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Samsara Inc IOT

TECHNOLOGY · SOFTWARE - INFRASTRUCTURE
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Market dataready · fetched 2026-10-21T17:00:50.178Z

Delta surfaceAlpaca · derived absolute-delta buckets · 2026-10-23

Calculation methodology

Options historyIV: ThetaData daily EOD, 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 · 2026-10-21T17:00:28.638939441Z

FundamentalsAlpha Vantage · ready · quarter 2026-07-31 · fetched 2026-10-21T17:00:49.789941+00:00

Share price$43.60
1D+3.1%
$42.00$42.47$42.93$43.39$43.865:30 AM6:30 AM9:00 AM1:00 PMIOT
Sold putSold call

Samsara Inc options

Live interpolated IOT call and put midpoint premiums by absolute delta.Samsara Inc$0.08$1.67$3.27$4.86$6.46$39.07$40.99$42.90$44.81$46.7220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive IOT spot · $43.59IOT PRICE$0.42$0.35$0.39$0.48$0.59$0.71$0.83$0.97$1.14$1.34$1.56$1.78$2.05$0.25$0.34$0.43$0.51$0.62$0.75$0.88$1.01$1.16$1.32$2.70$5.54$6.00
PutsExpensive1.89×
CallsFair1.03×
SkewBearish+14.30 pp
Implied moveBearish±$1.71
TiltBearish26.1% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ47.22117.6%9.3%41.8467.9%4.6%
25Δ45.5277.5%5.2%42.2167.5%4.0%
30Δ44.7864.9%3.6%42.5268.1%3.5%
35Δ44.4865.3%3.1%42.8465.3%2.9%
40Δ44.2065.9%2.8%43.1364.5%2.5%
45Δ43.9366.3%2.4%43.3965.7%2.2%
50Δ43.6666.0%2.0%43.6565.8%1.9%
55Δ43.3966.3%1.7%43.9265.0%1.6%
60Δ43.1167.2%1.5%44.1964.3%1.3%
65Δ42.8168.6%1.3%44.4563.6%1.1%
70Δ42.4970.1%1.0%45.63111.2%1.5%
75Δ42.1769.5%0.8%48.31180.5%1.9%
80Δ41.8168.3%0.6%49.03170.3%1.3%

20Δ

Calls
Pseudo strike
47.22
IV
117.6%
B/E move
9.3%
Puts
Pseudo strike
41.84
IV
67.9%
B/E move
4.6%

25Δ

Calls
Pseudo strike
45.52
IV
77.5%
B/E move
5.2%
Puts
Pseudo strike
42.21
IV
67.5%
B/E move
4.0%

30Δ

Calls
Pseudo strike
44.78
IV
64.9%
B/E move
3.6%
Puts
Pseudo strike
42.52
IV
68.1%
B/E move
3.5%

35Δ

Calls
Pseudo strike
44.48
IV
65.3%
B/E move
3.1%
Puts
Pseudo strike
42.84
IV
65.3%
B/E move
2.9%

40Δ

Calls
Pseudo strike
44.20
IV
65.9%
B/E move
2.8%
Puts
Pseudo strike
43.13
IV
64.5%
B/E move
2.5%

45Δ

Calls
Pseudo strike
43.93
IV
66.3%
B/E move
2.4%
Puts
Pseudo strike
43.39
IV
65.7%
B/E move
2.2%

50Δ

Calls
Pseudo strike
43.66
IV
66.0%
B/E move
2.0%
Puts
Pseudo strike
43.65
IV
65.8%
B/E move
1.9%

55Δ

Calls
Pseudo strike
43.39
IV
66.3%
B/E move
1.7%
Puts
Pseudo strike
43.92
IV
65.0%
B/E move
1.6%

60Δ

Calls
Pseudo strike
43.11
IV
67.2%
B/E move
1.5%
Puts
Pseudo strike
44.19
IV
64.3%
B/E move
1.3%

65Δ

Calls
Pseudo strike
42.81
IV
68.6%
B/E move
1.3%
Puts
Pseudo strike
44.45
IV
63.6%
B/E move
1.1%

70Δ

Calls
Pseudo strike
42.49
IV
70.1%
B/E move
1.0%
Puts
Pseudo strike
45.63
IV
111.2%
B/E move
1.5%

75Δ

Calls
Pseudo strike
42.17
IV
69.5%
B/E move
0.8%
Puts
Pseudo strike
48.31
IV
180.5%
B/E move
1.9%

80Δ

Calls
Pseudo strike
41.81
IV
68.3%
B/E move
0.6%
Puts
Pseudo strike
49.03
IV
170.3%
B/E move
1.3%

Options history

IOT57.3658.0358.702026-10-19: 57.45%2026-10-20: 58.61%Oct 19Oct 20
Table
DateIV
57.45%
58.61%