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Root Inc ROOT

FINANCIAL SERVICES · INSURANCE - PROPERTY & CASUALTY
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Market dataready · fetched 2026-10-16T00:15:16.860Z

Delta surfaceAlpaca · derived absolute-delta buckets · 2026-11-20

Calculation methodology

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

FundamentalsAlpha Vantage · quarter 2026-06-30 · fetched 2026-10-16T00:15:16.391821+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$0.76$5.58$10.40$15.22$20.04$33.63$41.87$50.10$58.34$66.5820Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive ROOT spot · $50.53ROOT PRICE$1.28$1.74$2.20$2.74$3.28$3.87$4.51$5.15$5.93$6.81$7.69$8.71$9.90$1.80$2.38$3.02$3.72$4.42$5.38$6.62$7.86$9.31$10.82$12.65$15.00$18.65
PutsExpensive1.69×
CallsExpensive1.67×
SkewBearish+5.38 pp
Implied moveBearish±$11.13
TiltBearish22.9% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ64.9681.2%31.1%41.7286.7%21.0%
25Δ62.5582.0%27.2%43.7486.1%18.2%
30Δ60.1482.7%23.4%45.6585.3%15.6%
35Δ58.1382.9%20.5%47.3784.1%13.6%
40Δ56.1583.1%17.6%49.0982.9%11.6%
45Δ54.2782.8%15.1%50.8783.2%10.0%
50Δ52.5382.1%12.9%52.7285.3%8.8%
55Δ50.8081.4%10.7%54.5787.3%7.6%
60Δ49.1280.9%8.9%56.6187.9%6.4%
65Δ47.4980.6%7.5%58.7087.9%5.2%
70Δ45.8680.2%6.0%61.0888.4%4.1%
75Δ44.1879.2%4.7%63.9189.5%3.2%
80Δ42.4377.5%3.6%68.0192.0%2.3%

20Δ

Calls
Pseudo strike
64.96
IV
81.2%
B/E move
31.1%
Puts
Pseudo strike
41.72
IV
86.7%
B/E move
21.0%

25Δ

Calls
Pseudo strike
62.55
IV
82.0%
B/E move
27.2%
Puts
Pseudo strike
43.74
IV
86.1%
B/E move
18.2%

30Δ

Calls
Pseudo strike
60.14
IV
82.7%
B/E move
23.4%
Puts
Pseudo strike
45.65
IV
85.3%
B/E move
15.6%

35Δ

Calls
Pseudo strike
58.13
IV
82.9%
B/E move
20.5%
Puts
Pseudo strike
47.37
IV
84.1%
B/E move
13.6%

40Δ

Calls
Pseudo strike
56.15
IV
83.1%
B/E move
17.6%
Puts
Pseudo strike
49.09
IV
82.9%
B/E move
11.6%

45Δ

Calls
Pseudo strike
54.27
IV
82.8%
B/E move
15.1%
Puts
Pseudo strike
50.87
IV
83.2%
B/E move
10.0%

50Δ

Calls
Pseudo strike
52.53
IV
82.1%
B/E move
12.9%
Puts
Pseudo strike
52.72
IV
85.3%
B/E move
8.8%

55Δ

Calls
Pseudo strike
50.80
IV
81.4%
B/E move
10.7%
Puts
Pseudo strike
54.57
IV
87.3%
B/E move
7.6%

60Δ

Calls
Pseudo strike
49.12
IV
80.9%
B/E move
8.9%
Puts
Pseudo strike
56.61
IV
87.9%
B/E move
6.4%

65Δ

Calls
Pseudo strike
47.49
IV
80.6%
B/E move
7.5%
Puts
Pseudo strike
58.70
IV
87.9%
B/E move
5.2%

70Δ

Calls
Pseudo strike
45.86
IV
80.2%
B/E move
6.0%
Puts
Pseudo strike
61.08
IV
88.4%
B/E move
4.1%

75Δ

Calls
Pseudo strike
44.18
IV
79.2%
B/E move
4.7%
Puts
Pseudo strike
63.91
IV
89.5%
B/E move
3.2%

80Δ

Calls
Pseudo strike
42.43
IV
77.5%
B/E move
3.6%
Puts
Pseudo strike
68.01
IV
92.0%
B/E move
2.3%