IntraAlpha
Create free account Start free

SailPoint, Inc. Common Stock SAIL

i

Market datapartial · fetched 2026-11-06T18:44:14.683Z

Delta surfaceAlpaca · derived absolute-delta buckets ·

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 · 2026-11-06T18:44:14.951534021Z

FundamentalsAlpha Vantage · unavailable

Share price$19.10
1D+0.6%
$18.32$18.57$18.83$19.09$19.345:30 AM6:30 AM9:00 AM1:00 PMSAIL
Sold putSold call

SailPoint, Inc. Common Stock options

Live interpolated SAIL call and put midpoint premiums by absolute delta.SailPoint, Inc. Common Stock$0.00$0.27$0.54$0.81$1.08$-0.12$0.19$0.50$0.81$1.1220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ20Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —25Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —30Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —35Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —40Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —45Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —50Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —55Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —60Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —65Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —70Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —75Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —80Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —OPTION PRICESAIL PRICE
Puts——
Calls——
Skew——
Implied move——
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ
25Δ
30Δ
35Δ
40Δ
45Δ
50Δ
55Δ
60Δ
65Δ
70Δ
75Δ
80Δ

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

25Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

30Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

35Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

40Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

45Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

50Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

55Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

60Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

65Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

70Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

75Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

80Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

Options history

IV · four-Friday blend71.20%
Daily close
SAIL61.6%82.4%103.3%2026-08-10: 75.34%2026-08-11: 79.08%2026-08-13: 77.87%2026-08-14: 70.66%2026-08-21: 71.91%2026-08-24: 72.12%2026-08-25: 76.48%2026-08-26: 74.43%2026-08-27: 78.77%2026-08-28: 73.67%2026-08-31: 78.55%2026-09-01: 74.70%2026-09-02: 81.39%2026-09-03: 84.13%2026-09-04: 78.48%2026-09-08: 88.69%2026-09-09: 66.91%2026-09-10: 73.26%2026-09-14: 74.63%2026-09-15: 77.87%2026-09-18: 64.48%2026-09-21: 69.36%2026-09-22: 70.09%2026-09-23: 70.66%2026-09-24: 73.90%2026-09-25: 67.89%2026-09-28: 67.35%2026-09-29: 67.69%2026-09-30: 66.78%2026-10-01: 67.43%2026-10-02: 68.85%2026-10-05: 69.37%2026-10-06: 69.40%2026-10-07: 65.54%2026-10-08: 69.96%2026-10-09: 82.52%2026-10-12: 82.95%2026-10-13: 78.55%2026-10-15: 100.40%2026-10-16: 72.86%2026-10-19: 67.76%2026-10-20: 68.57%2026-10-21: 68.58%2026-10-22: 67.85%2026-10-23: 73.23%2026-10-26: 74.24%2026-10-27: 71.10%2026-10-28: 73.70%2026-10-29: 72.17%2026-10-30: 71.20%Aug 10Sep 24Oct 30
50 observations2026-08-10 — 2026-10-30
Table
DateIV (%)
75.34%
79.08%
77.87%
70.66%
71.91%
72.12%
76.48%
74.43%
78.77%
73.67%
78.55%
74.70%
81.39%
84.13%
78.48%
88.69%
66.91%
73.26%
74.63%
77.87%
64.48%
69.36%
70.09%
70.66%
73.90%
67.89%
67.35%
67.69%
66.78%
67.43%
68.85%
69.37%
69.40%
65.54%
69.96%
82.52%
82.95%
78.55%
100.40%
72.86%
67.76%
68.57%
68.58%
67.85%
73.23%
74.24%
71.10%
73.70%
72.17%
71.20%