IntraAlpha
Create free account Start free

ScanSource, Inc. Common Stock SCSC

i

Market datapartial · fetched 2026-10-23T17:42:36.846Z

Delta surfaceAlpaca · derived absolute-delta buckets · 2027-03-19

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 · 2026-10-23T17:40:10.266838981Z

FundamentalsAlpha Vantage · unavailable

Share price$60.24
1D+0.7%
$59.57$59.76$59.96$60.16$60.355:30 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$1.96$8.83$15.71$22.58$29.45$-0.12$0.19$0.50$0.81$1.1220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICESCSC PRICE$2.71$3.36$4.02$4.68$4.47$5.67$6.88$8.08$9.29$10.49$11.69$12.90$14.10$15.31$16.55$22.01$27.47
PutsExpensive1.41×
CallsFair1.02×
SkewBearish+12.35 pp
Implied move——
TiltBearish83.6% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ41.5860.8%38.4%
25Δ44.9359.5%34.8%
30Δ73.0241.3%25.7%48.2758.1%31.3%
35Δ70.5641.4%22.7%51.6256.8%27.7%
40Δ68.1041.5%19.7%54.9655.5%24.2%
45Δ65.6541.6%16.7%58.3154.1%20.6%
50Δ61.6552.8%17.1%
55Δ65.0051.4%13.5%
60Δ68.3450.1%10.0%
65Δ71.6948.7%6.4%
70Δ75.0647.4%2.9%
75Δ81.1250.5%1.9%
80Δ87.1953.6%0.9%

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
41.58
IV
60.8%
B/E move
38.4%

25Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
44.93
IV
59.5%
B/E move
34.8%

30Δ

Calls
Pseudo strike
73.02
IV
41.3%
B/E move
25.7%
Puts
Pseudo strike
48.27
IV
58.1%
B/E move
31.3%

35Δ

Calls
Pseudo strike
70.56
IV
41.4%
B/E move
22.7%
Puts
Pseudo strike
51.62
IV
56.8%
B/E move
27.7%

40Δ

Calls
Pseudo strike
68.10
IV
41.5%
B/E move
19.7%
Puts
Pseudo strike
54.96
IV
55.5%
B/E move
24.2%

45Δ

Calls
Pseudo strike
65.65
IV
41.6%
B/E move
16.7%
Puts
Pseudo strike
58.31
IV
54.1%
B/E move
20.6%

50Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
61.65
IV
52.8%
B/E move
17.1%

55Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
65.00
IV
51.4%
B/E move
13.5%

60Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
68.34
IV
50.1%
B/E move
10.0%

65Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
71.69
IV
48.7%
B/E move
6.4%

70Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
75.06
IV
47.4%
B/E move
2.9%

75Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
81.12
IV
50.5%
B/E move
1.9%

80Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
87.19
IV
53.6%
B/E move
0.9%

Options history

No recorded observations