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Science Applications International Corporation Common Stock SAIC

i

Market dataready · fetched 2026-11-12T01:42:25.825Z

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 · 2026-11-11T21:00:00.071510487Z

FundamentalsSEC EDGAR · ready · as of 2026-07-31 · fetched 2026-11-12T01:42:25.327096+00:00

Share price$152.57
1D+0.3%
AH$149.63$150.51$151.39$152.27$153.155:30 AM6:30 AM9:00 AM1:00 PM2:00 PMSAIC
Sold putSold callAH

Science Applications International Corporation Common Stock options

Live interpolated SAIC call and put midpoint premiums by absolute delta.Science Applications International Corporation Common Stock$1.05$3.21$5.37$7.52$9.68$138.79$145.20$151.62$158.04$164.4620Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive SAIC spot · $152.57SAIC PRICE$1.29$1.62$1.97$2.35$2.72$3.11$3.51$3.91$4.32$4.79$5.91$7.03$8.14$1.51$1.73$2.08$2.44$2.86$3.35$3.84$4.34$4.91$5.90$6.88$7.87$9.06
PutsFair0.95×
CallsExpensive1.07×
SkewBearish+0.88 pp
Implied moveBearish±$7.36
TiltBearish5.7% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ163.8650.6%8.2%142.3455.7%7.7%
25Δ161.1247.5%6.7%145.6347.2%5.7%
30Δ159.0245.1%5.5%147.3544.5%4.8%
35Δ157.3543.3%4.7%149.0841.9%3.9%
40Δ155.6841.4%3.8%150.5440.0%3.2%
45Δ154.3439.6%3.2%151.7139.0%2.8%
50Δ153.2337.9%2.7%152.8738.0%2.3%
55Δ152.1136.3%2.3%154.0337.1%1.9%
60Δ151.0034.6%1.8%155.2236.3%1.5%
65Δ149.8533.2%1.4%156.5736.7%1.2%
70Δ148.4334.4%1.2%157.9237.0%1.0%
75Δ147.0035.5%1.0%159.2737.3%0.8%
80Δ145.5836.7%0.8%160.7937.0%0.5%

20Δ

Calls
Pseudo strike
163.86
IV
50.6%
B/E move
8.2%
Puts
Pseudo strike
142.34
IV
55.7%
B/E move
7.7%

25Δ

Calls
Pseudo strike
161.12
IV
47.5%
B/E move
6.7%
Puts
Pseudo strike
145.63
IV
47.2%
B/E move
5.7%

30Δ

Calls
Pseudo strike
159.02
IV
45.1%
B/E move
5.5%
Puts
Pseudo strike
147.35
IV
44.5%
B/E move
4.8%

35Δ

Calls
Pseudo strike
157.35
IV
43.3%
B/E move
4.7%
Puts
Pseudo strike
149.08
IV
41.9%
B/E move
3.9%

40Δ

Calls
Pseudo strike
155.68
IV
41.4%
B/E move
3.8%
Puts
Pseudo strike
150.54
IV
40.0%
B/E move
3.2%

45Δ

Calls
Pseudo strike
154.34
IV
39.6%
B/E move
3.2%
Puts
Pseudo strike
151.71
IV
39.0%
B/E move
2.8%

50Δ

Calls
Pseudo strike
153.23
IV
37.9%
B/E move
2.7%
Puts
Pseudo strike
152.87
IV
38.0%
B/E move
2.3%

55Δ

Calls
Pseudo strike
152.11
IV
36.3%
B/E move
2.3%
Puts
Pseudo strike
154.03
IV
37.1%
B/E move
1.9%

60Δ

Calls
Pseudo strike
151.00
IV
34.6%
B/E move
1.8%
Puts
Pseudo strike
155.22
IV
36.3%
B/E move
1.5%

65Δ

Calls
Pseudo strike
149.85
IV
33.2%
B/E move
1.4%
Puts
Pseudo strike
156.57
IV
36.7%
B/E move
1.2%

70Δ

Calls
Pseudo strike
148.43
IV
34.4%
B/E move
1.2%
Puts
Pseudo strike
157.92
IV
37.0%
B/E move
1.0%

75Δ

Calls
Pseudo strike
147.00
IV
35.5%
B/E move
1.0%
Puts
Pseudo strike
159.27
IV
37.3%
B/E move
0.8%

80Δ

Calls
Pseudo strike
145.58
IV
36.7%
B/E move
0.8%
Puts
Pseudo strike
160.79
IV
37.0%
B/E move
0.5%

Options history

IV · four-Friday blend39.74%
Daily EOD
SAIC36.5%38.4%40.2%2026-10-19: 36.82%2026-10-20: 36.79%2026-10-21: 36.93%2026-10-22: 37.26%2026-10-23: 37.53%2026-10-26: 38.42%2026-10-27: 38.80%2026-10-28: 39.93%2026-10-29: 38.92%2026-10-30: 39.74%Oct 19Oct 23Oct 30
10 observations2026-10-19 — 2026-10-30
Table
DateIV (%)
36.82%
36.79%
36.93%
37.26%
37.53%
38.42%
38.80%
39.93%
38.92%
39.74%