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Root Inc ROOT

FINANCIAL SERVICES · INSURANCE - PROPERTY & CASUALTY
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Market dataready · fetched 2026-10-15T20:32:58.483Z

Delta surfaceAlpaca · derived absolute-delta buckets · 2026-10-16

Calculation methodology

PriceAlpaca · sip · 2026-10-15T20:00:08.744363007Z

FundamentalsAlpha Vantage · quarter 2026-06-30 · fetched 2026-10-15T20:32:57.712376+00:00

Share price$50.53
1D+1.1%
AH$49.54$49.88$50.22$50.55$50.895:30 AM6:30 AM9:00 AM1:00 PM2:00 PMROOT
Sold putSold callAH

Root Inc options

Live interpolated ROOT call and put midpoint premiums by absolute delta.Root Inc$0.31$1.42$2.53$3.64$4.75$46.26$48.41$50.55$52.70$54.8420Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔATM · $50.53OPTION PRICELive ROOT spot · $50.53ROOT PRICE$0.48$0.53$0.58$0.63$0.68$0.73$0.78$0.83$0.88$0.93$0.99$1.04$1.09$0.43$0.46$0.48$0.51$0.69$1.16$1.62$2.09$2.56$3.03$3.49$3.96$4.43
PutsExpensive2.58×
CallsExpensive1.80×
SkewBullish-1.78 pp
Implied moveBearish±$2.41
TiltBearish42.0% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ62.11291.6%23.9%43.90241.6%14.0%
25Δ60.73265.2%21.2%45.57195.3%10.7%
30Δ59.36238.8%18.6%47.24149.1%7.5%
35Δ57.98212.4%16.0%48.91102.8%4.2%
40Δ56.61186.0%13.4%50.1976.0%2.0%
45Δ55.23159.6%10.8%50.7485.3%1.9%
50Δ53.86133.3%8.1%51.2994.7%1.7%
55Δ52.49106.9%5.5%51.83104.0%1.6%
60Δ51.1180.5%2.9%52.38113.4%1.4%
65Δ49.7454.1%0.3%52.93122.7%1.2%
70Δ48.3627.7%2.3%53.47132.1%1.1%
75Δ46.991.3%5.0%54.02141.4%0.9%
80Δ45.61-25.1%7.6%54.57150.8%0.8%

20Δ

Calls
Pseudo strike
62.11
IV
291.6%
B/E move
23.9%
Puts
Pseudo strike
43.90
IV
241.6%
B/E move
14.0%

25Δ

Calls
Pseudo strike
60.73
IV
265.2%
B/E move
21.2%
Puts
Pseudo strike
45.57
IV
195.3%
B/E move
10.7%

30Δ

Calls
Pseudo strike
59.36
IV
238.8%
B/E move
18.6%
Puts
Pseudo strike
47.24
IV
149.1%
B/E move
7.5%

35Δ

Calls
Pseudo strike
57.98
IV
212.4%
B/E move
16.0%
Puts
Pseudo strike
48.91
IV
102.8%
B/E move
4.2%

40Δ

Calls
Pseudo strike
56.61
IV
186.0%
B/E move
13.4%
Puts
Pseudo strike
50.19
IV
76.0%
B/E move
2.0%

45Δ

Calls
Pseudo strike
55.23
IV
159.6%
B/E move
10.8%
Puts
Pseudo strike
50.74
IV
85.3%
B/E move
1.9%

50Δ

Calls
Pseudo strike
53.86
IV
133.3%
B/E move
8.1%
Puts
Pseudo strike
51.29
IV
94.7%
B/E move
1.7%

55Δ

Calls
Pseudo strike
52.49
IV
106.9%
B/E move
5.5%
Puts
Pseudo strike
51.83
IV
104.0%
B/E move
1.6%

60Δ

Calls
Pseudo strike
51.11
IV
80.5%
B/E move
2.9%
Puts
Pseudo strike
52.38
IV
113.4%
B/E move
1.4%

65Δ

Calls
Pseudo strike
49.74
IV
54.1%
B/E move
0.3%
Puts
Pseudo strike
52.93
IV
122.7%
B/E move
1.2%

70Δ

Calls
Pseudo strike
48.36
IV
27.7%
B/E move
2.3%
Puts
Pseudo strike
53.47
IV
132.1%
B/E move
1.1%

75Δ

Calls
Pseudo strike
46.99
IV
1.3%
B/E move
5.0%
Puts
Pseudo strike
54.02
IV
141.4%
B/E move
0.9%

80Δ

Calls
Pseudo strike
45.61
IV
-25.1%
B/E move
7.6%
Puts
Pseudo strike
54.57
IV
150.8%
B/E move
0.8%