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ScanSource, Inc. Common Stock SCSC

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Market datapartial · fetched 2026-10-23T23:08:49.992Z

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 · 2026-10-23T20:00:00.333236449Z

FundamentalsAlpha Vantage · unavailable

Share price$61.05
1D+2.1%
AH$59.50$59.93$60.35$60.77$61.205:30 AM6:30 AM9:00 AM1:00 PM2:00 PMSCSC
Sold putSold callAH

ScanSource, Inc. Common Stock options

Live interpolated SCSC call and put midpoint premiums by absolute delta.ScanSource, Inc. Common Stock$1.30$4.73$8.16$11.59$15.02$46.63$53.77$60.91$68.04$75.1820Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive SCSC spot · $61.05SCSC PRICE$1.80$1.67$2.42$2.36$2.57$3.20$3.83$4.46$5.13$5.87$6.61$7.34$8.50$2.42$2.52$2.62$2.80$2.99$3.67$4.61$5.55$6.49$7.76$9.05$10.48$14.03
PutsExpensive2.10×
CallsExpensive2.00×
SkewBearish+1.70 pp
Implied moveBearish±$8.44
TiltBearish14.7% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ81.98107.0%37.2%49.63109.6%22.7%
25Δ71.4472.0%19.8%53.2489.6%16.9%
30Δ72.5088.2%22.7%55.9174.4%12.7%
35Δ67.8568.5%15.0%57.6665.9%10.1%
40Δ64.5257.1%9.9%59.4157.3%7.6%
45Δ63.2758.7%8.9%60.9056.0%6.3%
50Δ62.0260.4%7.9%62.2658.3%5.6%
55Δ60.7762.1%6.8%63.6260.6%4.9%
60Δ59.4962.6%5.9%64.9862.9%4.2%
65Δ58.1861.5%4.9%66.6963.3%3.5%
70Δ56.8660.3%4.0%68.4063.8%2.8%
75Δ55.5559.2%3.0%70.2564.7%2.1%
80Δ53.9458.7%2.3%74.0672.2%1.7%

20Δ

Calls
Pseudo strike
81.98
IV
107.0%
B/E move
37.2%
Puts
Pseudo strike
49.63
IV
109.6%
B/E move
22.7%

25Δ

Calls
Pseudo strike
71.44
IV
72.0%
B/E move
19.8%
Puts
Pseudo strike
53.24
IV
89.6%
B/E move
16.9%

30Δ

Calls
Pseudo strike
72.50
IV
88.2%
B/E move
22.7%
Puts
Pseudo strike
55.91
IV
74.4%
B/E move
12.7%

35Δ

Calls
Pseudo strike
67.85
IV
68.5%
B/E move
15.0%
Puts
Pseudo strike
57.66
IV
65.9%
B/E move
10.1%

40Δ

Calls
Pseudo strike
64.52
IV
57.1%
B/E move
9.9%
Puts
Pseudo strike
59.41
IV
57.3%
B/E move
7.6%

45Δ

Calls
Pseudo strike
63.27
IV
58.7%
B/E move
8.9%
Puts
Pseudo strike
60.90
IV
56.0%
B/E move
6.3%

50Δ

Calls
Pseudo strike
62.02
IV
60.4%
B/E move
7.9%
Puts
Pseudo strike
62.26
IV
58.3%
B/E move
5.6%

55Δ

Calls
Pseudo strike
60.77
IV
62.1%
B/E move
6.8%
Puts
Pseudo strike
63.62
IV
60.6%
B/E move
4.9%

60Δ

Calls
Pseudo strike
59.49
IV
62.6%
B/E move
5.9%
Puts
Pseudo strike
64.98
IV
62.9%
B/E move
4.2%

65Δ

Calls
Pseudo strike
58.18
IV
61.5%
B/E move
4.9%
Puts
Pseudo strike
66.69
IV
63.3%
B/E move
3.5%

70Δ

Calls
Pseudo strike
56.86
IV
60.3%
B/E move
4.0%
Puts
Pseudo strike
68.40
IV
63.8%
B/E move
2.8%

75Δ

Calls
Pseudo strike
55.55
IV
59.2%
B/E move
3.0%
Puts
Pseudo strike
70.25
IV
64.7%
B/E move
2.1%

80Δ

Calls
Pseudo strike
53.94
IV
58.7%
B/E move
2.3%
Puts
Pseudo strike
74.06
IV
72.2%
B/E move
1.7%

Options history

No recorded observations