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SailPoint, Inc. Common Stock SAIL

TECHNOLOGY · SOFTWARE - INFRASTRUCTURE
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Market dataready · fetched 2026-10-15T20:34:26.483Z

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

Calculation methodology

PriceAlpaca · sip · 2026-10-15T20:21:04.479907265Z

FundamentalsAlpha Vantage · quarter 2026-07-31 · fetched 2026-10-15T20:34:25.755970+00:00

Share price$19.79
1D+4.2%
AH$18.38$18.80$19.22$19.64$20.065:30 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$2.28$4.56$6.83$9.11$16.78$18.35$19.91$21.48$23.0420Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔATM · $19.79OPTION PRICELive SAIL spot · $19.79SAIL PRICE$0.36$0.35$0.35$0.34$0.33$0.42$0.70$0.98$1.26$1.53$1.81$2.09$2.37$0.24$0.31$0.38$0.46$0.53$0.60$0.67$0.86$1.45$2.03$2.62$3.54$8.45
PutsExpensive1.99×
CallsExpensive2.39×
SkewBullish-23.70 pp
Implied moveBullish±$1.37
TiltBearish26.4% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ30.92596.6%58.1%18.06184.1%9.9%
25Δ28.57490.0%46.2%18.35178.8%8.9%
30Δ26.22383.4%34.2%18.64173.5%7.8%
35Δ23.87276.8%22.3%18.92168.2%6.7%
40Δ21.52170.2%10.4%19.21162.9%5.6%
45Δ19.89108.6%2.6%19.50157.6%4.5%
50Δ19.58129.1%2.5%19.78152.3%3.4%
55Δ19.27149.6%2.3%20.14158.4%2.6%
60Δ18.95170.1%2.1%20.74201.5%2.5%
65Δ18.64190.6%1.9%21.33244.7%2.5%
70Δ18.33211.1%1.8%21.93287.9%2.4%
75Δ18.02231.6%1.6%22.85350.8%2.4%
80Δ17.70252.1%1.4%27.62631.1%3.1%

20Δ

Calls
Pseudo strike
30.92
IV
596.6%
B/E move
58.1%
Puts
Pseudo strike
18.06
IV
184.1%
B/E move
9.9%

25Δ

Calls
Pseudo strike
28.57
IV
490.0%
B/E move
46.2%
Puts
Pseudo strike
18.35
IV
178.8%
B/E move
8.9%

30Δ

Calls
Pseudo strike
26.22
IV
383.4%
B/E move
34.2%
Puts
Pseudo strike
18.64
IV
173.5%
B/E move
7.8%

35Δ

Calls
Pseudo strike
23.87
IV
276.8%
B/E move
22.3%
Puts
Pseudo strike
18.92
IV
168.2%
B/E move
6.7%

40Δ

Calls
Pseudo strike
21.52
IV
170.2%
B/E move
10.4%
Puts
Pseudo strike
19.21
IV
162.9%
B/E move
5.6%

45Δ

Calls
Pseudo strike
19.89
IV
108.6%
B/E move
2.6%
Puts
Pseudo strike
19.50
IV
157.6%
B/E move
4.5%

50Δ

Calls
Pseudo strike
19.58
IV
129.1%
B/E move
2.5%
Puts
Pseudo strike
19.78
IV
152.3%
B/E move
3.4%

55Δ

Calls
Pseudo strike
19.27
IV
149.6%
B/E move
2.3%
Puts
Pseudo strike
20.14
IV
158.4%
B/E move
2.6%

60Δ

Calls
Pseudo strike
18.95
IV
170.1%
B/E move
2.1%
Puts
Pseudo strike
20.74
IV
201.5%
B/E move
2.5%

65Δ

Calls
Pseudo strike
18.64
IV
190.6%
B/E move
1.9%
Puts
Pseudo strike
21.33
IV
244.7%
B/E move
2.5%

70Δ

Calls
Pseudo strike
18.33
IV
211.1%
B/E move
1.8%
Puts
Pseudo strike
21.93
IV
287.9%
B/E move
2.4%

75Δ

Calls
Pseudo strike
18.02
IV
231.6%
B/E move
1.6%
Puts
Pseudo strike
22.85
IV
350.8%
B/E move
2.4%

80Δ

Calls
Pseudo strike
17.70
IV
252.1%
B/E move
1.4%
Puts
Pseudo strike
27.62
IV
631.1%
B/E move
3.1%