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Extreme Networks, Inc. Common Stock EXTR

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Market datapartial · fetched 2026-10-22T22:06:11.003Z

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 · 2026-10-22T20:00:08.637326706Z

FundamentalsAlpha Vantage · unavailable

Share price$22.04
1D-0.1%
AH$21.64$21.82$21.99$22.16$22.345:30 AM6:30 AM9:00 AM1:00 PM2:00 PMEXTR
Sold putSold callAH

Extreme Networks, Inc. Common Stock options

Live interpolated EXTR call and put midpoint premiums by absolute delta.Extreme Networks, Inc. Common Stock$0.41$1.57$2.73$3.89$5.05$15.93$18.94$21.95$24.95$27.9620Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive EXTR spot · $22.04EXTR PRICE$0.75$0.54$1.03$0.80$1.01$1.21$1.48$1.76$2.24$2.64$2.90$3.28$3.85$1.23$1.36$0.92$1.10$1.48$1.89$2.09$2.30$2.54$2.83$3.53$3.95$4.72
PutsExpensive1.24×
CallsExpensive1.21×
SkewBearish+3.06 pp
Implied moveBearish±$3.57
TiltBearish12.1% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ31.57124.5%46.6%16.70151.1%29.8%
25Δ25.3763.4%17.6%18.46124.9%22.4%
30Δ27.43105.6%29.2%20.3269.7%12.0%
35Δ23.9359.9%12.2%20.9267.4%10.1%
40Δ23.4661.8%11.0%21.4872.4%9.3%
45Δ22.9863.7%9.8%22.0377.9%8.6%
50Δ22.4866.2%8.7%22.5773.6%7.1%
55Δ21.9868.9%7.7%23.0969.5%5.6%
60Δ21.3976.1%7.2%23.5866.3%4.5%
65Δ20.8079.6%6.4%24.1064.0%3.5%
70Δ20.2375.9%4.9%24.9168.1%3.0%
75Δ19.6074.7%3.8%25.5165.9%2.2%
80Δ18.8477.1%3.0%26.4266.3%1.5%

20Δ

Calls
Pseudo strike
31.57
IV
124.5%
B/E move
46.6%
Puts
Pseudo strike
16.70
IV
151.1%
B/E move
29.8%

25Δ

Calls
Pseudo strike
25.37
IV
63.4%
B/E move
17.6%
Puts
Pseudo strike
18.46
IV
124.9%
B/E move
22.4%

30Δ

Calls
Pseudo strike
27.43
IV
105.6%
B/E move
29.2%
Puts
Pseudo strike
20.32
IV
69.7%
B/E move
12.0%

35Δ

Calls
Pseudo strike
23.93
IV
59.9%
B/E move
12.2%
Puts
Pseudo strike
20.92
IV
67.4%
B/E move
10.1%

40Δ

Calls
Pseudo strike
23.46
IV
61.8%
B/E move
11.0%
Puts
Pseudo strike
21.48
IV
72.4%
B/E move
9.3%

45Δ

Calls
Pseudo strike
22.98
IV
63.7%
B/E move
9.8%
Puts
Pseudo strike
22.03
IV
77.9%
B/E move
8.6%

50Δ

Calls
Pseudo strike
22.48
IV
66.2%
B/E move
8.7%
Puts
Pseudo strike
22.57
IV
73.6%
B/E move
7.1%

55Δ

Calls
Pseudo strike
21.98
IV
68.9%
B/E move
7.7%
Puts
Pseudo strike
23.09
IV
69.5%
B/E move
5.6%

60Δ

Calls
Pseudo strike
21.39
IV
76.1%
B/E move
7.2%
Puts
Pseudo strike
23.58
IV
66.3%
B/E move
4.5%

65Δ

Calls
Pseudo strike
20.80
IV
79.6%
B/E move
6.4%
Puts
Pseudo strike
24.10
IV
64.0%
B/E move
3.5%

70Δ

Calls
Pseudo strike
20.23
IV
75.9%
B/E move
4.9%
Puts
Pseudo strike
24.91
IV
68.1%
B/E move
3.0%

75Δ

Calls
Pseudo strike
19.60
IV
74.7%
B/E move
3.8%
Puts
Pseudo strike
25.51
IV
65.9%
B/E move
2.2%

80Δ

Calls
Pseudo strike
18.84
IV
77.1%
B/E move
3.0%
Puts
Pseudo strike
26.42
IV
66.3%
B/E move
1.5%

Options history

EXTR58.4858.5658.632026-10-20: 58.58%2026-10-21: 58.54%Oct 20Oct 21
Table
DateIV
58.58%
58.54%