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Elastic NV ESTC

TECHNOLOGY · SOFTWARE - APPLICATION
i

Market dataready · fetched 2026-10-22T12:36:29.676Z

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 · 2026-10-22T12:03:31.139499874Z

FundamentalsAlpha Vantage · ready · quarter 2026-07-31 · fetched 2026-10-22T12:36:26.429094+00:00

Share price$98.09
1D
Price history unavailable.

Elastic NV options

Live interpolated ESTC call and put midpoint premiums by absolute delta.Elastic NV$1.48$6.09$10.70$15.30$19.91$74.76$86.87$98.99$111.10$123.2120Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive ESTC spot · $98.09ESTC PRICE$1.98$2.67$3.48$4.27$5.03$6.03$7.10$8.38$9.71$11.36$13.07$14.84$17.03$2.46$3.23$4.07$5.11$6.14$7.20$8.28$9.71$11.13$13.19$15.21$16.87$18.58
PutsExpensive1.39×
CallsExpensive1.50×
SkewBullish-6.45 pp
Implied moveBearish±$15.38
TiltBearish7.2% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ118.3869.5%22.7%84.6671.9%16.2%
25Δ115.0171.4%20.0%87.6770.4%13.9%
30Δ111.9672.7%17.7%90.5269.2%11.9%
35Δ108.8773.0%15.3%92.9969.4%10.4%
40Δ105.7071.3%12.9%95.4369.2%9.0%
45Δ103.0271.6%11.2%97.7867.8%7.7%
50Δ100.4872.6%9.7%100.1466.4%6.4%
55Δ97.9273.6%8.4%102.5165.9%5.4%
60Δ95.3774.7%7.1%104.8865.5%4.4%
65Δ92.6476.0%6.0%107.7066.2%3.7%
70Δ89.8877.2%5.0%110.4566.3%2.9%
75Δ87.0876.1%3.9%112.8663.5%2.1%
80Δ83.9476.3%2.9%115.2960.5%1.4%

20Δ

Calls
Pseudo strike
118.38
IV
69.5%
B/E move
22.7%
Puts
Pseudo strike
84.66
IV
71.9%
B/E move
16.2%

25Δ

Calls
Pseudo strike
115.01
IV
71.4%
B/E move
20.0%
Puts
Pseudo strike
87.67
IV
70.4%
B/E move
13.9%

30Δ

Calls
Pseudo strike
111.96
IV
72.7%
B/E move
17.7%
Puts
Pseudo strike
90.52
IV
69.2%
B/E move
11.9%

35Δ

Calls
Pseudo strike
108.87
IV
73.0%
B/E move
15.3%
Puts
Pseudo strike
92.99
IV
69.4%
B/E move
10.4%

40Δ

Calls
Pseudo strike
105.70
IV
71.3%
B/E move
12.9%
Puts
Pseudo strike
95.43
IV
69.2%
B/E move
9.0%

45Δ

Calls
Pseudo strike
103.02
IV
71.6%
B/E move
11.2%
Puts
Pseudo strike
97.78
IV
67.8%
B/E move
7.7%

50Δ

Calls
Pseudo strike
100.48
IV
72.6%
B/E move
9.7%
Puts
Pseudo strike
100.14
IV
66.4%
B/E move
6.4%

55Δ

Calls
Pseudo strike
97.92
IV
73.6%
B/E move
8.4%
Puts
Pseudo strike
102.51
IV
65.9%
B/E move
5.4%

60Δ

Calls
Pseudo strike
95.37
IV
74.7%
B/E move
7.1%
Puts
Pseudo strike
104.88
IV
65.5%
B/E move
4.4%

65Δ

Calls
Pseudo strike
92.64
IV
76.0%
B/E move
6.0%
Puts
Pseudo strike
107.70
IV
66.2%
B/E move
3.7%

70Δ

Calls
Pseudo strike
89.88
IV
77.2%
B/E move
5.0%
Puts
Pseudo strike
110.45
IV
66.3%
B/E move
2.9%

75Δ

Calls
Pseudo strike
87.08
IV
76.1%
B/E move
3.9%
Puts
Pseudo strike
112.86
IV
63.5%
B/E move
2.1%

80Δ

Calls
Pseudo strike
83.94
IV
76.3%
B/E move
2.9%
Puts
Pseudo strike
115.29
IV
60.5%
B/E move
1.4%

Options history

No recorded observations