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Sanmina Corporation Common Stock SANM

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Market datapartial · fetched 2026-10-22T22:09:03.694Z

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 and implied move: recorded expiration-specific observations.

History data

PriceAlpaca · sip · 2026-10-22T21:57:30.035971553Z

FundamentalsAlpha Vantage · unavailable

Share price$154.75
1D-6.7%
AH$152$155$159$162$1655:30 AM6:30 AM9:00 AM1:00 PM2:00 PMSANM
Sold putSold callAH

Sanmina Corporation Common Stock options

Live interpolated SANM call and put midpoint premiums by absolute delta.Sanmina Corporation Common Stock$2.41$14.15$25.89$37.63$49.37$104.14$139.59$175.05$210.50$245.9620Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive SANM spot · $154.75SANM PRICE$3.67$4.83$6.29$7.73$9.12$10.85$12.43$14.63$16.83$19.24$21.72$25.26$29.12$4.60$6.07$8.10$10.06$11.95$13.93$17.00$20.45$23.65$27.59$32.31$39.05$45.99
PutsFair1.03×
CallsExpensive1.30×
SkewBearish+1.09 pp
Implied moveBearish±$29.43
TiltBearish17.9% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ194.8684.0%28.3%130.7783.9%18.5%
25Δ186.9683.2%23.9%136.4382.0%15.8%
30Δ181.2385.2%21.2%140.8585.3%14.2%
35Δ175.3285.3%18.3%145.6485.1%12.4%
40Δ169.3883.4%15.4%150.3583.4%10.6%
45Δ164.4883.9%13.3%154.8481.4%8.9%
50Δ159.4281.9%11.1%159.6183.5%7.8%
55Δ154.9483.5%9.6%164.7085.3%6.8%
60Δ150.3683.4%8.0%169.6884.7%5.6%
65Δ145.7783.2%6.6%175.1984.9%4.6%
70Δ141.2382.0%5.3%181.3485.4%3.7%
75Δ136.0883.7%4.3%189.3088.0%2.9%
80Δ130.6784.5%3.3%197.5188.3%2.1%

20Δ

Calls
Pseudo strike
194.86
IV
84.0%
B/E move
28.3%
Puts
Pseudo strike
130.77
IV
83.9%
B/E move
18.5%

25Δ

Calls
Pseudo strike
186.96
IV
83.2%
B/E move
23.9%
Puts
Pseudo strike
136.43
IV
82.0%
B/E move
15.8%

30Δ

Calls
Pseudo strike
181.23
IV
85.2%
B/E move
21.2%
Puts
Pseudo strike
140.85
IV
85.3%
B/E move
14.2%

35Δ

Calls
Pseudo strike
175.32
IV
85.3%
B/E move
18.3%
Puts
Pseudo strike
145.64
IV
85.1%
B/E move
12.4%

40Δ

Calls
Pseudo strike
169.38
IV
83.4%
B/E move
15.4%
Puts
Pseudo strike
150.35
IV
83.4%
B/E move
10.6%

45Δ

Calls
Pseudo strike
164.48
IV
83.9%
B/E move
13.3%
Puts
Pseudo strike
154.84
IV
81.4%
B/E move
8.9%

50Δ

Calls
Pseudo strike
159.42
IV
81.9%
B/E move
11.1%
Puts
Pseudo strike
159.61
IV
83.5%
B/E move
7.8%

55Δ

Calls
Pseudo strike
154.94
IV
83.5%
B/E move
9.6%
Puts
Pseudo strike
164.70
IV
85.3%
B/E move
6.8%

60Δ

Calls
Pseudo strike
150.36
IV
83.4%
B/E move
8.0%
Puts
Pseudo strike
169.68
IV
84.7%
B/E move
5.6%

65Δ

Calls
Pseudo strike
145.77
IV
83.2%
B/E move
6.6%
Puts
Pseudo strike
175.19
IV
84.9%
B/E move
4.6%

70Δ

Calls
Pseudo strike
141.23
IV
82.0%
B/E move
5.3%
Puts
Pseudo strike
181.34
IV
85.4%
B/E move
3.7%

75Δ

Calls
Pseudo strike
136.08
IV
83.7%
B/E move
4.3%
Puts
Pseudo strike
189.30
IV
88.0%
B/E move
2.9%

80Δ

Calls
Pseudo strike
130.67
IV
84.5%
B/E move
3.3%
Puts
Pseudo strike
197.51
IV
88.3%
B/E move
2.1%

Options history

No recorded observations