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Piper Sandler Companies PIPR

FINANCIAL SERVICES · CAPITAL MARKETS
i

Market dataready · fetched 2026-10-23T04:07:27.759Z

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 · ready · quarter 2026-06-30 · fetched 2026-10-23T04:07:27.360469+00:00

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$5.43$7.66$9.89$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$3.09$3.57$4.15$4.72$5.30$5.88$1.28$1.49$2.05$2.60$3.15$3.74$4.46$5.18$5.90$6.66$7.52$8.38$9.24
PutsCheap0.89×
CallsCheap0.73×
SkewBearish+7.03 pp
Implied moveBearish±$7.30
TiltBearish20.1% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ78.0764.6%21.0%57.7260.1%13.9%
25Δ74.2256.4%15.4%60.5249.3%9.9%
30Δ72.2954.6%13.0%61.6950.8%9.0%
35Δ70.3652.7%10.5%62.8752.3%8.0%
40Δ69.0049.6%8.9%64.0553.8%7.1%
45Δ67.7846.2%7.4%65.2554.9%6.2%
50Δ66.5542.8%5.9%66.5154.4%5.3%
55Δ65.3239.3%4.4%67.7754.0%4.5%
60Δ64.3338.0%3.6%69.0453.5%3.7%
65Δ63.4137.5%3.1%70.3052.7%2.9%
70Δ62.5036.9%2.6%71.5550.7%2.3%
75Δ61.5936.3%2.1%72.8048.8%1.7%
80Δ60.6735.8%1.5%74.0546.8%1.1%

20Δ

Calls
Pseudo strike
78.07
IV
64.6%
B/E move
21.0%
Puts
Pseudo strike
57.72
IV
60.1%
B/E move
13.9%

25Δ

Calls
Pseudo strike
74.22
IV
56.4%
B/E move
15.4%
Puts
Pseudo strike
60.52
IV
49.3%
B/E move
9.9%

30Δ

Calls
Pseudo strike
72.29
IV
54.6%
B/E move
13.0%
Puts
Pseudo strike
61.69
IV
50.8%
B/E move
9.0%

35Δ

Calls
Pseudo strike
70.36
IV
52.7%
B/E move
10.5%
Puts
Pseudo strike
62.87
IV
52.3%
B/E move
8.0%

40Δ

Calls
Pseudo strike
69.00
IV
49.6%
B/E move
8.9%
Puts
Pseudo strike
64.05
IV
53.8%
B/E move
7.1%

45Δ

Calls
Pseudo strike
67.78
IV
46.2%
B/E move
7.4%
Puts
Pseudo strike
65.25
IV
54.9%
B/E move
6.2%

50Δ

Calls
Pseudo strike
66.55
IV
42.8%
B/E move
5.9%
Puts
Pseudo strike
66.51
IV
54.4%
B/E move
5.3%

55Δ

Calls
Pseudo strike
65.32
IV
39.3%
B/E move
4.4%
Puts
Pseudo strike
67.77
IV
54.0%
B/E move
4.5%

60Δ

Calls
Pseudo strike
64.33
IV
38.0%
B/E move
3.6%
Puts
Pseudo strike
69.04
IV
53.5%
B/E move
3.7%

65Δ

Calls
Pseudo strike
63.41
IV
37.5%
B/E move
3.1%
Puts
Pseudo strike
70.30
IV
52.7%
B/E move
2.9%

70Δ

Calls
Pseudo strike
62.50
IV
36.9%
B/E move
2.6%
Puts
Pseudo strike
71.55
IV
50.7%
B/E move
2.3%

75Δ

Calls
Pseudo strike
61.59
IV
36.3%
B/E move
2.1%
Puts
Pseudo strike
72.80
IV
48.8%
B/E move
1.7%

80Δ

Calls
Pseudo strike
60.67
IV
35.8%
B/E move
1.5%
Puts
Pseudo strike
74.05
IV
46.8%
B/E move
1.1%

Options history

No recorded observations