1.70×
SkewBearish+5.09 pp
Implied moveBearish±$1.59
TiltBearish16.8% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ9.29113.6%52.8%4.70132.8%29.9%
25Δ8.64108.5%43.3%5.13119.4%24.4%
30Δ7.99103.5%33.8%5.37114.5%22.2%
35Δ7.4499.1%26.0%5.60109.7%20.1%
40Δ7.2096.4%23.7%5.83104.9%17.9%
45Δ6.9693.7%21.4%6.06100.0%15.8%
50Δ6.7391.0%19.0%6.2995.2%13.6%
55Δ6.4988.4%16.7%6.5290.4%11.5%
60Δ6.2585.7%14.3%6.7585.5%9.3%
65Δ6.0183.0%12.0%6.9880.7%7.2%
70Δ5.7780.3%9.7%7.2175.8%5.0%
75Δ5.5377.6%7.3%7.4471.0%2.8%
80Δ5.2975.0%5.0%8.2982.3%1.9%

20Δ

Calls
Pseudo strike
9.29
IV
113.6%
B/E move
52.8%
Puts
Pseudo strike
4.70
IV
132.8%
B/E move
29.9%

25Δ

Calls
Pseudo strike
8.64
IV
108.5%
B/E move
43.3%
Puts
Pseudo strike
5.13
IV
119.4%
B/E move
24.4%

30Δ

Calls
Pseudo strike
7.99
IV
103.5%
B/E move
33.8%
Puts
Pseudo strike
5.37
IV
114.5%
B/E move
22.2%

35Δ

Calls
Pseudo strike
7.44
IV
99.1%
B/E move
26.0%
Puts
Pseudo strike
5.60
IV
109.7%
B/E move
20.1%

40Δ

Calls
Pseudo strike
7.20
IV
96.4%
B/E move
23.7%
Puts
Pseudo strike
5.83
IV
104.9%
B/E move
17.9%

45Δ

Calls
Pseudo strike
6.96
IV
93.7%
B/E move
21.4%
Puts
Pseudo strike
6.06
IV
100.0%
B/E move
15.8%

50Δ

Calls
Pseudo strike
6.73
IV
91.0%
B/E move
19.0%
Puts
Pseudo strike
6.29
IV
95.2%
B/E move
13.6%

55Δ

Calls
Pseudo strike
6.49
IV
88.4%
B/E move
16.7%
Puts
Pseudo strike
6.52
IV
90.4%
B/E move
11.5%

60Δ

Calls
Pseudo strike
6.25
IV
85.7%
B/E move
14.3%
Puts
Pseudo strike
6.75
IV
85.5%
B/E move
9.3%

65Δ

Calls
Pseudo strike
6.01
IV
83.0%
B/E move
12.0%
Puts
Pseudo strike
6.98
IV
80.7%
B/E move
7.2%

70Δ

Calls
Pseudo strike
5.77
IV
80.3%
B/E move
9.7%
Puts
Pseudo strike
7.21
IV
75.8%
B/E move
5.0%

75Δ

Calls
Pseudo strike
5.53
IV
77.6%
B/E move
7.3%
Puts
Pseudo strike
7.44
IV
71.0%
B/E move
2.8%

80Δ

Calls
Pseudo strike
5.29
IV
75.0%
B/E move
5.0%
Puts
Pseudo strike
8.29
IV
82.3%
B/E move
1.9%

Options history

IV · four-Friday blend106.26%
Daily close
EGAN73.9%94.9%115.9%2026-08-13: 91.87%2026-08-14: 77.81%2026-08-25: 96.60%2026-08-26: 79.17%2026-08-27: 83.74%2026-08-28: 76.78%2026-08-31: 90.93%2026-09-02: 86.06%2026-09-10: 113.02%2026-10-22: 100.03%2026-10-28: 106.26%Aug 13Aug 28Oct 28
11 observations2026-08-13 — 2026-10-28
Table
DateIV (%)
91.87%
77.81%
96.60%
79.17%
83.74%
76.78%
90.93%
86.06%
113.02%
100.03%
106.26%