Share price$5.36
1D-0.9%
Sold putSold call
Peloton Interactive Inc PTON
CONSUMER CYCLICAL · LEISUREi
Market dataready · fetched 2026-10-21T16:59:04.844Z
Delta surfaceAlpaca · derived absolute-delta buckets · 2026-10-23
Calculation methodologyOptions historyIV: ThetaData daily EOD, 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 dataPriceAlpaca · sip · 2026-10-21T16:58:58.850781657Z
FundamentalsAlpha Vantage · ready · quarter 2026-06-30 · fetched 2026-10-21T16:59:04.406966+00:00
Peloton Interactive Inc options
PutsCheap0.84×
CallsFair0.99×
SkewBullish-15.47 pp
Implied moveBullish±$0.27
TiltBullish22.5% CALL
Table
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 6.48 | 196.6% | 21.9% | 5.04 | 87.6% | 6.7% |
| 25Δ | 5.78 | 95.0% | 8.6% | 5.08 | 83.8% | 6.2% |
| 30Δ | 5.47 | 56.2% | 3.1% | 5.12 | 80.0% | 5.6% |
| 35Δ | 5.43 | 58.9% | 2.9% | 5.16 | 76.2% | 5.1% |
| 40Δ | 5.39 | 61.7% | 2.7% | 5.20 | 72.4% | 4.5% |
| 45Δ | 5.35 | 64.4% | 2.4% | 5.24 | 68.6% | 4.0% |
| 50Δ | 5.31 | 67.2% | 2.2% | 5.28 | 64.8% | 3.5% |
| 55Δ | 5.27 | 69.9% | 2.0% | 5.32 | 61.0% | 2.9% |
| 60Δ | 5.22 | 72.7% | 1.7% | 5.36 | 57.3% | 2.4% |
| 65Δ | 5.18 | 75.4% | 1.5% | 5.40 | 53.5% | 1.8% |
| 70Δ | 5.14 | 78.2% | 1.2% | 5.44 | 49.7% | 1.3% |
| 75Δ | 5.10 | 80.9% | 1.0% | 5.47 | 45.9% | 0.7% |
| 80Δ | 5.06 | 83.7% | 0.8% | 5.63 | 59.0% | 0.4% |
20Δ
- Pseudo strike
- 6.48
- IV
- 196.6%
- B/E move
- 21.9%
- Pseudo strike
- 5.04
- IV
- 87.6%
- B/E move
- 6.7%
25Δ
- Pseudo strike
- 5.78
- IV
- 95.0%
- B/E move
- 8.6%
- Pseudo strike
- 5.08
- IV
- 83.8%
- B/E move
- 6.2%
30Δ
- Pseudo strike
- 5.47
- IV
- 56.2%
- B/E move
- 3.1%
- Pseudo strike
- 5.12
- IV
- 80.0%
- B/E move
- 5.6%
35Δ
- Pseudo strike
- 5.43
- IV
- 58.9%
- B/E move
- 2.9%
- Pseudo strike
- 5.16
- IV
- 76.2%
- B/E move
- 5.1%
40Δ
- Pseudo strike
- 5.39
- IV
- 61.7%
- B/E move
- 2.7%
- Pseudo strike
- 5.20
- IV
- 72.4%
- B/E move
- 4.5%
45Δ
- Pseudo strike
- 5.35
- IV
- 64.4%
- B/E move
- 2.4%
- Pseudo strike
- 5.24
- IV
- 68.6%
- B/E move
- 4.0%
50Δ
- Pseudo strike
- 5.31
- IV
- 67.2%
- B/E move
- 2.2%
- Pseudo strike
- 5.28
- IV
- 64.8%
- B/E move
- 3.5%
55Δ
- Pseudo strike
- 5.27
- IV
- 69.9%
- B/E move
- 2.0%
- Pseudo strike
- 5.32
- IV
- 61.0%
- B/E move
- 2.9%
60Δ
- Pseudo strike
- 5.22
- IV
- 72.7%
- B/E move
- 1.7%
- Pseudo strike
- 5.36
- IV
- 57.3%
- B/E move
- 2.4%
65Δ
- Pseudo strike
- 5.18
- IV
- 75.4%
- B/E move
- 1.5%
- Pseudo strike
- 5.40
- IV
- 53.5%
- B/E move
- 1.8%
70Δ
- Pseudo strike
- 5.14
- IV
- 78.2%
- B/E move
- 1.2%
- Pseudo strike
- 5.44
- IV
- 49.7%
- B/E move
- 1.3%
75Δ
- Pseudo strike
- 5.10
- IV
- 80.9%
- B/E move
- 1.0%
- Pseudo strike
- 5.47
- IV
- 45.9%
- B/E move
- 0.7%
80Δ
- Pseudo strike
- 5.06
- IV
- 83.7%
- B/E move
- 0.8%
- Pseudo strike
- 5.63
- IV
- 59.0%
- B/E move
- 0.4%
Options history
Table
| Date | IV |
|---|---|
| 76.25% |