IntraAlpha
Create free account Start free

Peloton Interactive, Inc. Class A Common Stock PTON

CONSUMER CYCLICAL · LEISURE
i

Market dataready · fetched 2026-11-10T22:28:13.543Z

Delta surfaceAlpaca · derived absolute-delta buckets · 2026-11-13

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 · 2026-11-10T21:13:21.51245555Z

FundamentalsAlpha Vantage · ready · quarter 2026-09-30 · fetched 2026-11-10T22:28:13.221096+00:00

Share price$5.81
1D-1.2%
AH$5.67$5.73$5.80$5.86$5.935:30 AM6:30 AM9:00 AM1:00 PM2:00 PMPTON
Sold putSold callAH

Peloton Interactive, Inc. Class A Common Stock options

Live interpolated PTON call and put midpoint premiums by absolute delta.Peloton Interactive, Inc. Class A Common Stock$0.02$0.17$0.32$0.47$0.62$5.37$5.60$5.84$6.07$6.3020Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive PTON spot · $5.81PTON PRICE$0.04$0.05$0.06$0.10$0.13$0.16$0.20$0.23$0.26$0.29$0.33$0.36$0.57$0.04$0.06$0.08$0.10$0.12$0.14$0.16$0.18$0.20$0.22$0.24$0.32$0.41
PutsCheap0.93×
CallsFair1.01×
SkewBullish-14.02 pp
Implied moveBullish±$0.36
TiltBullish9.4% CALL
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ6.2272.6%7.8%5.5363.8%5.5%
25Δ6.1167.4%6.0%5.5863.5%5.1%
30Δ6.0062.7%4.3%5.6363.2%4.6%
35Δ5.9465.2%3.9%5.6762.9%4.2%
40Δ5.8967.8%3.6%5.7262.6%3.7%
45Δ5.8470.3%3.3%5.7662.3%3.3%
50Δ5.7972.9%2.9%5.8162.0%2.8%
55Δ5.7375.4%2.6%5.8561.8%2.4%
60Δ5.6878.0%2.3%5.9061.5%1.9%
65Δ5.6380.5%1.9%5.9561.2%1.5%
70Δ5.5783.1%1.6%5.9960.9%1.0%
75Δ5.5285.6%1.3%6.0862.7%0.8%
80Δ5.30114.1%1.1%6.1965.0%0.6%

20Δ

Calls
Pseudo strike
6.22
IV
72.6%
B/E move
7.8%
Puts
Pseudo strike
5.53
IV
63.8%
B/E move
5.5%

25Δ

Calls
Pseudo strike
6.11
IV
67.4%
B/E move
6.0%
Puts
Pseudo strike
5.58
IV
63.5%
B/E move
5.1%

30Δ

Calls
Pseudo strike
6.00
IV
62.7%
B/E move
4.3%
Puts
Pseudo strike
5.63
IV
63.2%
B/E move
4.6%

35Δ

Calls
Pseudo strike
5.94
IV
65.2%
B/E move
3.9%
Puts
Pseudo strike
5.67
IV
62.9%
B/E move
4.2%

40Δ

Calls
Pseudo strike
5.89
IV
67.8%
B/E move
3.6%
Puts
Pseudo strike
5.72
IV
62.6%
B/E move
3.7%

45Δ

Calls
Pseudo strike
5.84
IV
70.3%
B/E move
3.3%
Puts
Pseudo strike
5.76
IV
62.3%
B/E move
3.3%

50Δ

Calls
Pseudo strike
5.79
IV
72.9%
B/E move
2.9%
Puts
Pseudo strike
5.81
IV
62.0%
B/E move
2.8%

55Δ

Calls
Pseudo strike
5.73
IV
75.4%
B/E move
2.6%
Puts
Pseudo strike
5.85
IV
61.8%
B/E move
2.4%

60Δ

Calls
Pseudo strike
5.68
IV
78.0%
B/E move
2.3%
Puts
Pseudo strike
5.90
IV
61.5%
B/E move
1.9%

65Δ

Calls
Pseudo strike
5.63
IV
80.5%
B/E move
1.9%
Puts
Pseudo strike
5.95
IV
61.2%
B/E move
1.5%

70Δ

Calls
Pseudo strike
5.57
IV
83.1%
B/E move
1.6%
Puts
Pseudo strike
5.99
IV
60.9%
B/E move
1.0%

75Δ

Calls
Pseudo strike
5.52
IV
85.6%
B/E move
1.3%
Puts
Pseudo strike
6.08
IV
62.7%
B/E move
0.8%

80Δ

Calls
Pseudo strike
5.30
IV
114.1%
B/E move
1.1%
Puts
Pseudo strike
6.19
IV
65.0%
B/E move
0.6%

Options history

IV · four-Friday blend303.91%
Daily EOD
PTON58.0%190.1%322.1%2026-10-20: 76.25%2026-10-23: 78.09%2026-10-30: 303.91%Oct 20Oct 23Oct 30
3 observations2026-10-20 — 2026-10-30
Table
DateIV (%)
76.25%
78.09%
303.91%