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Root, Inc. Class A Common Stock ROOT

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Market dataready · fetched 2026-11-06T22:30:36.547Z

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: 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 · 2026-11-06T21:31:55.177084283Z

FundamentalsSEC EDGAR · ready · as of 2026-09-30 · fetched 2026-11-06T22:30:36.070387+00:00

Share price$43.42
1D-4.6%
AH$42.74$43.53$44.31$45.10$45.885:30 AM6:30 AM9:00 AM1:00 PM2:00 PMROOT
Sold putSold callAH

Root, Inc. Class A Common Stock options

Live interpolated ROOT call and put midpoint premiums by absolute delta.Root, Inc. Class A Common Stock$0.22$3.27$6.32$9.37$12.43$33.38$40.19$47.00$53.81$60.6320Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive ROOT spot · $43.42ROOT PRICE$0.55$0.72$0.88$1.05$1.26$1.68$2.09$2.51$2.93$3.35$3.77$4.19$5.13$0.58$0.86$1.17$1.48$1.80$2.11$2.42$2.74$3.47$5.49$7.51$9.53$11.55
PutsCheap0.75×
CallsCheap0.70×
SkewBearish+7.11 pp
Implied moveBearish±$4.52
TiltBearish25.5% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ48.4455.5%12.8%39.6258.9%10.1%
25Δ47.5555.1%11.2%40.5457.1%8.6%
30Δ46.6654.7%9.5%41.2057.8%7.8%
35Δ45.7754.3%7.8%41.8658.5%7.0%
40Δ44.9154.1%6.3%42.5259.2%6.2%
45Δ44.2355.6%5.7%43.1859.9%5.4%
50Δ43.5657.2%5.1%43.8460.6%4.6%
55Δ42.8858.7%4.5%44.5061.3%3.8%
60Δ42.2160.2%4.0%45.5463.4%3.1%
65Δ41.5361.7%3.4%47.7469.7%2.7%
70Δ40.8663.3%2.8%49.9476.0%2.3%
75Δ40.1864.8%2.2%52.1382.3%1.9%
80Δ39.0366.1%1.7%54.3388.6%1.5%

20Δ

Calls
Pseudo strike
48.44
IV
55.5%
B/E move
12.8%
Puts
Pseudo strike
39.62
IV
58.9%
B/E move
10.1%

25Δ

Calls
Pseudo strike
47.55
IV
55.1%
B/E move
11.2%
Puts
Pseudo strike
40.54
IV
57.1%
B/E move
8.6%

30Δ

Calls
Pseudo strike
46.66
IV
54.7%
B/E move
9.5%
Puts
Pseudo strike
41.20
IV
57.8%
B/E move
7.8%

35Δ

Calls
Pseudo strike
45.77
IV
54.3%
B/E move
7.8%
Puts
Pseudo strike
41.86
IV
58.5%
B/E move
7.0%

40Δ

Calls
Pseudo strike
44.91
IV
54.1%
B/E move
6.3%
Puts
Pseudo strike
42.52
IV
59.2%
B/E move
6.2%

45Δ

Calls
Pseudo strike
44.23
IV
55.6%
B/E move
5.7%
Puts
Pseudo strike
43.18
IV
59.9%
B/E move
5.4%

50Δ

Calls
Pseudo strike
43.56
IV
57.2%
B/E move
5.1%
Puts
Pseudo strike
43.84
IV
60.6%
B/E move
4.6%

55Δ

Calls
Pseudo strike
42.88
IV
58.7%
B/E move
4.5%
Puts
Pseudo strike
44.50
IV
61.3%
B/E move
3.8%

60Δ

Calls
Pseudo strike
42.21
IV
60.2%
B/E move
4.0%
Puts
Pseudo strike
45.54
IV
63.4%
B/E move
3.1%

65Δ

Calls
Pseudo strike
41.53
IV
61.7%
B/E move
3.4%
Puts
Pseudo strike
47.74
IV
69.7%
B/E move
2.7%

70Δ

Calls
Pseudo strike
40.86
IV
63.3%
B/E move
2.8%
Puts
Pseudo strike
49.94
IV
76.0%
B/E move
2.3%

75Δ

Calls
Pseudo strike
40.18
IV
64.8%
B/E move
2.2%
Puts
Pseudo strike
52.13
IV
82.3%
B/E move
1.9%

80Δ

Calls
Pseudo strike
39.03
IV
66.1%
B/E move
1.7%
Puts
Pseudo strike
54.33
IV
88.6%
B/E move
1.5%

Options history

IV · four-Friday blend76.63%
Daily close
ROOT59.6%68.8%78.0%2026-08-10: 66.68%2026-08-11: 66.57%2026-08-12: 64.35%2026-08-13: 66.83%2026-08-14: 64.98%2026-08-17: 71.50%2026-08-21: 63.39%2026-08-24: 64.34%2026-08-25: 62.37%2026-08-26: 63.61%2026-08-27: 63.85%2026-08-28: 63.82%2026-08-31: 63.77%2026-09-01: 65.01%2026-09-02: 63.18%2026-09-03: 63.44%2026-09-04: 60.89%2026-09-08: 65.54%2026-09-09: 64.79%2026-09-10: 64.79%2026-09-11: 64.95%2026-09-18: 67.99%2026-09-21: 65.74%2026-09-22: 67.62%2026-09-23: 68.06%2026-09-24: 68.10%2026-09-25: 67.20%2026-09-28: 67.84%2026-09-29: 66.49%2026-09-30: 68.12%2026-10-01: 67.91%2026-10-05: 67.36%2026-10-06: 67.60%2026-10-08: 67.50%2026-10-16: 73.90%2026-10-19: 72.61%2026-10-20: 72.19%2026-10-21: 73.77%2026-10-22: 75.26%2026-10-23: 74.96%2026-10-26: 75.75%2026-10-27: 75.92%2026-10-28: 76.65%2026-10-29: 76.71%2026-10-30: 76.63%Aug 10Sep 21Oct 30
45 observations2026-08-10 — 2026-10-30
Table
DateIV (%)
66.68%
66.57%
64.35%
66.83%
64.98%
71.50%
63.39%
64.34%
62.37%
63.61%
63.85%
63.82%
63.77%
65.01%
63.18%
63.44%
60.89%
65.54%
64.79%
64.79%
64.95%
67.99%
65.74%
67.62%
68.06%
68.10%
67.20%
67.84%
66.49%
68.12%
67.91%
67.36%
67.60%
67.50%
73.90%
72.61%
72.19%
73.77%
75.26%
74.96%
75.75%
75.92%
76.65%
76.71%
76.63%