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Schrodinger, Inc. Common Stock SDGR

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Market datapartial · fetched 2026-10-22T20:45:08.182Z

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 · 2026-10-22T20:00:03.289478962Z

FundamentalsAlpha Vantage · unavailable

Share price$22.60
1D-2.8%
AH$21.96$22.46$22.97$23.47$23.975:30 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$0.28$3.40$6.52$9.64$12.76$13.33$18.97$24.61$30.25$35.8920Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive SDGR spot · $22.60SDGR PRICE$0.62$0.82$1.04$1.33$1.62$1.88$2.11$2.34$2.78$3.30$3.81$4.63$5.62$0.81$1.08$1.39$1.73$2.08$2.55$3.30$4.06$5.74$7.73$7.05$10.97$11.86
PutsExpensive1.09×
CallsExpensive1.12×
SkewBearish+10.61 pp
Implied moveBearish±$5.41
TiltBearish30.8% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ29.7397.7%34.3%18.7094.4%20.8%
25Δ28.3997.1%29.2%19.5596.3%18.3%
30Δ27.2197.6%25.0%20.3797.0%16.0%
35Δ26.34100.4%22.4%21.1696.4%14.1%
40Δ25.47103.1%19.9%21.9495.9%12.1%
45Δ24.58102.4%17.1%22.7997.2%10.4%
50Δ23.6697.7%14.0%23.77103.2%9.4%
55Δ22.7492.9%11.0%24.75109.2%8.4%
60Δ21.9094.3%9.2%26.60122.5%7.7%
65Δ21.1097.8%7.9%28.74138.2%7.0%
70Δ20.30101.3%6.7%28.56115.5%4.8%
75Δ19.23108.7%5.6%32.53145.6%4.6%
80Δ18.02118.5%4.6%33.73135.9%3.2%

20Δ

Calls
Pseudo strike
29.73
IV
97.7%
B/E move
34.3%
Puts
Pseudo strike
18.70
IV
94.4%
B/E move
20.8%

25Δ

Calls
Pseudo strike
28.39
IV
97.1%
B/E move
29.2%
Puts
Pseudo strike
19.55
IV
96.3%
B/E move
18.3%

30Δ

Calls
Pseudo strike
27.21
IV
97.6%
B/E move
25.0%
Puts
Pseudo strike
20.37
IV
97.0%
B/E move
16.0%

35Δ

Calls
Pseudo strike
26.34
IV
100.4%
B/E move
22.4%
Puts
Pseudo strike
21.16
IV
96.4%
B/E move
14.1%

40Δ

Calls
Pseudo strike
25.47
IV
103.1%
B/E move
19.9%
Puts
Pseudo strike
21.94
IV
95.9%
B/E move
12.1%

45Δ

Calls
Pseudo strike
24.58
IV
102.4%
B/E move
17.1%
Puts
Pseudo strike
22.79
IV
97.2%
B/E move
10.4%

50Δ

Calls
Pseudo strike
23.66
IV
97.7%
B/E move
14.0%
Puts
Pseudo strike
23.77
IV
103.2%
B/E move
9.4%

55Δ

Calls
Pseudo strike
22.74
IV
92.9%
B/E move
11.0%
Puts
Pseudo strike
24.75
IV
109.2%
B/E move
8.4%

60Δ

Calls
Pseudo strike
21.90
IV
94.3%
B/E move
9.2%
Puts
Pseudo strike
26.60
IV
122.5%
B/E move
7.7%

65Δ

Calls
Pseudo strike
21.10
IV
97.8%
B/E move
7.9%
Puts
Pseudo strike
28.74
IV
138.2%
B/E move
7.0%

70Δ

Calls
Pseudo strike
20.30
IV
101.3%
B/E move
6.7%
Puts
Pseudo strike
28.56
IV
115.5%
B/E move
4.8%

75Δ

Calls
Pseudo strike
19.23
IV
108.7%
B/E move
5.6%
Puts
Pseudo strike
32.53
IV
145.6%
B/E move
4.6%

80Δ

Calls
Pseudo strike
18.02
IV
118.5%
B/E move
4.6%
Puts
Pseudo strike
33.73
IV
135.9%
B/E move
3.2%

Options history

No recorded observations