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SAP SE ADR SAP

TECHNOLOGY · SOFTWARE - APPLICATION
i

Market dataready · fetched 2026-10-21T16:59:00.258Z

Delta surfaceAlpaca · derived absolute-delta buckets · 2026-10-23

Calculation methodology

Options historyIV: ThetaData daily EOD, 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 · 2026-10-21T16:58:48.148103706Z

FundamentalsAlpha Vantage · ready · quarter 2026-06-30 · fetched 2026-10-21T16:58:59.787785+00:00

Share price$232.50
1D+0.9%
$230$231$233$234$2355:30 AM6:30 AM9:00 AM1:00 PMSAP
Sold putSold call

SAP SE ADR options

Live interpolated SAP call and put midpoint premiums by absolute delta.SAP SE ADR$1.48$6.28$11.08$15.87$20.67$210.65$222.10$233.55$245.00$256.4520Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive SAP spot · $232.50SAP PRICE$2.00$2.71$3.40$4.10$4.83$5.85$7.07$8.20$9.37$10.78$13.43$16.05$19.29$2.05$2.75$3.49$4.15$5.06$6.14$7.23$8.24$9.20$11.02$12.84$14.06$15.57
PutsExpensive3.37×
CallsExpensive3.50×
SkewBullish-11.85 pp
Implied moveBalanced±$14.29
TiltBullish2.5% CALL
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ249.51107.8%8.2%218.75102.6%6.8%
25Δ246.49109.7%7.2%221.53102.8%5.9%
30Δ243.30108.0%6.1%224.12102.3%5.1%
35Δ240.40105.5%5.2%226.6898.4%4.3%
40Δ237.77102.7%4.3%228.9198.3%3.7%
45Δ235.52104.6%3.8%231.03100.1%3.3%
50Δ233.27107.8%3.4%233.18100.3%2.8%
55Δ230.97107.7%2.9%235.2998.1%2.3%
60Δ228.66106.5%2.4%237.2894.5%1.9%
65Δ226.29106.3%2.0%239.7697.7%1.6%
70Δ223.09116.1%1.7%242.2898.6%1.3%
75Δ219.76121.3%1.4%244.2793.7%1.0%
80Δ215.81126.8%1.1%246.4489.4%0.7%

20Δ

Calls
Pseudo strike
249.51
IV
107.8%
B/E move
8.2%
Puts
Pseudo strike
218.75
IV
102.6%
B/E move
6.8%

25Δ

Calls
Pseudo strike
246.49
IV
109.7%
B/E move
7.2%
Puts
Pseudo strike
221.53
IV
102.8%
B/E move
5.9%

30Δ

Calls
Pseudo strike
243.30
IV
108.0%
B/E move
6.1%
Puts
Pseudo strike
224.12
IV
102.3%
B/E move
5.1%

35Δ

Calls
Pseudo strike
240.40
IV
105.5%
B/E move
5.2%
Puts
Pseudo strike
226.68
IV
98.4%
B/E move
4.3%

40Δ

Calls
Pseudo strike
237.77
IV
102.7%
B/E move
4.3%
Puts
Pseudo strike
228.91
IV
98.3%
B/E move
3.7%

45Δ

Calls
Pseudo strike
235.52
IV
104.6%
B/E move
3.8%
Puts
Pseudo strike
231.03
IV
100.1%
B/E move
3.3%

50Δ

Calls
Pseudo strike
233.27
IV
107.8%
B/E move
3.4%
Puts
Pseudo strike
233.18
IV
100.3%
B/E move
2.8%

55Δ

Calls
Pseudo strike
230.97
IV
107.7%
B/E move
2.9%
Puts
Pseudo strike
235.29
IV
98.1%
B/E move
2.3%

60Δ

Calls
Pseudo strike
228.66
IV
106.5%
B/E move
2.4%
Puts
Pseudo strike
237.28
IV
94.5%
B/E move
1.9%

65Δ

Calls
Pseudo strike
226.29
IV
106.3%
B/E move
2.0%
Puts
Pseudo strike
239.76
IV
97.7%
B/E move
1.6%

70Δ

Calls
Pseudo strike
223.09
IV
116.1%
B/E move
1.7%
Puts
Pseudo strike
242.28
IV
98.6%
B/E move
1.3%

75Δ

Calls
Pseudo strike
219.76
IV
121.3%
B/E move
1.4%
Puts
Pseudo strike
244.27
IV
93.7%
B/E move
1.0%

80Δ

Calls
Pseudo strike
215.81
IV
126.8%
B/E move
1.1%
Puts
Pseudo strike
246.44
IV
89.4%
B/E move
0.7%

Options history

SAP55.8758.6361.392026-10-19: 56.25%2026-10-20: 61.01%Oct 19Oct 20
Table
DateIV
56.25%
61.01%