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SailPoint, Inc. Common Stock SAIL

TECHNOLOGY · SOFTWARE - INFRASTRUCTURE
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Market dataready · fetched 2026-10-16T00:15:38.516Z

Delta surfaceAlpaca · derived absolute-delta buckets · 2026-11-20

Calculation methodology

PriceAlpaca · sip · 2026-10-15T23:31:21.48459441Z

FundamentalsAlpha Vantage · quarter 2026-07-31 · fetched 2026-10-16T00:15:37.849586+00:00

Share price$19.78
1D+4.0%
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$0.16$2.79$5.41$8.04$10.66$13.47$16.64$19.80$22.97$26.1320Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive SAIL spot · $19.78SAIL PRICE$0.45$0.58$0.72$0.93$1.17$1.41$1.65$1.89$2.11$2.34$2.56$2.79$0.63$0.70$0.94$1.18$1.41$1.65$1.95$2.30$2.65$3.00$6.36$9.90
PutsFair0.95×
CallsCheap0.85×
SkewBearish+8.23 pp
Implied moveBearish±$3.61
TiltBearish27.4% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ24.6671.2%26.9%15.6798.8%24.0%
25Δ23.7069.2%22.7%17.6266.8%14.5%
30Δ22.7467.3%18.5%18.1667.0%13.0%
35Δ22.0868.4%16.3%18.7067.2%11.4%
40Δ21.5270.5%14.7%19.2467.4%9.9%
45Δ20.9672.7%13.1%19.7867.6%8.4%
50Δ20.4074.8%11.5%20.3267.2%7.2%
55Δ19.8675.4%9.9%20.8866.5%6.1%
60Δ19.3372.3%8.4%21.4365.8%5.1%
65Δ18.8169.2%6.9%21.9865.1%4.1%
70Δ18.2866.0%5.4%25.16107.9%5.0%
75Δ17.7662.9%3.8%28.82131.5%4.4%
80Δ

20Δ

Calls
Pseudo strike
24.66
IV
71.2%
B/E move
26.9%
Puts
Pseudo strike
15.67
IV
98.8%
B/E move
24.0%

25Δ

Calls
Pseudo strike
23.70
IV
69.2%
B/E move
22.7%
Puts
Pseudo strike
17.62
IV
66.8%
B/E move
14.5%

30Δ

Calls
Pseudo strike
22.74
IV
67.3%
B/E move
18.5%
Puts
Pseudo strike
18.16
IV
67.0%
B/E move
13.0%

35Δ

Calls
Pseudo strike
22.08
IV
68.4%
B/E move
16.3%
Puts
Pseudo strike
18.70
IV
67.2%
B/E move
11.4%

40Δ

Calls
Pseudo strike
21.52
IV
70.5%
B/E move
14.7%
Puts
Pseudo strike
19.24
IV
67.4%
B/E move
9.9%

45Δ

Calls
Pseudo strike
20.96
IV
72.7%
B/E move
13.1%
Puts
Pseudo strike
19.78
IV
67.6%
B/E move
8.4%

50Δ

Calls
Pseudo strike
20.40
IV
74.8%
B/E move
11.5%
Puts
Pseudo strike
20.32
IV
67.2%
B/E move
7.2%

55Δ

Calls
Pseudo strike
19.86
IV
75.4%
B/E move
9.9%
Puts
Pseudo strike
20.88
IV
66.5%
B/E move
6.1%

60Δ

Calls
Pseudo strike
19.33
IV
72.3%
B/E move
8.4%
Puts
Pseudo strike
21.43
IV
65.8%
B/E move
5.1%

65Δ

Calls
Pseudo strike
18.81
IV
69.2%
B/E move
6.9%
Puts
Pseudo strike
21.98
IV
65.1%
B/E move
4.1%

70Δ

Calls
Pseudo strike
18.28
IV
66.0%
B/E move
5.4%
Puts
Pseudo strike
25.16
IV
107.9%
B/E move
5.0%

75Δ

Calls
Pseudo strike
17.76
IV
62.9%
B/E move
3.8%
Puts
Pseudo strike
28.82
IV
131.5%
B/E move
4.4%

80Δ

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