Share price$230.43
1D-0.0%
Sold putSold call
SAP SE ADR SAP
TECHNOLOGY · SOFTWARE - APPLICATIONi
Market dataready · fetched 2026-10-21T17:51:39.172Z
Delta surfaceAlpaca · derived absolute-delta buckets · 2026-10-23
Calculation methodologyOptions 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 dataPriceAlpaca · sip · 2026-10-21T17:51:36.1520723Z
FundamentalsAlpha Vantage · ready · quarter 2026-06-30 · fetched 2026-10-21T17:47:45.940529+00:00
SAP SE ADR options
PutsExpensive3.24×
CallsExpensive3.53×
SkewBullish-11.32 pp
Implied moveBalanced±$14.02
TiltBullish2.2% CALL
Table
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 247.18 | 107.2% | 8.1% | 216.59 | 104.2% | 6.9% |
| 25Δ | 244.10 | 108.4% | 7.1% | 219.60 | 102.4% | 5.9% |
| 30Δ | 241.00 | 106.6% | 6.0% | 222.27 | 100.3% | 5.0% |
| 35Δ | 238.33 | 106.5% | 5.2% | 224.53 | 101.5% | 4.4% |
| 40Δ | 235.94 | 107.8% | 4.6% | 226.80 | 99.7% | 3.8% |
| 45Δ | 233.55 | 107.6% | 3.9% | 228.97 | 99.0% | 3.2% |
| 50Δ | 231.20 | 107.0% | 3.4% | 231.09 | 98.9% | 2.8% |
| 55Δ | 228.91 | 106.5% | 2.8% | 233.21 | 98.3% | 2.3% |
| 60Δ | 226.61 | 106.3% | 2.4% | 235.37 | 97.8% | 2.0% |
| 65Δ | 224.27 | 106.5% | 2.0% | 237.76 | 99.6% | 1.6% |
| 70Δ | 221.57 | 109.5% | 1.6% | 240.15 | 99.1% | 1.3% |
| 75Δ | 217.70 | 122.3% | 1.4% | 241.91 | 92.4% | 1.0% |
| 80Δ | 214.04 | 125.5% | 1.1% | 243.91 | 87.4% | 0.7% |
20Δ
- Pseudo strike
- 247.18
- IV
- 107.2%
- B/E move
- 8.1%
- Pseudo strike
- 216.59
- IV
- 104.2%
- B/E move
- 6.9%
25Δ
- Pseudo strike
- 244.10
- IV
- 108.4%
- B/E move
- 7.1%
- Pseudo strike
- 219.60
- IV
- 102.4%
- B/E move
- 5.9%
30Δ
- Pseudo strike
- 241.00
- IV
- 106.6%
- B/E move
- 6.0%
- Pseudo strike
- 222.27
- IV
- 100.3%
- B/E move
- 5.0%
35Δ
- Pseudo strike
- 238.33
- IV
- 106.5%
- B/E move
- 5.2%
- Pseudo strike
- 224.53
- IV
- 101.5%
- B/E move
- 4.4%
40Δ
- Pseudo strike
- 235.94
- IV
- 107.8%
- B/E move
- 4.6%
- Pseudo strike
- 226.80
- IV
- 99.7%
- B/E move
- 3.8%
45Δ
- Pseudo strike
- 233.55
- IV
- 107.6%
- B/E move
- 3.9%
- Pseudo strike
- 228.97
- IV
- 99.0%
- B/E move
- 3.2%
50Δ
- Pseudo strike
- 231.20
- IV
- 107.0%
- B/E move
- 3.4%
- Pseudo strike
- 231.09
- IV
- 98.9%
- B/E move
- 2.8%
55Δ
- Pseudo strike
- 228.91
- IV
- 106.5%
- B/E move
- 2.8%
- Pseudo strike
- 233.21
- IV
- 98.3%
- B/E move
- 2.3%
60Δ
- Pseudo strike
- 226.61
- IV
- 106.3%
- B/E move
- 2.4%
- Pseudo strike
- 235.37
- IV
- 97.8%
- B/E move
- 2.0%
65Δ
- Pseudo strike
- 224.27
- IV
- 106.5%
- B/E move
- 2.0%
- Pseudo strike
- 237.76
- IV
- 99.6%
- B/E move
- 1.6%
70Δ
- Pseudo strike
- 221.57
- IV
- 109.5%
- B/E move
- 1.6%
- Pseudo strike
- 240.15
- IV
- 99.1%
- B/E move
- 1.3%
75Δ
- Pseudo strike
- 217.70
- IV
- 122.3%
- B/E move
- 1.4%
- Pseudo strike
- 241.91
- IV
- 92.4%
- B/E move
- 1.0%
80Δ
- Pseudo strike
- 214.04
- IV
- 125.5%
- B/E move
- 1.1%
- Pseudo strike
- 243.91
- IV
- 87.4%
- B/E move
- 0.7%
Options history
Table
| Date | IV |
|---|---|
| 56.25% | |
| 61.01% |