IntraAlpha
Create free account Start free

Piper Sandler Companies PIPR

i

Market dataready · fetched 2026-11-12T15:29:10.304Z

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 · 2026-11-12T15:27:21.938450208Z

FundamentalsSEC EDGAR · ready · as of 2026-09-30 · fetched 2026-11-12T15:29:09.348313+00:00

Share price$66.34
1D+0.1%
$66.25$66.42$66.59$66.76$66.935:30 AM6:30 AM9:00 AM1:00 PMPIPR
Sold putSold call

Piper Sandler Companies options

Live interpolated PIPR call and put midpoint premiums by absolute delta.Piper Sandler Companies$0.55$1.73$2.90$4.07$5.25$60.14$63.39$66.63$69.88$73.1320Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive PIPR spot · $66.33PIPR PRICE$0.68$0.82$1.04$1.33$1.61$1.90$2.19$2.48$2.76$3.22$3.78$4.35$4.91$0.75$1.00$1.24$1.49$1.72$1.91$2.11$2.30$2.49$2.68$2.87$3.06$3.26
PutsExpensive1.26×
CallsExpensive1.70×
SkewBullish-6.01 pp
Implied moveBalanced±$4.29
TiltBullish7.2% CALL
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ74.1970.3%12.9%61.7157.0%8.1%
25Δ71.4361.0%8.9%62.5957.6%7.2%
30Δ69.6556.0%6.6%63.4658.3%6.2%
35Δ68.9255.8%5.9%64.3459.0%5.3%
40Δ68.1955.5%5.2%65.1158.7%4.4%
45Δ67.4755.3%4.6%65.5955.5%4.0%
50Δ66.7455.0%3.9%66.0652.3%3.6%
55Δ66.0154.7%3.2%66.5449.1%3.2%
60Δ65.2854.5%2.6%67.0145.9%2.7%
65Δ64.5253.4%2.1%67.4842.6%2.3%
70Δ63.7551.9%1.8%67.9639.4%1.9%
75Δ62.9750.4%1.5%68.4336.2%1.5%
80Δ62.1948.9%1.2%68.9033.0%1.0%

20Δ

Calls
Pseudo strike
74.19
IV
70.3%
B/E move
12.9%
Puts
Pseudo strike
61.71
IV
57.0%
B/E move
8.1%

25Δ

Calls
Pseudo strike
71.43
IV
61.0%
B/E move
8.9%
Puts
Pseudo strike
62.59
IV
57.6%
B/E move
7.2%

30Δ

Calls
Pseudo strike
69.65
IV
56.0%
B/E move
6.6%
Puts
Pseudo strike
63.46
IV
58.3%
B/E move
6.2%

35Δ

Calls
Pseudo strike
68.92
IV
55.8%
B/E move
5.9%
Puts
Pseudo strike
64.34
IV
59.0%
B/E move
5.3%

40Δ

Calls
Pseudo strike
68.19
IV
55.5%
B/E move
5.2%
Puts
Pseudo strike
65.11
IV
58.7%
B/E move
4.4%

45Δ

Calls
Pseudo strike
67.47
IV
55.3%
B/E move
4.6%
Puts
Pseudo strike
65.59
IV
55.5%
B/E move
4.0%

50Δ

Calls
Pseudo strike
66.74
IV
55.0%
B/E move
3.9%
Puts
Pseudo strike
66.06
IV
52.3%
B/E move
3.6%

55Δ

Calls
Pseudo strike
66.01
IV
54.7%
B/E move
3.2%
Puts
Pseudo strike
66.54
IV
49.1%
B/E move
3.2%

60Δ

Calls
Pseudo strike
65.28
IV
54.5%
B/E move
2.6%
Puts
Pseudo strike
67.01
IV
45.9%
B/E move
2.7%

65Δ

Calls
Pseudo strike
64.52
IV
53.4%
B/E move
2.1%
Puts
Pseudo strike
67.48
IV
42.6%
B/E move
2.3%

70Δ

Calls
Pseudo strike
63.75
IV
51.9%
B/E move
1.8%
Puts
Pseudo strike
67.96
IV
39.4%
B/E move
1.9%

75Δ

Calls
Pseudo strike
62.97
IV
50.4%
B/E move
1.5%
Puts
Pseudo strike
68.43
IV
36.2%
B/E move
1.5%

80Δ

Calls
Pseudo strike
62.19
IV
48.9%
B/E move
1.2%
Puts
Pseudo strike
68.90
IV
33.0%
B/E move
1.0%

Options history

IV · four-Friday blend39.60%
Daily EOD
PIPR39.2%42.4%45.6%2026-10-19: 43.80%2026-10-20: 43.48%2026-10-21: 45.13%2026-10-22: 43.68%2026-10-23: 44.69%2026-10-26: 44.63%2026-10-27: 43.23%2026-10-28: 42.35%2026-10-29: 41.26%2026-10-30: 39.60%Oct 19Oct 23Oct 30
10 observations2026-10-19 — 2026-10-30
Table
DateIV (%)
43.80%
43.48%
45.13%
43.68%
44.69%
44.63%
43.23%
42.35%
41.26%
39.60%