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SAP SE ADRhedged SAPH

i

Market dataready · fetched 2026-11-12T01:03:14.358Z

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: equal-weight mean of put minus call IV across those four expirations. IV-implied move history: mean of each expiration’s average call/put IV multiplied by the square root of remaining calendar days divided by 365.25; percentage of spot, not a quoted straddle premium.

History data

PriceAlpaca · sip · 2026-11-12T01:00:00.137580143Z

FundamentalsAlpha Vantage · ready · fetched 2026-11-12T01:03:14.019306+00:00

Share price$44.44
1D+0.0%
AH$44.46$44.47$44.48$44.49$44.505:30 AM6:30 AM9:00 AM1:00 PM2:00 PMSAPH
Sold putSold callAH

SAP SE ADRhedged options

Live interpolated SAPH call and put midpoint premiums by absolute delta.SAP SE ADRhedged$0.63$1.12$1.62$2.11$2.61$40.56$42.34$44.12$45.89$47.6720Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ20Δ C unavailable: no unambiguous, price-consistent delta bracketC —OPTION PRICELive SAPH spot · $44.44SAPH PRICE$0.69$0.75$0.82$0.93$1.05$1.13$1.21$1.32$1.52$1.71$1.96$2.47$0.68$0.75$0.82$0.89$0.98$1.07$1.16$1.24$1.38$1.55$1.71$1.93$2.34
PutsExpensive1.75×
Calls——
Skew——
Implied moveBalanced±$2.29
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ40.2383.1%11.0%
25Δ48.2571.2%10.1%41.6168.8%8.1%
30Δ46.9560.2%7.3%42.5359.5%6.1%
35Δ46.0852.7%5.5%43.2352.5%4.7%
40Δ45.5349.4%4.5%43.7548.0%3.8%
45Δ45.0246.5%3.6%44.1844.1%3.0%
50Δ44.6543.0%3.0%44.5240.7%2.4%
55Δ44.2839.5%2.4%44.8737.4%1.8%
60Δ43.9236.7%1.8%45.1835.3%1.4%
65Δ43.6036.0%1.5%45.4734.1%1.2%
70Δ43.2735.4%1.2%45.7632.8%0.9%
75Δ42.9035.4%0.9%46.0931.9%0.6%
80Δ42.3238.4%0.8%46.5832.9%0.5%

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
40.23
IV
83.1%
B/E move
11.0%

25Δ

Calls
Pseudo strike
48.25
IV
71.2%
B/E move
10.1%
Puts
Pseudo strike
41.61
IV
68.8%
B/E move
8.1%

30Δ

Calls
Pseudo strike
46.95
IV
60.2%
B/E move
7.3%
Puts
Pseudo strike
42.53
IV
59.5%
B/E move
6.1%

35Δ

Calls
Pseudo strike
46.08
IV
52.7%
B/E move
5.5%
Puts
Pseudo strike
43.23
IV
52.5%
B/E move
4.7%

40Δ

Calls
Pseudo strike
45.53
IV
49.4%
B/E move
4.5%
Puts
Pseudo strike
43.75
IV
48.0%
B/E move
3.8%

45Δ

Calls
Pseudo strike
45.02
IV
46.5%
B/E move
3.6%
Puts
Pseudo strike
44.18
IV
44.1%
B/E move
3.0%

50Δ

Calls
Pseudo strike
44.65
IV
43.0%
B/E move
3.0%
Puts
Pseudo strike
44.52
IV
40.7%
B/E move
2.4%

55Δ

Calls
Pseudo strike
44.28
IV
39.5%
B/E move
2.4%
Puts
Pseudo strike
44.87
IV
37.4%
B/E move
1.8%

60Δ

Calls
Pseudo strike
43.92
IV
36.7%
B/E move
1.8%
Puts
Pseudo strike
45.18
IV
35.3%
B/E move
1.4%

65Δ

Calls
Pseudo strike
43.60
IV
36.0%
B/E move
1.5%
Puts
Pseudo strike
45.47
IV
34.1%
B/E move
1.2%

70Δ

Calls
Pseudo strike
43.27
IV
35.4%
B/E move
1.2%
Puts
Pseudo strike
45.76
IV
32.8%
B/E move
0.9%

75Δ

Calls
Pseudo strike
42.90
IV
35.4%
B/E move
0.9%
Puts
Pseudo strike
46.09
IV
31.9%
B/E move
0.6%

80Δ

Calls
Pseudo strike
42.32
IV
38.4%
B/E move
0.8%
Puts
Pseudo strike
46.58
IV
32.9%
B/E move
0.5%

Options history

IV · four-Friday blend34.17%
Daily EOD
SAPH32.9%36.1%39.3%2026-10-19: 38.81%2026-10-20: 38.42%2026-10-21: 37.74%2026-10-22: 34.35%2026-10-26: 34.30%2026-10-27: 34.00%2026-10-28: 33.63%2026-10-29: 33.31%2026-10-30: 34.17%Oct 19Oct 26Oct 30
9 observations2026-10-19 — 2026-10-30
Table
DateIV (%)
38.81%
38.42%
37.74%
34.35%
34.30%
34.00%
33.63%
33.31%
34.17%