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Insight Enterprises Inc NSIT

TECHNOLOGY · ELECTRONICS & COMPUTER DISTRIBUTION
i

Market dataready · fetched 2026-10-22T14:51:07.344Z

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 · 2026-10-22T14:50:00.550369452Z

FundamentalsAlpha Vantage · ready · quarter 2026-06-30 · fetched 2026-10-22T14:44:55.574410+00:00

Share price$166.12
1D-2.7%
$164$166$168$169$1715:30 AM6:30 AM9:00 AM1:00 PMNSIT
Sold putSold call

Insight Enterprises Inc options

Live interpolated NSIT call and put midpoint premiums by absolute delta.Insight Enterprises Inc$1.84$8.55$15.26$21.97$28.67$134.77$149.98$165.19$180.40$195.6120Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive NSIT spot · $166.12NSIT PRICE$2.57$3.17$4.10$5.16$6.27$7.23$8.52$10.03$11.70$13.42$15.27$17.54$20.26$3.31$4.28$5.37$6.47$7.96$9.62$11.42$13.18$14.94$17.11$19.60$22.65$26.74
PutsExpensive1.30×
CallsExpensive1.25×
SkewBearish+3.95 pp
Implied moveBearish±$19.94
TiltBearish13.0% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ191.0252.7%16.5%146.9358.5%13.5%
25Δ184.3848.3%12.9%151.5456.3%11.4%
30Δ180.9449.1%11.4%155.4055.4%9.7%
35Δ177.7450.1%10.1%158.9453.8%8.2%
40Δ174.6050.8%8.9%162.2254.0%7.1%
45Δ171.2849.3%7.5%165.4054.9%6.2%
50Δ168.2349.3%6.4%168.6755.0%5.3%
55Δ165.3450.3%5.6%171.8854.4%4.5%
60Δ162.3350.7%4.8%175.0653.3%3.6%
65Δ159.2950.9%4.0%178.3952.5%2.9%
70Δ156.2150.4%3.2%181.9652.0%2.3%
75Δ152.8650.4%2.6%185.9651.9%1.7%
80Δ149.1750.8%2.0%190.8852.5%1.2%

20Δ

Calls
Pseudo strike
191.02
IV
52.7%
B/E move
16.5%
Puts
Pseudo strike
146.93
IV
58.5%
B/E move
13.5%

25Δ

Calls
Pseudo strike
184.38
IV
48.3%
B/E move
12.9%
Puts
Pseudo strike
151.54
IV
56.3%
B/E move
11.4%

30Δ

Calls
Pseudo strike
180.94
IV
49.1%
B/E move
11.4%
Puts
Pseudo strike
155.40
IV
55.4%
B/E move
9.7%

35Δ

Calls
Pseudo strike
177.74
IV
50.1%
B/E move
10.1%
Puts
Pseudo strike
158.94
IV
53.8%
B/E move
8.2%

40Δ

Calls
Pseudo strike
174.60
IV
50.8%
B/E move
8.9%
Puts
Pseudo strike
162.22
IV
54.0%
B/E move
7.1%

45Δ

Calls
Pseudo strike
171.28
IV
49.3%
B/E move
7.5%
Puts
Pseudo strike
165.40
IV
54.9%
B/E move
6.2%

50Δ

Calls
Pseudo strike
168.23
IV
49.3%
B/E move
6.4%
Puts
Pseudo strike
168.67
IV
55.0%
B/E move
5.3%

55Δ

Calls
Pseudo strike
165.34
IV
50.3%
B/E move
5.6%
Puts
Pseudo strike
171.88
IV
54.4%
B/E move
4.5%

60Δ

Calls
Pseudo strike
162.33
IV
50.7%
B/E move
4.8%
Puts
Pseudo strike
175.06
IV
53.3%
B/E move
3.6%

65Δ

Calls
Pseudo strike
159.29
IV
50.9%
B/E move
4.0%
Puts
Pseudo strike
178.39
IV
52.5%
B/E move
2.9%

70Δ

Calls
Pseudo strike
156.21
IV
50.4%
B/E move
3.2%
Puts
Pseudo strike
181.96
IV
52.0%
B/E move
2.3%

75Δ

Calls
Pseudo strike
152.86
IV
50.4%
B/E move
2.6%
Puts
Pseudo strike
185.96
IV
51.9%
B/E move
1.7%

80Δ

Calls
Pseudo strike
149.17
IV
50.8%
B/E move
2.0%
Puts
Pseudo strike
190.88
IV
52.5%
B/E move
1.2%

Options history

No recorded observations