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Piper Sandler Companies PIPR

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Market datapartial · fetched 2026-10-23T03:14:50.941Z

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 · 2026-10-22T23:00:00.001624387Z

FundamentalsAlpha Vantage · unavailable

Share price$65.54
1D+2.8%
AH$63.63$64.14$64.66$65.17$65.685:30 AM6:30 AM9:00 AM1:00 PM2:00 PMPIPR
Sold putSold callAH

Piper Sandler Companies options

Live interpolated PIPR call and put midpoint premiums by absolute delta.Piper Sandler Companies$0.97$3.20$5.44$7.67$9.91$52.01$58.90$65.79$72.67$79.5620Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive PIPR spot · $65.54PIPR PRICE$1.21$1.43$1.76$2.09$2.35$2.59$2.84$3.08$3.57$4.14$4.72$5.29$5.87$1.28$1.49$2.05$2.60$3.16$3.74$4.47$5.19$5.91$6.67$7.53$8.40$9.26
PutsCheap0.87×
CallsCheap0.72×
SkewBearish+6.86 pp
Implied moveBearish±$7.30
TiltBearish20.3% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ78.0764.6%21.0%57.7259.7%13.9%
25Δ74.2256.2%15.4%60.5248.5%9.9%
30Δ72.2954.0%13.0%61.7050.0%9.0%
35Δ70.3751.9%10.5%62.8851.4%8.0%
40Δ69.0148.7%8.9%64.0652.9%7.1%
45Δ67.7845.4%7.4%65.2554.0%6.2%
50Δ66.5642.0%5.9%66.5253.5%5.3%
55Δ65.3438.6%4.4%67.7853.1%4.5%
60Δ64.3437.3%3.6%69.0552.6%3.7%
65Δ63.4336.7%3.1%70.3151.8%2.9%
70Δ62.5136.2%2.6%71.5749.9%2.3%
75Δ61.6035.6%2.1%72.8248.0%1.7%
80Δ60.6935.1%1.5%74.0746.1%1.1%

20Δ

Calls
Pseudo strike
78.07
IV
64.6%
B/E move
21.0%
Puts
Pseudo strike
57.72
IV
59.7%
B/E move
13.9%

25Δ

Calls
Pseudo strike
74.22
IV
56.2%
B/E move
15.4%
Puts
Pseudo strike
60.52
IV
48.5%
B/E move
9.9%

30Δ

Calls
Pseudo strike
72.29
IV
54.0%
B/E move
13.0%
Puts
Pseudo strike
61.70
IV
50.0%
B/E move
9.0%

35Δ

Calls
Pseudo strike
70.37
IV
51.9%
B/E move
10.5%
Puts
Pseudo strike
62.88
IV
51.4%
B/E move
8.0%

40Δ

Calls
Pseudo strike
69.01
IV
48.7%
B/E move
8.9%
Puts
Pseudo strike
64.06
IV
52.9%
B/E move
7.1%

45Δ

Calls
Pseudo strike
67.78
IV
45.4%
B/E move
7.4%
Puts
Pseudo strike
65.25
IV
54.0%
B/E move
6.2%

50Δ

Calls
Pseudo strike
66.56
IV
42.0%
B/E move
5.9%
Puts
Pseudo strike
66.52
IV
53.5%
B/E move
5.3%

55Δ

Calls
Pseudo strike
65.34
IV
38.6%
B/E move
4.4%
Puts
Pseudo strike
67.78
IV
53.1%
B/E move
4.5%

60Δ

Calls
Pseudo strike
64.34
IV
37.3%
B/E move
3.6%
Puts
Pseudo strike
69.05
IV
52.6%
B/E move
3.7%

65Δ

Calls
Pseudo strike
63.43
IV
36.7%
B/E move
3.1%
Puts
Pseudo strike
70.31
IV
51.8%
B/E move
2.9%

70Δ

Calls
Pseudo strike
62.51
IV
36.2%
B/E move
2.6%
Puts
Pseudo strike
71.57
IV
49.9%
B/E move
2.3%

75Δ

Calls
Pseudo strike
61.60
IV
35.6%
B/E move
2.1%
Puts
Pseudo strike
72.82
IV
48.0%
B/E move
1.7%

80Δ

Calls
Pseudo strike
60.69
IV
35.1%
B/E move
1.5%
Puts
Pseudo strike
74.07
IV
46.1%
B/E move
1.1%

Options history

No recorded observations