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Logitech International S.A. Ordinary Shares LOGI

i

Market dataready · fetched 2026-11-11T13:49:06.477Z

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 · 2026-11-11T13:40:40.040574166Z

FundamentalsSEC EDGAR · ready · as of 2026-09-30 · fetched 2026-11-11T13:49:06.020379+00:00

Share price$99.29
1D+0.0%
$99.21$99.24$99.28$99.31$99.345:30 AM6:30 AM9:00 AM1:00 PMLOGI
Sold putSold call

Logitech International S.A. Ordinary Shares options

Live interpolated LOGI call and put midpoint premiums by absolute delta.Logitech International S.A. Ordinary Shares$0.32$2.89$5.45$8.01$10.58$91.19$95.30$99.41$103.51$107.6220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ80Δ P unavailable: no unambiguous, price-consistent delta bracketP —OPTION PRICELive LOGI spot · $99.29LOGI PRICE$0.60$0.79$0.98$1.17$1.36$1.55$1.83$2.12$2.42$2.71$3.01$3.31$3.60$0.86$1.09$1.52$1.96$2.39$2.83$3.26$4.07$5.05$6.03$7.02$9.84
Puts——
CallsCheap0.67×
Skew——
Implied moveBearish±$5.09
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ104.4334.6%5.8%93.3247.0%6.9%
25Δ103.5733.7%5.1%94.9545.3%5.5%
30Δ102.7132.8%4.4%95.9246.0%4.9%
35Δ101.8531.9%3.8%96.8646.8%4.4%
40Δ100.9831.0%3.1%97.8147.6%3.9%
45Δ100.1230.0%2.4%98.7548.4%3.4%
50Δ99.5628.9%2.1%99.6949.2%2.9%
55Δ99.0527.7%1.9%100.8851.0%2.5%
60Δ98.5326.5%1.7%102.1753.4%2.2%
65Δ98.0225.3%1.5%103.4655.8%1.9%
70Δ97.5024.1%1.2%104.7658.2%1.6%
75Δ96.9922.9%1.0%107.7568.5%1.4%
80Δ96.4821.7%0.8%

20Δ

Calls
Pseudo strike
104.43
IV
34.6%
B/E move
5.8%
Puts
Pseudo strike
93.32
IV
47.0%
B/E move
6.9%

25Δ

Calls
Pseudo strike
103.57
IV
33.7%
B/E move
5.1%
Puts
Pseudo strike
94.95
IV
45.3%
B/E move
5.5%

30Δ

Calls
Pseudo strike
102.71
IV
32.8%
B/E move
4.4%
Puts
Pseudo strike
95.92
IV
46.0%
B/E move
4.9%

35Δ

Calls
Pseudo strike
101.85
IV
31.9%
B/E move
3.8%
Puts
Pseudo strike
96.86
IV
46.8%
B/E move
4.4%

40Δ

Calls
Pseudo strike
100.98
IV
31.0%
B/E move
3.1%
Puts
Pseudo strike
97.81
IV
47.6%
B/E move
3.9%

45Δ

Calls
Pseudo strike
100.12
IV
30.0%
B/E move
2.4%
Puts
Pseudo strike
98.75
IV
48.4%
B/E move
3.4%

50Δ

Calls
Pseudo strike
99.56
IV
28.9%
B/E move
2.1%
Puts
Pseudo strike
99.69
IV
49.2%
B/E move
2.9%

55Δ

Calls
Pseudo strike
99.05
IV
27.7%
B/E move
1.9%
Puts
Pseudo strike
100.88
IV
51.0%
B/E move
2.5%

60Δ

Calls
Pseudo strike
98.53
IV
26.5%
B/E move
1.7%
Puts
Pseudo strike
102.17
IV
53.4%
B/E move
2.2%

65Δ

Calls
Pseudo strike
98.02
IV
25.3%
B/E move
1.5%
Puts
Pseudo strike
103.46
IV
55.8%
B/E move
1.9%

70Δ

Calls
Pseudo strike
97.50
IV
24.1%
B/E move
1.2%
Puts
Pseudo strike
104.76
IV
58.2%
B/E move
1.6%

75Δ

Calls
Pseudo strike
96.99
IV
22.9%
B/E move
1.0%
Puts
Pseudo strike
107.75
IV
68.5%
B/E move
1.4%

80Δ

Calls
Pseudo strike
96.48
IV
21.7%
B/E move
0.8%
Puts
Pseudo strike
IV
B/E move

Options history

IV · four-Friday blend36.88%
Daily EOD
LOGI34.8%38.3%41.8%2026-10-19: 39.22%2026-10-20: 38.42%2026-10-21: 38.04%2026-10-22: 39.39%2026-10-23: 40.16%2026-10-26: 41.28%2026-10-27: 41.09%2026-10-28: 37.33%2026-10-29: 35.26%2026-10-30: 36.88%Oct 19Oct 23Oct 30
10 observations2026-10-19 — 2026-10-30
Table
DateIV (%)
39.22%
38.42%
38.04%
39.39%
40.16%
41.28%
41.09%
37.33%
35.26%
36.88%