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SailPoint, Inc. Common Stock SAIL

TECHNOLOGY · SOFTWARE - INFRASTRUCTURE
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Market dataready · fetched 2026-10-15T20:02:54.643Z

Delta surfaceAlpaca · derived absolute-delta buckets · 2026-10-16

Calculation methodology

PriceAlpaca · sip · 2026-10-15T20:00:29.689414349Z

FundamentalsAlpha Vantage · quarter 2026-07-31 · fetched 2026-10-15T19:56:43.187189+00:00

Share price$19.75
1D+4.0%
AH$18.40$18.77$19.15$19.53$19.905:30 AM6:30 AM9:00 AM1:00 PM2:00 PMSAIL
Sold putSold callAH

SailPoint, Inc. Common Stock options

Live interpolated SAIL call and put midpoint premiums by absolute delta.SailPoint, Inc. Common Stock$0.00$2.86$5.72$8.58$11.44$16.74$18.32$19.89$21.47$23.0520Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔATM · $19.75OPTION PRICELive SAIL spot · $19.75SAIL PRICE$0.36$0.35$0.34$0.34$0.33$0.48$0.76$1.04$1.32$1.60$1.88$2.16$2.44$0.24$0.31$0.37$0.44$0.51$0.58$0.65$0.72$1.30$1.89$2.47$3.06$10.61
PutsExpensive1.99×
CallsExpensive2.43×
SkewBullish-27.87 pp
Implied moveBullish±$1.42
TiltBearish26.6% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ30.78586.7%57.7%18.04179.9%9.8%
25Δ28.34478.1%45.3%18.32174.7%8.8%
30Δ25.91369.4%32.9%18.60169.4%7.7%
35Δ23.48260.7%20.6%18.88164.1%6.7%
40Δ21.04152.0%8.2%19.16158.9%5.6%
45Δ19.82117.7%2.8%19.43153.6%4.6%
50Δ19.51139.0%2.6%19.71148.3%3.5%
55Δ19.19160.3%2.5%19.99143.0%2.4%
60Δ18.88181.5%2.3%20.58183.3%2.3%
65Δ18.56202.8%2.1%21.18225.1%2.3%
70Δ18.25224.1%1.9%21.79266.8%2.2%
75Δ17.94245.4%1.8%22.39308.5%2.2%
80Δ17.62266.7%1.6%29.64746.6%3.7%

20Δ

Calls
Pseudo strike
30.78
IV
586.7%
B/E move
57.7%
Puts
Pseudo strike
18.04
IV
179.9%
B/E move
9.8%

25Δ

Calls
Pseudo strike
28.34
IV
478.1%
B/E move
45.3%
Puts
Pseudo strike
18.32
IV
174.7%
B/E move
8.8%

30Δ

Calls
Pseudo strike
25.91
IV
369.4%
B/E move
32.9%
Puts
Pseudo strike
18.60
IV
169.4%
B/E move
7.7%

35Δ

Calls
Pseudo strike
23.48
IV
260.7%
B/E move
20.6%
Puts
Pseudo strike
18.88
IV
164.1%
B/E move
6.7%

40Δ

Calls
Pseudo strike
21.04
IV
152.0%
B/E move
8.2%
Puts
Pseudo strike
19.16
IV
158.9%
B/E move
5.6%

45Δ

Calls
Pseudo strike
19.82
IV
117.7%
B/E move
2.8%
Puts
Pseudo strike
19.43
IV
153.6%
B/E move
4.6%

50Δ

Calls
Pseudo strike
19.51
IV
139.0%
B/E move
2.6%
Puts
Pseudo strike
19.71
IV
148.3%
B/E move
3.5%

55Δ

Calls
Pseudo strike
19.19
IV
160.3%
B/E move
2.5%
Puts
Pseudo strike
19.99
IV
143.0%
B/E move
2.4%

60Δ

Calls
Pseudo strike
18.88
IV
181.5%
B/E move
2.3%
Puts
Pseudo strike
20.58
IV
183.3%
B/E move
2.3%

65Δ

Calls
Pseudo strike
18.56
IV
202.8%
B/E move
2.1%
Puts
Pseudo strike
21.18
IV
225.1%
B/E move
2.3%

70Δ

Calls
Pseudo strike
18.25
IV
224.1%
B/E move
1.9%
Puts
Pseudo strike
21.79
IV
266.8%
B/E move
2.2%

75Δ

Calls
Pseudo strike
17.94
IV
245.4%
B/E move
1.8%
Puts
Pseudo strike
22.39
IV
308.5%
B/E move
2.2%

80Δ

Calls
Pseudo strike
17.62
IV
266.7%
B/E move
1.6%
Puts
Pseudo strike
29.64
IV
746.6%
B/E move
3.7%