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eGain Corporation Common Stock EGAN

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Market datapartial · fetched 2026-10-22T23:11:09.393Z

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 · 2026-10-22T20:00:00.401115997Z

FundamentalsAlpha Vantage · unavailable

Share price$5.66
1D-0.2%
AH$5.63$5.65$5.68$5.70$5.725:30 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$0.29$0.92$1.55$2.18$2.82$3.04$4.67$6.31$7.94$9.5820Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive EGAN spot · $5.66EGAN PRICE$0.36$0.48$0.68$0.71$0.72$0.76$0.82$0.88$0.94$1.00$1.06$1.51$2.06$0.42$0.39$0.42$0.59$0.77$0.94$1.11$1.28$1.45$1.62$1.79$1.97$2.63
PutsExpensive1.68×
CallsExpensive3.01×
SkewBullish-81.45 pp
Implied moveBearish±$1.93
TiltBearish12.4% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ15.60283.4%182.0%3.86234.0%39.2%
25Δ13.34282.9%144.3%4.52162.6%27.0%
30Δ14.82339.9%173.9%5.07111.0%17.9%
35Δ12.05289.5%125.5%5.33111.0%16.3%
40Δ8.70224.7%66.5%5.59111.0%14.7%
45Δ7.23191.9%41.2%5.85111.1%13.2%
50Δ6.80177.1%34.7%6.11111.1%11.6%
55Δ6.37162.4%28.2%6.37111.1%10.1%
60Δ5.94147.6%21.7%6.63111.2%8.5%
65Δ5.51132.9%15.2%6.89111.2%6.9%
70Δ5.09118.1%8.7%7.15111.3%5.4%
75Δ4.53147.2%6.8%7.41111.3%3.8%
80Δ3.94187.6%6.0%8.14118.4%2.7%

20Δ

Calls
Pseudo strike
15.60
IV
283.4%
B/E move
182.0%
Puts
Pseudo strike
3.86
IV
234.0%
B/E move
39.2%

25Δ

Calls
Pseudo strike
13.34
IV
282.9%
B/E move
144.3%
Puts
Pseudo strike
4.52
IV
162.6%
B/E move
27.0%

30Δ

Calls
Pseudo strike
14.82
IV
339.9%
B/E move
173.9%
Puts
Pseudo strike
5.07
IV
111.0%
B/E move
17.9%

35Δ

Calls
Pseudo strike
12.05
IV
289.5%
B/E move
125.5%
Puts
Pseudo strike
5.33
IV
111.0%
B/E move
16.3%

40Δ

Calls
Pseudo strike
8.70
IV
224.7%
B/E move
66.5%
Puts
Pseudo strike
5.59
IV
111.0%
B/E move
14.7%

45Δ

Calls
Pseudo strike
7.23
IV
191.9%
B/E move
41.2%
Puts
Pseudo strike
5.85
IV
111.1%
B/E move
13.2%

50Δ

Calls
Pseudo strike
6.80
IV
177.1%
B/E move
34.7%
Puts
Pseudo strike
6.11
IV
111.1%
B/E move
11.6%

55Δ

Calls
Pseudo strike
6.37
IV
162.4%
B/E move
28.2%
Puts
Pseudo strike
6.37
IV
111.1%
B/E move
10.1%

60Δ

Calls
Pseudo strike
5.94
IV
147.6%
B/E move
21.7%
Puts
Pseudo strike
6.63
IV
111.2%
B/E move
8.5%

65Δ

Calls
Pseudo strike
5.51
IV
132.9%
B/E move
15.2%
Puts
Pseudo strike
6.89
IV
111.2%
B/E move
6.9%

70Δ

Calls
Pseudo strike
5.09
IV
118.1%
B/E move
8.7%
Puts
Pseudo strike
7.15
IV
111.3%
B/E move
5.4%

75Δ

Calls
Pseudo strike
4.53
IV
147.2%
B/E move
6.8%
Puts
Pseudo strike
7.41
IV
111.3%
B/E move
3.8%

80Δ

Calls
Pseudo strike
3.94
IV
187.6%
B/E move
6.0%
Puts
Pseudo strike
8.14
IV
118.4%
B/E move
2.7%

Options history

No recorded observations