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ScanSource, Inc. Common Stock SCSC

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Market datapartial · fetched 2026-10-22T21:23:10.939Z

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 · 2026-10-22T20:00:01.602177546Z

FundamentalsAlpha Vantage · unavailable

Share price$59.96
1D-1.4%
AH$58.57$59.25$59.93$60.60$61.285:30 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$1.06$3.61$6.15$8.70$11.25$46.64$53.51$60.37$67.24$74.1020Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive SCSC spot · $59.96SCSC PRICE$1.33$2.45$2.28$2.10$2.61$3.12$3.63$4.22$5.12$6.02$6.91$8.12$9.51$2.49$2.31$2.25$2.58$2.92$3.25$4.01$4.95$5.88$6.81$8.03$9.27$10.51
PutsExpensive1.87×
CallsExpensive1.94×
SkewBullish-4.89 pp
Implied moveBearish±$7.64
TiltBearish6.4% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ74.0276.3%25.7%47.90116.6%24.3%
25Δ78.65113.4%35.3%52.5683.6%16.2%
30Δ70.7883.3%21.9%55.5163.8%11.2%
35Δ64.8657.3%11.7%56.8759.9%9.5%
40Δ63.5857.7%10.4%58.2455.9%7.7%
45Δ62.2958.1%9.1%59.6052.0%6.0%
50Δ61.0058.5%7.8%60.9352.1%5.1%
55Δ59.6959.1%6.6%62.2553.9%4.4%
60Δ58.3060.9%5.8%63.5655.6%3.8%
65Δ56.9162.7%5.0%64.8857.3%3.2%
70Δ55.5264.5%4.1%66.4657.2%2.5%
75Δ53.8565.8%3.4%68.0856.8%1.9%
80Δ52.0266.9%2.6%69.6956.4%1.3%

20Δ

Calls
Pseudo strike
74.02
IV
76.3%
B/E move
25.7%
Puts
Pseudo strike
47.90
IV
116.6%
B/E move
24.3%

25Δ

Calls
Pseudo strike
78.65
IV
113.4%
B/E move
35.3%
Puts
Pseudo strike
52.56
IV
83.6%
B/E move
16.2%

30Δ

Calls
Pseudo strike
70.78
IV
83.3%
B/E move
21.9%
Puts
Pseudo strike
55.51
IV
63.8%
B/E move
11.2%

35Δ

Calls
Pseudo strike
64.86
IV
57.3%
B/E move
11.7%
Puts
Pseudo strike
56.87
IV
59.9%
B/E move
9.5%

40Δ

Calls
Pseudo strike
63.58
IV
57.7%
B/E move
10.4%
Puts
Pseudo strike
58.24
IV
55.9%
B/E move
7.7%

45Δ

Calls
Pseudo strike
62.29
IV
58.1%
B/E move
9.1%
Puts
Pseudo strike
59.60
IV
52.0%
B/E move
6.0%

50Δ

Calls
Pseudo strike
61.00
IV
58.5%
B/E move
7.8%
Puts
Pseudo strike
60.93
IV
52.1%
B/E move
5.1%

55Δ

Calls
Pseudo strike
59.69
IV
59.1%
B/E move
6.6%
Puts
Pseudo strike
62.25
IV
53.9%
B/E move
4.4%

60Δ

Calls
Pseudo strike
58.30
IV
60.9%
B/E move
5.8%
Puts
Pseudo strike
63.56
IV
55.6%
B/E move
3.8%

65Δ

Calls
Pseudo strike
56.91
IV
62.7%
B/E move
5.0%
Puts
Pseudo strike
64.88
IV
57.3%
B/E move
3.2%

70Δ

Calls
Pseudo strike
55.52
IV
64.5%
B/E move
4.1%
Puts
Pseudo strike
66.46
IV
57.2%
B/E move
2.5%

75Δ

Calls
Pseudo strike
53.85
IV
65.8%
B/E move
3.4%
Puts
Pseudo strike
68.08
IV
56.8%
B/E move
1.9%

80Δ

Calls
Pseudo strike
52.02
IV
66.9%
B/E move
2.6%
Puts
Pseudo strike
69.69
IV
56.4%
B/E move
1.3%

Options history

No recorded observations