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Science Applications International Corporation Common Stock SAIC

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Market dataready · fetched 2026-10-22T22:50:35.437Z

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 and implied move: recorded expiration-specific observations.

History data

PriceAlpaca · sip · 2026-10-22T20:00:00.697449603Z

FundamentalsAlpha Vantage · ready · quarter 2026-07-31 · fetched 2026-10-22T22:50:34.440220+00:00

Share price$143.54
1D+3.4%
AH$138$139$141$143$1445:30 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$1.10$5.00$8.90$12.80$16.70$116.76$128.90$141.05$153.19$165.3420Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive SAIC spot · $143.53SAIC PRICE$1.52$1.90$2.40$2.92$3.56$4.19$4.82$5.43$6.04$6.65$7.92$9.25$10.90$1.83$2.21$2.83$3.44$4.25$5.15$6.04$6.89$7.73$8.57$10.23$12.10$15.57
PutsFair1.02×
CallsCheap0.73×
SkewBearish+3.41 pp
Implied moveBearish±$10.86
TiltBearish12.5% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ157.6335.5%10.9%131.9238.8%9.4%
25Δ153.9532.6%8.6%135.4234.6%7.2%
30Δ151.8132.3%7.4%137.3834.3%6.3%
35Δ149.7332.1%6.4%139.3534.1%5.3%
40Δ148.0032.0%5.6%141.1834.2%4.6%
45Δ146.2631.8%4.8%142.9334.6%4.0%
50Δ144.6031.4%4.1%144.6935.0%3.4%
55Δ143.1130.3%3.5%146.3634.1%2.8%
60Δ141.6129.1%2.9%148.0033.0%2.3%
65Δ140.1228.0%2.3%149.6531.9%1.7%
70Δ138.3528.4%1.9%151.8532.4%1.3%
75Δ136.5529.0%1.6%154.1933.3%1.0%
80Δ134.4630.1%1.3%158.0436.6%0.7%

20Δ

Calls
Pseudo strike
157.63
IV
35.5%
B/E move
10.9%
Puts
Pseudo strike
131.92
IV
38.8%
B/E move
9.4%

25Δ

Calls
Pseudo strike
153.95
IV
32.6%
B/E move
8.6%
Puts
Pseudo strike
135.42
IV
34.6%
B/E move
7.2%

30Δ

Calls
Pseudo strike
151.81
IV
32.3%
B/E move
7.4%
Puts
Pseudo strike
137.38
IV
34.3%
B/E move
6.3%

35Δ

Calls
Pseudo strike
149.73
IV
32.1%
B/E move
6.4%
Puts
Pseudo strike
139.35
IV
34.1%
B/E move
5.3%

40Δ

Calls
Pseudo strike
148.00
IV
32.0%
B/E move
5.6%
Puts
Pseudo strike
141.18
IV
34.2%
B/E move
4.6%

45Δ

Calls
Pseudo strike
146.26
IV
31.8%
B/E move
4.8%
Puts
Pseudo strike
142.93
IV
34.6%
B/E move
4.0%

50Δ

Calls
Pseudo strike
144.60
IV
31.4%
B/E move
4.1%
Puts
Pseudo strike
144.69
IV
35.0%
B/E move
3.4%

55Δ

Calls
Pseudo strike
143.11
IV
30.3%
B/E move
3.5%
Puts
Pseudo strike
146.36
IV
34.1%
B/E move
2.8%

60Δ

Calls
Pseudo strike
141.61
IV
29.1%
B/E move
2.9%
Puts
Pseudo strike
148.00
IV
33.0%
B/E move
2.3%

65Δ

Calls
Pseudo strike
140.12
IV
28.0%
B/E move
2.3%
Puts
Pseudo strike
149.65
IV
31.9%
B/E move
1.7%

70Δ

Calls
Pseudo strike
138.35
IV
28.4%
B/E move
1.9%
Puts
Pseudo strike
151.85
IV
32.4%
B/E move
1.3%

75Δ

Calls
Pseudo strike
136.55
IV
29.0%
B/E move
1.6%
Puts
Pseudo strike
154.19
IV
33.3%
B/E move
1.0%

80Δ

Calls
Pseudo strike
134.46
IV
30.1%
B/E move
1.3%
Puts
Pseudo strike
158.04
IV
36.6%
B/E move
0.7%

Options history

No recorded observations