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Samsara Inc. IOT

i

Market dataready · fetched 2026-11-10T22:24:50.042Z

Delta surfaceAlpaca · derived absolute-delta buckets · 2026-11-13

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 · 2026-11-10T21:10:00.001219221Z

FundamentalsSEC EDGAR · ready · as of 2026-08-01 · fetched 2026-11-10T22:24:49.513478+00:00

Share price$41.45
1D-1.8%
AH$40.69$41.10$41.52$41.93$42.345:30 AM6:30 AM9:00 AM1:00 PM2:00 PMIOT
Sold putSold callAH

Samsara Inc. options

Live interpolated IOT call and put midpoint premiums by absolute delta.Samsara Inc.$0.33$1.24$2.14$3.04$3.95$-0.12$0.19$0.50$0.81$1.1220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ20Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —40Δ C unavailable: no unambiguous, price-consistent delta bracketC —45Δ C unavailable: no unambiguous, price-consistent delta bracketC —50Δ C unavailable: no unambiguous, price-consistent delta bracketC —75Δ P unavailable: no unambiguous, price-consistent delta bracketP —OPTION PRICEIOT PRICE$0.51$0.66$0.84$1.23$1.45$1.68$1.70$1.71$3.68$0.43$0.58$0.77$0.82$0.92$1.06$1.11$1.21$1.50$1.61$3.60
Puts——
Calls——
Skew——
Implied move——
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ
25Δ44.0894.8%7.6%39.8071.2%5.0%
30Δ43.5696.0%6.7%40.0677.9%4.8%
35Δ43.1099.0%6.0%40.4082.8%4.4%
40Δ40.8475.0%3.5%
45Δ41.2269.8%2.8%
50Δ41.5467.9%2.3%
55Δ41.2072.9%2.4%41.8061.6%1.8%
60Δ40.8574.7%2.0%42.0857.5%1.4%
65Δ40.4975.5%1.7%42.4361.4%1.2%
70Δ40.3066.9%1.3%42.6657.9%1.0%
75Δ40.1158.3%0.9%
80Δ38.27111.1%1.2%44.6993.2%0.9%

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

25Δ

Calls
Pseudo strike
44.08
IV
94.8%
B/E move
7.6%
Puts
Pseudo strike
39.80
IV
71.2%
B/E move
5.0%

30Δ

Calls
Pseudo strike
43.56
IV
96.0%
B/E move
6.7%
Puts
Pseudo strike
40.06
IV
77.9%
B/E move
4.8%

35Δ

Calls
Pseudo strike
43.10
IV
99.0%
B/E move
6.0%
Puts
Pseudo strike
40.40
IV
82.8%
B/E move
4.4%

40Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
40.84
IV
75.0%
B/E move
3.5%

45Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
41.22
IV
69.8%
B/E move
2.8%

50Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
41.54
IV
67.9%
B/E move
2.3%

55Δ

Calls
Pseudo strike
41.20
IV
72.9%
B/E move
2.4%
Puts
Pseudo strike
41.80
IV
61.6%
B/E move
1.8%

60Δ

Calls
Pseudo strike
40.85
IV
74.7%
B/E move
2.0%
Puts
Pseudo strike
42.08
IV
57.5%
B/E move
1.4%

65Δ

Calls
Pseudo strike
40.49
IV
75.5%
B/E move
1.7%
Puts
Pseudo strike
42.43
IV
61.4%
B/E move
1.2%

70Δ

Calls
Pseudo strike
40.30
IV
66.9%
B/E move
1.3%
Puts
Pseudo strike
42.66
IV
57.9%
B/E move
1.0%

75Δ

Calls
Pseudo strike
40.11
IV
58.3%
B/E move
0.9%
Puts
Pseudo strike
IV
B/E move

80Δ

Calls
Pseudo strike
38.27
IV
111.1%
B/E move
1.2%
Puts
Pseudo strike
44.69
IV
93.2%
B/E move
0.9%

Options history

IV · four-Friday blend60.15%
Daily close
IOT41.2%99.6%158.0%2026-08-12: 75.36%2026-08-13: 83.94%2026-08-14: 70.02%2026-08-17: 75.92%2026-08-18: 74.51%2026-08-19: 83.07%2026-08-20: 82.15%2026-08-21: 79.34%2026-08-24: 87.35%2026-08-25: 81.38%2026-08-26: 84.71%2026-08-27: 92.79%2026-08-28: 83.67%2026-08-31: 97.70%2026-09-01: 103.46%2026-09-02: 115.86%2026-09-03: 149.92%2026-09-04: 53.80%2026-09-08: 62.73%2026-09-09: 65.16%2026-09-10: 65.70%2026-09-11: 55.10%2026-09-14: 67.06%2026-09-15: 68.74%2026-09-16: 57.12%2026-09-17: 54.81%2026-09-18: 49.79%2026-09-21: 54.66%2026-09-22: 55.79%2026-09-23: 60.51%2026-09-24: 64.24%2026-09-25: 53.48%2026-09-28: 57.00%2026-09-29: 53.72%2026-09-30: 58.49%2026-10-01: 62.57%2026-10-02: 52.66%2026-10-05: 57.92%2026-10-06: 54.80%2026-10-07: 56.58%2026-10-08: 58.83%2026-10-09: 54.57%2026-10-12: 55.10%2026-10-13: 58.18%2026-10-14: 59.85%2026-10-15: 68.20%2026-10-16: 53.37%2026-10-19: 57.52%2026-10-20: 58.10%2026-10-21: 58.56%2026-10-22: 62.72%2026-10-23: 49.22%2026-10-26: 53.66%2026-10-27: 56.59%2026-10-28: 64.24%2026-10-29: 59.19%2026-10-30: 60.15%Aug 12Sep 22Oct 30
57 observations2026-08-12 — 2026-10-30
Table
DateIV (%)
75.36%
83.94%
70.02%
75.92%
74.51%
83.07%
82.15%
79.34%
87.35%
81.38%
84.71%
92.79%
83.67%
97.70%
103.46%
115.86%
149.92%
53.80%
62.73%
65.16%
65.70%
55.10%
67.06%
68.74%
57.12%
54.81%
49.79%
54.66%
55.79%
60.51%
64.24%
53.48%
57.00%
53.72%
58.49%
62.57%
52.66%
57.92%
54.80%
56.58%
58.83%
54.57%
55.10%
58.18%
59.85%
68.20%
53.37%
57.52%
58.10%
58.56%
62.72%
49.22%
53.66%
56.59%
64.24%
59.19%
60.15%