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Extreme Networks, Inc. Common Stock EXTR

TECHNOLOGY · COMMUNICATION EQUIPMENT
i

Market dataready · fetched 2026-11-12T02:43:30.483Z

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: 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 · 2026-11-11T21:26:08.565160306Z

FundamentalsAlpha Vantage · ready · quarter 2026-09-30 · fetched 2026-11-12T02:43:30.093619+00:00

Share price$26.67
1D+0.3%
AH$25.72$26.04$26.35$26.67$26.995:30 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$0.32$1.06$1.80$2.54$3.28$18.79$22.65$26.52$30.38$34.2420Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ20Δ C unavailable: no unambiguous, price-consistent delta bracketC —25Δ C unavailable: no unambiguous, price-consistent delta bracketC —30Δ C unavailable: no unambiguous, price-consistent delta bracketC —35Δ C unavailable: no unambiguous, price-consistent delta bracketC —40Δ C unavailable: no unambiguous, price-consistent delta bracketC —45Δ C unavailable: no unambiguous, price-consistent delta bracketC —55Δ P unavailable: no unambiguous, price-consistent delta bracketP —OPTION PRICELive EXTR spot · $26.67EXTR PRICE$0.93$0.99$1.05$1.11$1.30$1.52$1.74$0.44$0.40$0.52$0.64$0.75$0.84$0.93$2.53$2.63$2.73$2.87$3.07
Puts——
Calls——
Skew——
Implied moveBalanced±$1.86
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ23.9788.7%11.8%
25Δ25.1561.1%7.2%
30Δ25.4961.5%6.4%
35Δ25.8462.0%5.5%
40Δ26.1660.2%4.7%
45Δ26.4656.6%3.9%
50Δ26.8660.3%4.2%26.7553.0%3.2%
55Δ26.5955.3%3.4%
60Δ26.3350.2%2.7%28.11100.8%4.1%
65Δ26.0645.2%1.9%28.4592.0%3.2%
70Δ25.7744.4%1.5%28.7883.2%2.3%
75Δ25.4744.9%1.2%29.1175.3%1.6%
80Δ25.1745.4%0.9%29.4369.2%1.2%

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
23.97
IV
88.7%
B/E move
11.8%

25Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
25.15
IV
61.1%
B/E move
7.2%

30Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
25.49
IV
61.5%
B/E move
6.4%

35Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
25.84
IV
62.0%
B/E move
5.5%

40Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
26.16
IV
60.2%
B/E move
4.7%

45Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
26.46
IV
56.6%
B/E move
3.9%

50Δ

Calls
Pseudo strike
26.86
IV
60.3%
B/E move
4.2%
Puts
Pseudo strike
26.75
IV
53.0%
B/E move
3.2%

55Δ

Calls
Pseudo strike
26.59
IV
55.3%
B/E move
3.4%
Puts
Pseudo strike
IV
B/E move

60Δ

Calls
Pseudo strike
26.33
IV
50.2%
B/E move
2.7%
Puts
Pseudo strike
28.11
IV
100.8%
B/E move
4.1%

65Δ

Calls
Pseudo strike
26.06
IV
45.2%
B/E move
1.9%
Puts
Pseudo strike
28.45
IV
92.0%
B/E move
3.2%

70Δ

Calls
Pseudo strike
25.77
IV
44.4%
B/E move
1.5%
Puts
Pseudo strike
28.78
IV
83.2%
B/E move
2.3%

75Δ

Calls
Pseudo strike
25.47
IV
44.9%
B/E move
1.2%
Puts
Pseudo strike
29.11
IV
75.3%
B/E move
1.6%

80Δ

Calls
Pseudo strike
25.17
IV
45.4%
B/E move
0.9%
Puts
Pseudo strike
29.43
IV
69.2%
B/E move
1.2%

Options history

IV · four-Friday blend49.31%
Daily EOD
EXTR46.2%56.8%67.3%2026-10-19: 61.58%2026-10-20: 58.58%2026-10-21: 58.54%2026-10-22: 59.05%2026-10-23: 62.54%2026-10-26: 65.84%2026-10-27: 60.06%2026-10-28: 54.25%2026-10-29: 47.69%2026-10-30: 49.31%Oct 19Oct 23Oct 30
10 observations2026-10-19 — 2026-10-30
Table
DateIV (%)
61.58%
58.58%
58.54%
59.05%
62.54%
65.84%
60.06%
54.25%
47.69%
49.31%