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Logitech International S.A. Ordinary Shares LOGI

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Market datapartial · fetched 2026-10-23T16:01:53.124Z

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 and implied move: recorded expiration-specific observations.

History data

PriceAlpaca · sip · 2026-10-23T16:01:48.364891765Z

FundamentalsAlpha Vantage · unavailable

Share price$111.47
1D-0.1%
$110.67$111.08$111.49$111.89$112.305:30 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$0.96$5.09$9.22$13.35$17.48$93.90$102.46$111.01$119.57$128.1320Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive LOGI spot · $111.47LOGI PRICE$1.40$1.88$2.37$2.96$3.55$4.23$5.02$5.81$6.72$7.77$8.82$10.24$11.92$1.77$2.34$2.93$3.63$4.32$5.13$6.03$6.94$8.23$9.72$11.38$13.56$16.29
PutsExpensive1.54×
CallsExpensive1.24×
SkewBearish+2.95 pp
Implied moveBearish±$11.06
TiltBearish11.9% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ124.4842.8%12.9%100.8047.8%11.2%
25Δ122.1142.7%11.2%103.1247.1%9.6%
30Δ119.8042.6%9.6%105.3646.4%8.1%
35Δ117.9442.7%8.5%107.2445.9%7.1%
40Δ116.0842.8%7.3%109.1245.3%6.0%
45Δ114.3042.9%6.3%110.9244.9%5.1%
50Δ112.6143.1%5.5%112.6644.6%4.3%
55Δ110.9343.3%4.7%114.4044.3%3.6%
60Δ109.2143.4%4.0%116.3644.7%3.0%
65Δ107.4643.3%3.4%118.4345.5%2.5%
70Δ105.7143.3%2.7%120.6646.4%2.0%
75Δ103.6943.6%2.2%123.3547.3%1.5%
80Δ101.4944.0%1.7%126.5648.7%1.1%

20Δ

Calls
Pseudo strike
124.48
IV
42.8%
B/E move
12.9%
Puts
Pseudo strike
100.80
IV
47.8%
B/E move
11.2%

25Δ

Calls
Pseudo strike
122.11
IV
42.7%
B/E move
11.2%
Puts
Pseudo strike
103.12
IV
47.1%
B/E move
9.6%

30Δ

Calls
Pseudo strike
119.80
IV
42.6%
B/E move
9.6%
Puts
Pseudo strike
105.36
IV
46.4%
B/E move
8.1%

35Δ

Calls
Pseudo strike
117.94
IV
42.7%
B/E move
8.5%
Puts
Pseudo strike
107.24
IV
45.9%
B/E move
7.1%

40Δ

Calls
Pseudo strike
116.08
IV
42.8%
B/E move
7.3%
Puts
Pseudo strike
109.12
IV
45.3%
B/E move
6.0%

45Δ

Calls
Pseudo strike
114.30
IV
42.9%
B/E move
6.3%
Puts
Pseudo strike
110.92
IV
44.9%
B/E move
5.1%

50Δ

Calls
Pseudo strike
112.61
IV
43.1%
B/E move
5.5%
Puts
Pseudo strike
112.66
IV
44.6%
B/E move
4.3%

55Δ

Calls
Pseudo strike
110.93
IV
43.3%
B/E move
4.7%
Puts
Pseudo strike
114.40
IV
44.3%
B/E move
3.6%

60Δ

Calls
Pseudo strike
109.21
IV
43.4%
B/E move
4.0%
Puts
Pseudo strike
116.36
IV
44.7%
B/E move
3.0%

65Δ

Calls
Pseudo strike
107.46
IV
43.3%
B/E move
3.4%
Puts
Pseudo strike
118.43
IV
45.5%
B/E move
2.5%

70Δ

Calls
Pseudo strike
105.71
IV
43.3%
B/E move
2.7%
Puts
Pseudo strike
120.66
IV
46.4%
B/E move
2.0%

75Δ

Calls
Pseudo strike
103.69
IV
43.6%
B/E move
2.2%
Puts
Pseudo strike
123.35
IV
47.3%
B/E move
1.5%

80Δ

Calls
Pseudo strike
101.49
IV
44.0%
B/E move
1.7%
Puts
Pseudo strike
126.56
IV
48.7%
B/E move
1.1%

Options history

No recorded observations