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SailPoint, Inc. Common Stock SAIL

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Market dataready · fetched 2026-11-07T03:55:29.284Z

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 · 2026-11-06T23:59:45.062019608Z

FundamentalsSEC EDGAR · ready · as of 2026-07-31 · fetched 2026-11-07T03:48:29.472009+00:00

Share price$19.10
1D+2.5%
AH$18.30$18.61$18.92$19.23$19.545:30 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$0.18$1.46$2.75$4.03$5.31$12.71$15.66$18.60$21.54$24.4920Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ20Δ P unavailable: no unambiguous, price-consistent delta bracketP —OPTION PRICELive SAIL spot · $19.10SAIL PRICE$0.32$0.43$0.54$0.66$0.77$0.94$1.15$1.35$1.55$1.75$1.95$2.19$2.63$0.44$0.65$0.86$1.06$1.27$1.47$1.68$2.09$2.69$3.29$3.89$4.94
Puts——
CallsCheap0.68×
Skew——
Implied moveBearish±$2.62
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ22.1879.5%17.8%
25Δ21.6779.1%15.7%17.7166.0%9.6%
30Δ21.1678.7%13.6%18.0668.9%8.8%
35Δ20.6578.3%11.6%18.4271.8%8.1%
40Δ20.1477.8%9.5%18.7774.8%7.3%
45Δ19.7377.9%8.2%19.1277.7%6.5%
50Δ19.3578.1%7.3%19.4880.6%5.7%
55Δ18.9778.4%6.4%19.8383.5%4.9%
60Δ18.5878.6%5.4%20.3788.1%4.3%
65Δ18.2078.8%4.5%21.0894.0%3.7%
70Δ17.8279.1%3.5%21.78100.0%3.2%
75Δ17.4278.9%2.7%22.49106.0%2.6%
80Δ16.8776.2%2.1%23.66110.6%2.0%

20Δ

Calls
Pseudo strike
22.18
IV
79.5%
B/E move
17.8%
Puts
Pseudo strike
IV
B/E move

25Δ

Calls
Pseudo strike
21.67
IV
79.1%
B/E move
15.7%
Puts
Pseudo strike
17.71
IV
66.0%
B/E move
9.6%

30Δ

Calls
Pseudo strike
21.16
IV
78.7%
B/E move
13.6%
Puts
Pseudo strike
18.06
IV
68.9%
B/E move
8.8%

35Δ

Calls
Pseudo strike
20.65
IV
78.3%
B/E move
11.6%
Puts
Pseudo strike
18.42
IV
71.8%
B/E move
8.1%

40Δ

Calls
Pseudo strike
20.14
IV
77.8%
B/E move
9.5%
Puts
Pseudo strike
18.77
IV
74.8%
B/E move
7.3%

45Δ

Calls
Pseudo strike
19.73
IV
77.9%
B/E move
8.2%
Puts
Pseudo strike
19.12
IV
77.7%
B/E move
6.5%

50Δ

Calls
Pseudo strike
19.35
IV
78.1%
B/E move
7.3%
Puts
Pseudo strike
19.48
IV
80.6%
B/E move
5.7%

55Δ

Calls
Pseudo strike
18.97
IV
78.4%
B/E move
6.4%
Puts
Pseudo strike
19.83
IV
83.5%
B/E move
4.9%

60Δ

Calls
Pseudo strike
18.58
IV
78.6%
B/E move
5.4%
Puts
Pseudo strike
20.37
IV
88.1%
B/E move
4.3%

65Δ

Calls
Pseudo strike
18.20
IV
78.8%
B/E move
4.5%
Puts
Pseudo strike
21.08
IV
94.0%
B/E move
3.7%

70Δ

Calls
Pseudo strike
17.82
IV
79.1%
B/E move
3.5%
Puts
Pseudo strike
21.78
IV
100.0%
B/E move
3.2%

75Δ

Calls
Pseudo strike
17.42
IV
78.9%
B/E move
2.7%
Puts
Pseudo strike
22.49
IV
106.0%
B/E move
2.6%

80Δ

Calls
Pseudo strike
16.87
IV
76.2%
B/E move
2.1%
Puts
Pseudo strike
23.66
IV
110.6%
B/E move
2.0%

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%