Share price$43.58
1D+3.1%
Sold putSold call
Samsara Inc IOT
TECHNOLOGY · SOFTWARE - INFRASTRUCTUREi
Market dataready · fetched 2026-10-21T17:48:53.185Z
Delta surfaceAlpaca · derived absolute-delta buckets · 2026-10-23
Calculation methodologyOptions 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 dataPriceAlpaca · sip · 2026-10-21T17:48:00.652623844Z
FundamentalsAlpha Vantage · ready · quarter 2026-07-31 · fetched 2026-10-21T17:48:52.519877+00:00
Samsara Inc options
PutsExpensive1.75×
CallsFair1.04×
SkewBearish+9.51 pp
Implied moveBearish±$1.66
TiltBearish20.0% PUT
Table
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 47.38 | 124.1% | 9.7% | 41.79 | 69.4% | 4.7% |
| 25Δ | 45.48 | 77.1% | 5.2% | 42.16 | 68.8% | 4.0% |
| 30Δ | 44.77 | 65.3% | 3.6% | 42.51 | 67.8% | 3.4% |
| 35Δ | 44.47 | 65.5% | 3.1% | 42.83 | 65.0% | 2.9% |
| 40Δ | 44.17 | 63.9% | 2.7% | 43.12 | 64.0% | 2.5% |
| 45Δ | 43.89 | 62.9% | 2.3% | 43.38 | 65.1% | 2.2% |
| 50Δ | 43.64 | 62.7% | 1.9% | 43.64 | 65.2% | 1.9% |
| 55Δ | 43.37 | 64.1% | 1.7% | 43.90 | 64.4% | 1.6% |
| 60Δ | 43.09 | 67.4% | 1.5% | 44.18 | 65.1% | 1.3% |
| 65Δ | 42.81 | 67.7% | 1.2% | 44.48 | 66.8% | 1.1% |
| 70Δ | 42.53 | 66.7% | 1.0% | 45.71 | 115.6% | 1.6% |
| 75Δ | 42.15 | 69.2% | 0.8% | 47.06 | 141.9% | 1.5% |
| 80Δ | 41.76 | 69.6% | 0.6% | 47.55 | 130.8% | 1.0% |
20Δ
- Pseudo strike
- 47.38
- IV
- 124.1%
- B/E move
- 9.7%
- Pseudo strike
- 41.79
- IV
- 69.4%
- B/E move
- 4.7%
25Δ
- Pseudo strike
- 45.48
- IV
- 77.1%
- B/E move
- 5.2%
- Pseudo strike
- 42.16
- IV
- 68.8%
- B/E move
- 4.0%
30Δ
- Pseudo strike
- 44.77
- IV
- 65.3%
- B/E move
- 3.6%
- Pseudo strike
- 42.51
- IV
- 67.8%
- B/E move
- 3.4%
35Δ
- Pseudo strike
- 44.47
- IV
- 65.5%
- B/E move
- 3.1%
- Pseudo strike
- 42.83
- IV
- 65.0%
- B/E move
- 2.9%
40Δ
- Pseudo strike
- 44.17
- IV
- 63.9%
- B/E move
- 2.7%
- Pseudo strike
- 43.12
- IV
- 64.0%
- B/E move
- 2.5%
45Δ
- Pseudo strike
- 43.89
- IV
- 62.9%
- B/E move
- 2.3%
- Pseudo strike
- 43.38
- IV
- 65.1%
- B/E move
- 2.2%
50Δ
- Pseudo strike
- 43.64
- IV
- 62.7%
- B/E move
- 1.9%
- Pseudo strike
- 43.64
- IV
- 65.2%
- B/E move
- 1.9%
55Δ
- Pseudo strike
- 43.37
- IV
- 64.1%
- B/E move
- 1.7%
- Pseudo strike
- 43.90
- IV
- 64.4%
- B/E move
- 1.6%
60Δ
- Pseudo strike
- 43.09
- IV
- 67.4%
- B/E move
- 1.5%
- Pseudo strike
- 44.18
- IV
- 65.1%
- B/E move
- 1.3%
65Δ
- Pseudo strike
- 42.81
- IV
- 67.7%
- B/E move
- 1.2%
- Pseudo strike
- 44.48
- IV
- 66.8%
- B/E move
- 1.1%
70Δ
- Pseudo strike
- 42.53
- IV
- 66.7%
- B/E move
- 1.0%
- Pseudo strike
- 45.71
- IV
- 115.6%
- B/E move
- 1.6%
75Δ
- Pseudo strike
- 42.15
- IV
- 69.2%
- B/E move
- 0.8%
- Pseudo strike
- 47.06
- IV
- 141.9%
- B/E move
- 1.5%
80Δ
- Pseudo strike
- 41.76
- IV
- 69.6%
- B/E move
- 0.6%
- Pseudo strike
- 47.55
- IV
- 130.8%
- B/E move
- 1.0%
Options history
Table
| Date | IV |
|---|---|
| 57.45% | |
| 58.61% |