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Schrodinger, Inc. Common Stock SDGR

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Market datapartial · fetched 2026-10-23T00:20:28.799Z

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 · 2026-10-22T22:10:05.519049956Z

FundamentalsAlpha Vantage · unavailable

Share price$22.54
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$0.29$3.36$6.44$9.51$12.59$13.47$19.07$24.67$30.27$35.8720Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive SDGR spot · $22.54SDGR PRICE$0.62$0.82$1.05$1.34$1.63$1.89$2.12$2.36$2.82$3.34$3.86$4.73$5.73$0.80$1.07$1.37$1.71$2.05$2.48$3.23$3.98$5.51$7.49$6.41$10.44$11.70
PutsExpensive1.07×
CallsExpensive1.14×
SkewBearish+6.73 pp
Implied moveBearish±$5.35
TiltBearish28.6% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ29.7198.3%34.6%18.6893.7%20.7%
25Δ28.3797.8%29.5%19.5295.5%18.2%
30Δ27.2098.5%25.3%20.3396.2%15.9%
35Δ26.32101.3%22.7%21.1195.6%14.0%
40Δ25.44104.2%20.1%21.8894.9%12.0%
45Δ24.54103.3%17.3%22.7095.6%10.3%
50Δ23.6198.6%14.2%23.67101.4%9.3%
55Δ22.6893.9%11.1%24.65107.2%8.3%
60Δ21.8496.0%9.4%26.35119.2%7.5%
65Δ21.0399.8%8.1%28.48134.6%6.9%
70Δ20.22103.5%6.8%27.92108.7%4.6%
75Δ19.11112.1%5.8%31.99139.6%4.4%
80Δ17.89122.3%4.8%33.52134.9%3.2%

20Δ

Calls
Pseudo strike
29.71
IV
98.3%
B/E move
34.6%
Puts
Pseudo strike
18.68
IV
93.7%
B/E move
20.7%

25Δ

Calls
Pseudo strike
28.37
IV
97.8%
B/E move
29.5%
Puts
Pseudo strike
19.52
IV
95.5%
B/E move
18.2%

30Δ

Calls
Pseudo strike
27.20
IV
98.5%
B/E move
25.3%
Puts
Pseudo strike
20.33
IV
96.2%
B/E move
15.9%

35Δ

Calls
Pseudo strike
26.32
IV
101.3%
B/E move
22.7%
Puts
Pseudo strike
21.11
IV
95.6%
B/E move
14.0%

40Δ

Calls
Pseudo strike
25.44
IV
104.2%
B/E move
20.1%
Puts
Pseudo strike
21.88
IV
94.9%
B/E move
12.0%

45Δ

Calls
Pseudo strike
24.54
IV
103.3%
B/E move
17.3%
Puts
Pseudo strike
22.70
IV
95.6%
B/E move
10.3%

50Δ

Calls
Pseudo strike
23.61
IV
98.6%
B/E move
14.2%
Puts
Pseudo strike
23.67
IV
101.4%
B/E move
9.3%

55Δ

Calls
Pseudo strike
22.68
IV
93.9%
B/E move
11.1%
Puts
Pseudo strike
24.65
IV
107.2%
B/E move
8.3%

60Δ

Calls
Pseudo strike
21.84
IV
96.0%
B/E move
9.4%
Puts
Pseudo strike
26.35
IV
119.2%
B/E move
7.5%

65Δ

Calls
Pseudo strike
21.03
IV
99.8%
B/E move
8.1%
Puts
Pseudo strike
28.48
IV
134.6%
B/E move
6.9%

70Δ

Calls
Pseudo strike
20.22
IV
103.5%
B/E move
6.8%
Puts
Pseudo strike
27.92
IV
108.7%
B/E move
4.6%

75Δ

Calls
Pseudo strike
19.11
IV
112.1%
B/E move
5.8%
Puts
Pseudo strike
31.99
IV
139.6%
B/E move
4.4%

80Δ

Calls
Pseudo strike
17.89
IV
122.3%
B/E move
4.8%
Puts
Pseudo strike
33.52
IV
134.9%
B/E move
3.2%

Options history

No recorded observations