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ScanSource, Inc. Common Stock SCSC

i

Market dataready · fetched 2026-11-13T00:47:06.072Z

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 · 2026-11-12T21:26:16.681096826Z

FundamentalsSEC EDGAR · ready · as of 2026-09-30 · fetched 2026-11-13T00:47:05.599386+00:00

Share price$44.26
1D+0.8%
AH$43.51$43.87$44.24$44.60$44.975:30 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$2.14$4.34$6.54$8.73$10.93$-0.12$0.19$0.50$0.81$1.1220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ20Δ C unavailable: no unambiguous, price-consistent delta bracketC —30Δ P unavailable: no unambiguous, price-consistent delta bracketP —35Δ P unavailable: no unambiguous, price-consistent delta bracketP —40Δ P unavailable: no unambiguous, price-consistent delta bracketP —45Δ P unavailable: no unambiguous, price-consistent delta bracketP —50Δ P unavailable: no unambiguous, price-consistent delta bracketP —OPTION PRICESCSC PRICE$2.45$2.45$2.45$2.45$2.45$2.51$2.86$3.21$3.56$3.91$4.27$4.62$2.45$2.45$2.38$3.96$5.55$7.13$8.71$10.30
Puts——
Calls——
Skew——
Implied move——
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ34.08278.4%28.5%
25Δ67.22313.4%57.4%37.27221.4%21.3%
30Δ56.55236.2%33.3%
35Δ51.29186.5%21.4%
40Δ48.59154.8%15.3%
45Δ46.63128.6%10.9%
50Δ44.87106.1%7.1%
55Δ44.13101.8%6.2%45.2568.1%3.1%
60Δ43.3897.6%5.3%47.0072.3%2.8%
65Δ42.6393.3%4.4%48.7576.6%2.4%
70Δ41.8989.0%3.5%50.4980.8%2.0%
75Δ41.1484.7%2.6%52.2485.1%1.7%
80Δ40.3980.5%1.7%53.9889.3%1.3%

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
34.08
IV
278.4%
B/E move
28.5%

25Δ

Calls
Pseudo strike
67.22
IV
313.4%
B/E move
57.4%
Puts
Pseudo strike
37.27
IV
221.4%
B/E move
21.3%

30Δ

Calls
Pseudo strike
56.55
IV
236.2%
B/E move
33.3%
Puts
Pseudo strike
IV
B/E move

35Δ

Calls
Pseudo strike
51.29
IV
186.5%
B/E move
21.4%
Puts
Pseudo strike
IV
B/E move

40Δ

Calls
Pseudo strike
48.59
IV
154.8%
B/E move
15.3%
Puts
Pseudo strike
IV
B/E move

45Δ

Calls
Pseudo strike
46.63
IV
128.6%
B/E move
10.9%
Puts
Pseudo strike
IV
B/E move

50Δ

Calls
Pseudo strike
44.87
IV
106.1%
B/E move
7.1%
Puts
Pseudo strike
IV
B/E move

55Δ

Calls
Pseudo strike
44.13
IV
101.8%
B/E move
6.2%
Puts
Pseudo strike
45.25
IV
68.1%
B/E move
3.1%

60Δ

Calls
Pseudo strike
43.38
IV
97.6%
B/E move
5.3%
Puts
Pseudo strike
47.00
IV
72.3%
B/E move
2.8%

65Δ

Calls
Pseudo strike
42.63
IV
93.3%
B/E move
4.4%
Puts
Pseudo strike
48.75
IV
76.6%
B/E move
2.4%

70Δ

Calls
Pseudo strike
41.89
IV
89.0%
B/E move
3.5%
Puts
Pseudo strike
50.49
IV
80.8%
B/E move
2.0%

75Δ

Calls
Pseudo strike
41.14
IV
84.7%
B/E move
2.6%
Puts
Pseudo strike
52.24
IV
85.1%
B/E move
1.7%

80Δ

Calls
Pseudo strike
40.39
IV
80.5%
B/E move
1.7%
Puts
Pseudo strike
53.98
IV
89.3%
B/E move
1.3%

Options history

IV · four-Friday blend50.74%
Daily EOD
SCSC44.7%47.9%51.2%2026-10-19: 45.12%2026-10-20: 45.63%2026-10-21: 45.75%2026-10-22: 46.77%2026-10-23: 47.54%2026-10-26: 46.97%2026-10-27: 48.14%2026-10-28: 48.67%2026-10-29: 49.19%2026-10-30: 50.74%Oct 19Oct 23Oct 30
10 observations2026-10-19 — 2026-10-30
Table
DateIV (%)
45.12%
45.63%
45.75%
46.77%
47.54%
46.97%
48.14%
48.67%
49.19%
50.74%