IntraAlpha
Create free account Start free

ScanSource, Inc. Common Stock SCSC

i

Market datapartial · fetched 2026-10-22T15:36:02.841Z

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 · 2026-10-22T15:34:39.664795001Z

FundamentalsAlpha Vantage · unavailable

Share price$59.01
1D-3.0%
$58.84$59.45$60.05$60.65$61.265:30 AM6:30 AM9:00 AM1:00 PMSCSC
Sold putSold call

ScanSource, Inc. Common Stock options

Live interpolated SCSC call and put midpoint premiums by absolute delta.ScanSource, Inc. Common Stock$1.47$3.98$6.50$9.01$11.52$46.18$53.05$59.93$66.80$73.6820Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive SCSC spot · $59.01SCSC PRICE$1.74$2.45$2.06$2.13$2.52$2.91$3.35$4.29$5.24$6.18$7.38$9.09$10.80$2.48$2.31$1.97$2.42$2.87$3.32$3.77$4.39$5.04$5.69$6.34
PutsExpensive1.76×
CallsExpensive2.03×
SkewBullish-10.98 pp
Implied moveBearish±$7.13
TiltBullish19.4% CALL
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ78.68101.7%36.3%46.82119.4%24.9%
25Δ77.90115.0%36.2%51.6484.9%16.4%
30Δ68.2874.9%19.2%55.1156.8%9.9%
35Δ64.1058.8%12.2%56.2855.5%8.7%
40Δ62.7057.4%10.5%57.4654.2%7.5%
45Δ61.2956.1%8.8%58.6352.9%6.3%
50Δ59.8955.2%7.2%59.8151.7%5.0%
55Δ58.5658.9%6.5%60.8950.5%4.3%
60Δ57.2262.6%5.8%61.9549.4%3.6%
65Δ55.8866.4%5.2%63.0148.3%2.9%
70Δ54.2870.7%4.5%64.0847.1%2.2%
75Δ52.1776.2%3.8%
80Δ50.0781.6%3.1%

20Δ

Calls
Pseudo strike
78.68
IV
101.7%
B/E move
36.3%
Puts
Pseudo strike
46.82
IV
119.4%
B/E move
24.9%

25Δ

Calls
Pseudo strike
77.90
IV
115.0%
B/E move
36.2%
Puts
Pseudo strike
51.64
IV
84.9%
B/E move
16.4%

30Δ

Calls
Pseudo strike
68.28
IV
74.9%
B/E move
19.2%
Puts
Pseudo strike
55.11
IV
56.8%
B/E move
9.9%

35Δ

Calls
Pseudo strike
64.10
IV
58.8%
B/E move
12.2%
Puts
Pseudo strike
56.28
IV
55.5%
B/E move
8.7%

40Δ

Calls
Pseudo strike
62.70
IV
57.4%
B/E move
10.5%
Puts
Pseudo strike
57.46
IV
54.2%
B/E move
7.5%

45Δ

Calls
Pseudo strike
61.29
IV
56.1%
B/E move
8.8%
Puts
Pseudo strike
58.63
IV
52.9%
B/E move
6.3%

50Δ

Calls
Pseudo strike
59.89
IV
55.2%
B/E move
7.2%
Puts
Pseudo strike
59.81
IV
51.7%
B/E move
5.0%

55Δ

Calls
Pseudo strike
58.56
IV
58.9%
B/E move
6.5%
Puts
Pseudo strike
60.89
IV
50.5%
B/E move
4.3%

60Δ

Calls
Pseudo strike
57.22
IV
62.6%
B/E move
5.8%
Puts
Pseudo strike
61.95
IV
49.4%
B/E move
3.6%

65Δ

Calls
Pseudo strike
55.88
IV
66.4%
B/E move
5.2%
Puts
Pseudo strike
63.01
IV
48.3%
B/E move
2.9%

70Δ

Calls
Pseudo strike
54.28
IV
70.7%
B/E move
4.5%
Puts
Pseudo strike
64.08
IV
47.1%
B/E move
2.2%

75Δ

Calls
Pseudo strike
52.17
IV
76.2%
B/E move
3.8%
Puts
Pseudo strike
IV
B/E move

80Δ

Calls
Pseudo strike
50.07
IV
81.6%
B/E move
3.1%
Puts
Pseudo strike
IV
B/E move

Options history

No recorded observations