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Root Inc ROOT

FINANCIAL SERVICES · INSURANCE - PROPERTY & CASUALTY
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Market dataready · fetched 2026-10-15T21:03:00.392Z

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 2026-10-15T21:02:59.970318+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$46.11$48.68$51.24$53.81$56.3820Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔATM · $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$0.43$0.46$0.48$0.51$0.69$1.16$1.62$2.09$2.56$3.03$3.49$3.96$4.43
PutsExpensive2.57×
CallsExpensive2.51×
SkewBullish-55.24 pp
Implied moveBearish±$2.41
TiltBearish60.4% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ62.11294.6%23.9%43.90243.9%14.0%
25Δ60.73267.9%21.2%45.57197.0%10.7%
30Δ59.36241.2%18.6%47.24150.1%7.5%
35Δ57.98214.4%16.0%48.91103.2%4.2%
40Δ56.61187.7%13.4%50.1976.0%2.0%
45Δ55.23161.0%10.8%50.7485.6%1.9%
50Δ53.86134.2%8.1%51.2895.1%1.7%
55Δ52.49107.5%5.5%51.83104.6%1.6%
60Δ51.1180.8%2.9%52.38114.2%1.4%
65Δ52.93123.7%1.2%
70Δ53.47133.3%1.1%
75Δ54.02142.8%0.9%
80Δ54.57152.3%0.8%

20Δ

Calls
Pseudo strike
62.11
IV
294.6%
B/E move
23.9%
Puts
Pseudo strike
43.90
IV
243.9%
B/E move
14.0%

25Δ

Calls
Pseudo strike
60.73
IV
267.9%
B/E move
21.2%
Puts
Pseudo strike
45.57
IV
197.0%
B/E move
10.7%

30Δ

Calls
Pseudo strike
59.36
IV
241.2%
B/E move
18.6%
Puts
Pseudo strike
47.24
IV
150.1%
B/E move
7.5%

35Δ

Calls
Pseudo strike
57.98
IV
214.4%
B/E move
16.0%
Puts
Pseudo strike
48.91
IV
103.2%
B/E move
4.2%

40Δ

Calls
Pseudo strike
56.61
IV
187.7%
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
161.0%
B/E move
10.8%
Puts
Pseudo strike
50.74
IV
85.6%
B/E move
1.9%

50Δ

Calls
Pseudo strike
53.86
IV
134.2%
B/E move
8.1%
Puts
Pseudo strike
51.28
IV
95.1%
B/E move
1.7%

55Δ

Calls
Pseudo strike
52.49
IV
107.5%
B/E move
5.5%
Puts
Pseudo strike
51.83
IV
104.6%
B/E move
1.6%

60Δ

Calls
Pseudo strike
51.11
IV
80.8%
B/E move
2.9%
Puts
Pseudo strike
52.38
IV
114.2%
B/E move
1.4%

65Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
52.93
IV
123.7%
B/E move
1.2%

70Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
53.47
IV
133.3%
B/E move
1.1%

75Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
54.02
IV
142.8%
B/E move
0.9%

80Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
54.57
IV
152.3%
B/E move
0.8%