Share price$5.34
1D-1.2%
Sold putSold call
Peloton Interactive Inc PTON
CONSUMER CYCLICAL · LEISUREi
Market dataready · fetched 2026-10-21T17:47:53.281Z
Delta surfaceAlpaca · derived absolute-delta buckets · 2026-10-23
Calculation methodologyOptions 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 dataPriceAlpaca · sip · 2026-10-21T17:47:28.5902415Z
FundamentalsAlpha Vantage · ready · quarter 2026-06-30 · fetched 2026-10-21T17:47:52.477878+00:00
Peloton Interactive Inc options
PutsExpensive2.43×
CallsCheap0.82×
SkewBearish+125.26 pp
Implied moveBearish±$1.38
TiltBearish73.7% PUT
Table
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 5.50 | 46.1% | 3.4% | 5.17 | 102.3% | 6.6% |
| 25Δ | 5.46 | 49.5% | 3.2% | 5.36 | 117.2% | 6.2% |
| 30Δ | 5.42 | 52.8% | 2.9% | 5.56 | 132.0% | 5.7% |
| 35Δ | 5.38 | 56.2% | 2.7% | 5.75 | 146.9% | 5.3% |
| 40Δ | 5.35 | 59.6% | 2.5% | 5.94 | 161.8% | 4.9% |
| 45Δ | 5.31 | 62.9% | 2.3% | 6.13 | 176.7% | 4.5% |
| 50Δ | 5.27 | 66.3% | 2.1% | 6.32 | 191.6% | 4.1% |
| 55Δ | 5.23 | 69.7% | 1.9% | 6.51 | 206.5% | 3.7% |
| 60Δ | 5.19 | 73.0% | 1.6% | 6.71 | 221.3% | 3.3% |
| 65Δ | 5.15 | 76.4% | 1.4% | 6.90 | 236.2% | 2.9% |
| 70Δ | 5.11 | 79.8% | 1.2% | 7.09 | 251.1% | 2.5% |
| 75Δ | 5.08 | 83.1% | 1.0% | 7.28 | 266.0% | 2.1% |
| 80Δ | 5.04 | 86.5% | 0.8% | 7.47 | 280.9% | 1.7% |
20Δ
- Pseudo strike
- 5.50
- IV
- 46.1%
- B/E move
- 3.4%
- Pseudo strike
- 5.17
- IV
- 102.3%
- B/E move
- 6.6%
25Δ
- Pseudo strike
- 5.46
- IV
- 49.5%
- B/E move
- 3.2%
- Pseudo strike
- 5.36
- IV
- 117.2%
- B/E move
- 6.2%
30Δ
- Pseudo strike
- 5.42
- IV
- 52.8%
- B/E move
- 2.9%
- Pseudo strike
- 5.56
- IV
- 132.0%
- B/E move
- 5.7%
35Δ
- Pseudo strike
- 5.38
- IV
- 56.2%
- B/E move
- 2.7%
- Pseudo strike
- 5.75
- IV
- 146.9%
- B/E move
- 5.3%
40Δ
- Pseudo strike
- 5.35
- IV
- 59.6%
- B/E move
- 2.5%
- Pseudo strike
- 5.94
- IV
- 161.8%
- B/E move
- 4.9%
45Δ
- Pseudo strike
- 5.31
- IV
- 62.9%
- B/E move
- 2.3%
- Pseudo strike
- 6.13
- IV
- 176.7%
- B/E move
- 4.5%
50Δ
- Pseudo strike
- 5.27
- IV
- 66.3%
- B/E move
- 2.1%
- Pseudo strike
- 6.32
- IV
- 191.6%
- B/E move
- 4.1%
55Δ
- Pseudo strike
- 5.23
- IV
- 69.7%
- B/E move
- 1.9%
- Pseudo strike
- 6.51
- IV
- 206.5%
- B/E move
- 3.7%
60Δ
- Pseudo strike
- 5.19
- IV
- 73.0%
- B/E move
- 1.6%
- Pseudo strike
- 6.71
- IV
- 221.3%
- B/E move
- 3.3%
65Δ
- Pseudo strike
- 5.15
- IV
- 76.4%
- B/E move
- 1.4%
- Pseudo strike
- 6.90
- IV
- 236.2%
- B/E move
- 2.9%
70Δ
- Pseudo strike
- 5.11
- IV
- 79.8%
- B/E move
- 1.2%
- Pseudo strike
- 7.09
- IV
- 251.1%
- B/E move
- 2.5%
75Δ
- Pseudo strike
- 5.08
- IV
- 83.1%
- B/E move
- 1.0%
- Pseudo strike
- 7.28
- IV
- 266.0%
- B/E move
- 2.1%
80Δ
- Pseudo strike
- 5.04
- IV
- 86.5%
- B/E move
- 0.8%
- Pseudo strike
- 7.47
- IV
- 280.9%
- B/E move
- 1.7%
Options history
Table
| Date | IV |
|---|---|
| 76.25% |