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Insight Enterprises, Inc. Common Stock NSIT

TECHNOLOGY · ELECTRONICS & COMPUTER DISTRIBUTION
i

Market dataready · fetched 2026-11-12T02:46:00.733Z

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 · 2026-11-11T21:00:01.967771903Z

FundamentalsAlpha Vantage · ready · quarter 2026-09-30 · fetched 2026-11-12T02:46:00.253337+00:00

Share price$169.44
1D-0.2%
AH$169$170$171$172$1735:30 AM6:30 AM9:00 AM1:00 PM2:00 PMNSIT
Sold putSold callAH

Insight Enterprises, Inc. Common Stock options

Live interpolated NSIT call and put midpoint premiums by absolute delta.Insight Enterprises, Inc. Common Stock$1.68$5.04$8.40$11.75$15.11$140.50$155.77$171.04$186.31$201.5820Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive NSIT spot · $169.44NSIT PRICE$2.41$2.05$2.38$2.77$3.50$4.22$4.95$5.94$6.95$7.97$9.40$10.83$12.62$2.06$2.47$3.02$3.57$4.22$4.89$5.58$6.68$7.78$8.94$10.29$11.63$14.14
PutsCheap0.61×
CallsCheap0.53×
SkewBearish+0.49 pp
Implied moveBearish±$10.54
TiltBearish5.8% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ192.0687.8%14.8%156.0867.2%9.1%
25Δ180.2654.6%7.6%159.9559.4%7.1%
30Δ177.3849.6%6.1%162.3256.8%6.0%
35Δ174.8045.6%4.8%164.6854.4%4.9%
40Δ173.2446.7%4.3%166.5552.7%4.2%
45Δ171.6747.8%3.8%168.3451.3%3.5%
50Δ170.1048.8%3.3%170.1349.9%2.9%
55Δ168.4049.6%2.9%171.9150.3%2.5%
60Δ166.6950.3%2.5%173.6850.6%2.1%
65Δ164.9851.0%2.1%175.4850.8%1.7%
70Δ162.9651.6%1.7%177.4150.1%1.4%
75Δ160.9452.1%1.4%179.3349.5%1.0%
80Δ158.6152.6%1.1%182.2951.3%0.8%

20Δ

Calls
Pseudo strike
192.06
IV
87.8%
B/E move
14.8%
Puts
Pseudo strike
156.08
IV
67.2%
B/E move
9.1%

25Δ

Calls
Pseudo strike
180.26
IV
54.6%
B/E move
7.6%
Puts
Pseudo strike
159.95
IV
59.4%
B/E move
7.1%

30Δ

Calls
Pseudo strike
177.38
IV
49.6%
B/E move
6.1%
Puts
Pseudo strike
162.32
IV
56.8%
B/E move
6.0%

35Δ

Calls
Pseudo strike
174.80
IV
45.6%
B/E move
4.8%
Puts
Pseudo strike
164.68
IV
54.4%
B/E move
4.9%

40Δ

Calls
Pseudo strike
173.24
IV
46.7%
B/E move
4.3%
Puts
Pseudo strike
166.55
IV
52.7%
B/E move
4.2%

45Δ

Calls
Pseudo strike
171.67
IV
47.8%
B/E move
3.8%
Puts
Pseudo strike
168.34
IV
51.3%
B/E move
3.5%

50Δ

Calls
Pseudo strike
170.10
IV
48.8%
B/E move
3.3%
Puts
Pseudo strike
170.13
IV
49.9%
B/E move
2.9%

55Δ

Calls
Pseudo strike
168.40
IV
49.6%
B/E move
2.9%
Puts
Pseudo strike
171.91
IV
50.3%
B/E move
2.5%

60Δ

Calls
Pseudo strike
166.69
IV
50.3%
B/E move
2.5%
Puts
Pseudo strike
173.68
IV
50.6%
B/E move
2.1%

65Δ

Calls
Pseudo strike
164.98
IV
51.0%
B/E move
2.1%
Puts
Pseudo strike
175.48
IV
50.8%
B/E move
1.7%

70Δ

Calls
Pseudo strike
162.96
IV
51.6%
B/E move
1.7%
Puts
Pseudo strike
177.41
IV
50.1%
B/E move
1.4%

75Δ

Calls
Pseudo strike
160.94
IV
52.1%
B/E move
1.4%
Puts
Pseudo strike
179.33
IV
49.5%
B/E move
1.0%

80Δ

Calls
Pseudo strike
158.61
IV
52.6%
B/E move
1.1%
Puts
Pseudo strike
182.29
IV
51.3%
B/E move
0.8%

Options history

IV · four-Friday blend48.89%
Daily EOD
NSIT44.7%47.0%49.2%2026-10-19: 45.91%2026-10-20: 46.22%2026-10-21: 45.02%2026-10-22: 47.38%2026-10-23: 47.01%2026-10-26: 48.59%2026-10-27: 47.87%2026-10-28: 47.33%2026-10-29: 47.63%2026-10-30: 48.89%Oct 19Oct 23Oct 30
10 observations2026-10-19 — 2026-10-30
Table
DateIV (%)
45.91%
46.22%
45.02%
47.38%
47.01%
48.59%
47.87%
47.33%
47.63%
48.89%