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SAP SE ADRhedged SAPH

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Market datapartial · fetched 2026-10-22T23:27:32.333Z

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 · 2026-10-22T22:30:00.002061595Z

FundamentalsAlpha Vantage · unavailable

Share price$45.16
1D+0.3%
AH$45.01$45.12$45.24$45.36$45.475:30 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$0.69$1.80$2.91$4.02$5.13$36.94$40.56$44.19$47.82$51.4520Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive SAPH spot · $45.16SAPH PRICE$0.83$0.96$1.11$1.27$1.43$1.74$2.08$2.41$2.75$3.10$3.60$4.33$0.81$0.92$1.04$1.18$1.36$1.56$1.84$2.15$2.64$3.12$3.59$4.00$4.81
PutsExpensive2.24×
CallsExpensive1.13×
SkewBullish-0.54 pp
Implied moveBearish±$3.58
TiltBearish6.2% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ40.4153.0%12.3%
25Δ49.9546.7%12.5%41.9145.5%9.2%
30Δ48.6142.5%9.8%42.9640.7%7.2%
35Δ47.6039.2%7.9%43.7437.3%5.7%
40Δ46.8037.2%6.5%44.3835.3%4.7%
45Δ46.1035.1%5.2%44.9634.1%3.9%
50Δ45.5236.1%4.7%45.5133.9%3.3%
55Δ44.9537.5%4.1%46.0633.9%2.7%
60Δ44.3437.6%3.5%46.7235.6%2.4%
65Δ43.7437.3%2.9%47.3936.4%2.0%
70Δ43.1436.6%2.4%48.0536.4%1.5%
75Δ42.4337.0%1.9%48.6635.1%1.1%
80Δ41.5338.9%1.6%49.6336.1%0.7%

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
40.41
IV
53.0%
B/E move
12.3%

25Δ

Calls
Pseudo strike
49.95
IV
46.7%
B/E move
12.5%
Puts
Pseudo strike
41.91
IV
45.5%
B/E move
9.2%

30Δ

Calls
Pseudo strike
48.61
IV
42.5%
B/E move
9.8%
Puts
Pseudo strike
42.96
IV
40.7%
B/E move
7.2%

35Δ

Calls
Pseudo strike
47.60
IV
39.2%
B/E move
7.9%
Puts
Pseudo strike
43.74
IV
37.3%
B/E move
5.7%

40Δ

Calls
Pseudo strike
46.80
IV
37.2%
B/E move
6.5%
Puts
Pseudo strike
44.38
IV
35.3%
B/E move
4.7%

45Δ

Calls
Pseudo strike
46.10
IV
35.1%
B/E move
5.2%
Puts
Pseudo strike
44.96
IV
34.1%
B/E move
3.9%

50Δ

Calls
Pseudo strike
45.52
IV
36.1%
B/E move
4.7%
Puts
Pseudo strike
45.51
IV
33.9%
B/E move
3.3%

55Δ

Calls
Pseudo strike
44.95
IV
37.5%
B/E move
4.1%
Puts
Pseudo strike
46.06
IV
33.9%
B/E move
2.7%

60Δ

Calls
Pseudo strike
44.34
IV
37.6%
B/E move
3.5%
Puts
Pseudo strike
46.72
IV
35.6%
B/E move
2.4%

65Δ

Calls
Pseudo strike
43.74
IV
37.3%
B/E move
2.9%
Puts
Pseudo strike
47.39
IV
36.4%
B/E move
2.0%

70Δ

Calls
Pseudo strike
43.14
IV
36.6%
B/E move
2.4%
Puts
Pseudo strike
48.05
IV
36.4%
B/E move
1.5%

75Δ

Calls
Pseudo strike
42.43
IV
37.0%
B/E move
1.9%
Puts
Pseudo strike
48.66
IV
35.1%
B/E move
1.1%

80Δ

Calls
Pseudo strike
41.53
IV
38.9%
B/E move
1.6%
Puts
Pseudo strike
49.63
IV
36.1%
B/E move
0.7%

Options history

No recorded observations