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SAP SE ADRhedged SAPH

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Market datapartial · fetched 2026-10-22T19:24:28.661Z

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 · 2026-10-22T16:39:40.911512535Z

FundamentalsAlpha Vantage · unavailable

Share price$45.25
1D+0.5%
$45.02$45.08$45.15$45.21$45.275:30 AM6:30 AM9:00 AM1:00 PMSAPH
Sold putSold call

SAP SE ADRhedged options

Live interpolated SAPH call and put midpoint premiums by absolute delta.SAP SE ADRhedged$0.70$1.71$2.73$3.74$4.75$36.97$40.50$44.03$47.56$51.0820Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive SAPH spot · $45.25SAPH PRICE$0.96$1.08$1.22$1.37$1.61$1.87$2.20$2.54$2.90$3.32$3.83$0.81$0.96$1.10$1.24$1.45$1.70$2.05$2.41$2.78$3.25$3.80$4.46
PutsExpensive2.41×
CallsFair1.03×
SkewBearish+5.19 pp
Implied moveBearish±$3.66
TiltBearish6.4% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ40.4753.0%12.3%
25Δ41.8847.1%9.6%
30Δ48.6841.9%9.7%42.9642.3%7.5%
35Δ47.6338.1%7.7%43.7838.8%6.0%
40Δ46.8235.4%6.2%44.4437.4%5.0%
45Δ46.1533.4%5.0%45.0536.8%4.2%
50Δ45.5933.2%4.3%45.6537.4%3.6%
55Δ45.0633.5%3.7%46.2737.7%3.1%
60Δ44.5033.9%3.2%46.8937.6%2.5%
65Δ43.9434.3%2.7%47.5737.8%2.0%
70Δ43.3633.9%2.2%48.3238.2%1.6%
75Δ42.7433.8%1.8%49.1638.7%1.2%
80Δ42.0634.0%1.4%

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
40.47
IV
53.0%
B/E move
12.3%

25Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
41.88
IV
47.1%
B/E move
9.6%

30Δ

Calls
Pseudo strike
48.68
IV
41.9%
B/E move
9.7%
Puts
Pseudo strike
42.96
IV
42.3%
B/E move
7.5%

35Δ

Calls
Pseudo strike
47.63
IV
38.1%
B/E move
7.7%
Puts
Pseudo strike
43.78
IV
38.8%
B/E move
6.0%

40Δ

Calls
Pseudo strike
46.82
IV
35.4%
B/E move
6.2%
Puts
Pseudo strike
44.44
IV
37.4%
B/E move
5.0%

45Δ

Calls
Pseudo strike
46.15
IV
33.4%
B/E move
5.0%
Puts
Pseudo strike
45.05
IV
36.8%
B/E move
4.2%

50Δ

Calls
Pseudo strike
45.59
IV
33.2%
B/E move
4.3%
Puts
Pseudo strike
45.65
IV
37.4%
B/E move
3.6%

55Δ

Calls
Pseudo strike
45.06
IV
33.5%
B/E move
3.7%
Puts
Pseudo strike
46.27
IV
37.7%
B/E move
3.1%

60Δ

Calls
Pseudo strike
44.50
IV
33.9%
B/E move
3.2%
Puts
Pseudo strike
46.89
IV
37.6%
B/E move
2.5%

65Δ

Calls
Pseudo strike
43.94
IV
34.3%
B/E move
2.7%
Puts
Pseudo strike
47.57
IV
37.8%
B/E move
2.0%

70Δ

Calls
Pseudo strike
43.36
IV
33.9%
B/E move
2.2%
Puts
Pseudo strike
48.32
IV
38.2%
B/E move
1.6%

75Δ

Calls
Pseudo strike
42.74
IV
33.8%
B/E move
1.8%
Puts
Pseudo strike
49.16
IV
38.7%
B/E move
1.2%

80Δ

Calls
Pseudo strike
42.06
IV
34.0%
B/E move
1.4%
Puts
Pseudo strike
IV
B/E move

Options history

No recorded observations