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Schrodinger, Inc. Common Stock SDGR

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Market dataready · fetched 2026-11-12T03:04:42.390Z

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 · 2026-11-12T00:40:31.490860446Z

FundamentalsSEC EDGAR · ready · as of 2026-09-30 · fetched 2026-11-12T03:02:38.758177+00:00

Share price$31.24
1D-5.4%
AH$31.17$31.87$32.57$33.27$33.975:30 AM6:30 AM9:00 AM1:00 PM2:00 PMSDGR
Sold putSold callAH

Schrodinger, Inc. Common Stock options

Live interpolated SDGR call and put midpoint premiums by absolute delta.Schrodinger, Inc. Common Stock$0.27$2.01$3.76$5.50$7.24$23.92$27.90$31.89$35.87$39.8620Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ65Δ P unavailable: no unambiguous, price-consistent delta bracketP —70Δ P unavailable: no unambiguous, price-consistent delta bracketP —75Δ P unavailable: no unambiguous, price-consistent delta bracketP —80Δ P unavailable: no unambiguous, price-consistent delta bracketP —OPTION PRICELive SDGR spot · $31.24SDGR PRICE$0.46$0.62$0.82$1.02$1.22$1.48$1.79$2.10$2.41$2.90$3.75$4.60$6.74$0.46$0.58$0.70$0.87$1.11$1.35$1.59$1.82$2.06
Puts——
CallsCheap0.72×
Skew——
Implied moveBullish±$3.37
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ35.6188.6%15.5%28.1881.5%11.3%
25Δ34.7088.2%13.1%28.8876.5%9.4%
30Δ34.0789.9%11.7%29.5871.6%7.6%
35Δ33.4591.6%10.3%30.1768.7%6.2%
40Δ32.8293.2%9.0%30.6269.3%5.5%
45Δ32.2194.8%7.8%31.0669.8%4.9%
50Δ31.6196.4%6.9%31.5070.4%4.2%
55Δ31.0197.9%6.0%31.9470.9%3.6%
60Δ30.4199.4%5.1%32.3971.4%2.9%
65Δ29.68104.9%4.3%
70Δ28.71118.3%3.9%
75Δ27.73131.8%3.5%
80Δ25.54175.4%3.3%

20Δ

Calls
Pseudo strike
35.61
IV
88.6%
B/E move
15.5%
Puts
Pseudo strike
28.18
IV
81.5%
B/E move
11.3%

25Δ

Calls
Pseudo strike
34.70
IV
88.2%
B/E move
13.1%
Puts
Pseudo strike
28.88
IV
76.5%
B/E move
9.4%

30Δ

Calls
Pseudo strike
34.07
IV
89.9%
B/E move
11.7%
Puts
Pseudo strike
29.58
IV
71.6%
B/E move
7.6%

35Δ

Calls
Pseudo strike
33.45
IV
91.6%
B/E move
10.3%
Puts
Pseudo strike
30.17
IV
68.7%
B/E move
6.2%

40Δ

Calls
Pseudo strike
32.82
IV
93.2%
B/E move
9.0%
Puts
Pseudo strike
30.62
IV
69.3%
B/E move
5.5%

45Δ

Calls
Pseudo strike
32.21
IV
94.8%
B/E move
7.8%
Puts
Pseudo strike
31.06
IV
69.8%
B/E move
4.9%

50Δ

Calls
Pseudo strike
31.61
IV
96.4%
B/E move
6.9%
Puts
Pseudo strike
31.50
IV
70.4%
B/E move
4.2%

55Δ

Calls
Pseudo strike
31.01
IV
97.9%
B/E move
6.0%
Puts
Pseudo strike
31.94
IV
70.9%
B/E move
3.6%

60Δ

Calls
Pseudo strike
30.41
IV
99.4%
B/E move
5.1%
Puts
Pseudo strike
32.39
IV
71.4%
B/E move
2.9%

65Δ

Calls
Pseudo strike
29.68
IV
104.9%
B/E move
4.3%
Puts
Pseudo strike
IV
B/E move

70Δ

Calls
Pseudo strike
28.71
IV
118.3%
B/E move
3.9%
Puts
Pseudo strike
IV
B/E move

75Δ

Calls
Pseudo strike
27.73
IV
131.8%
B/E move
3.5%
Puts
Pseudo strike
IV
B/E move

80Δ

Calls
Pseudo strike
25.54
IV
175.4%
B/E move
3.3%
Puts
Pseudo strike
IV
B/E move

Options history

IV · four-Friday blend93.82%
Daily EOD
SDGR84.8%91.9%98.9%2026-10-19: 88.59%2026-10-20: 85.78%2026-10-21: 87.66%2026-10-22: 89.70%2026-10-23: 86.29%2026-10-26: 87.65%2026-10-27: 89.93%2026-10-28: 97.93%2026-10-29: 95.76%2026-10-30: 93.82%Oct 19Oct 23Oct 30
10 observations2026-10-19 — 2026-10-30
Table
DateIV (%)
88.59%
85.78%
87.66%
89.70%
86.29%
87.65%
89.93%
97.93%
95.76%
93.82%