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Sezzle Inc. Common Stock SEZL

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Market datapartial · fetched 2026-10-22T23:58:49.783Z

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 · 2026-10-22T23:32:56.712444237Z

FundamentalsAlpha Vantage · unavailable

Share price$139.09
1D+2.5%
AH$133$135$137$139$1415:30 AM6:30 AM9:00 AM1:00 PM2:00 PMSEZL
Sold putSold callAH

Sezzle Inc. Common Stock options

Live interpolated SEZL call and put midpoint premiums by absolute delta.Sezzle Inc. Common Stock$2.26$12.55$22.83$33.11$43.40$95.66$117.42$139.18$160.94$182.7020Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive SEZL spot · $139.09SEZL PRICE$3.37$4.58$5.83$7.10$8.53$10.10$11.97$14.23$16.44$19.12$21.98$24.99$27.99$4.73$6.08$7.86$9.51$11.66$14.01$16.55$19.53$22.75$26.57$29.95$34.59$40.43
PutsExpensive1.52×
CallsExpensive1.32×
SkewBullish-0.45 pp
Implied moveBearish±$28.52
TiltBearish16.2% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ176.2786.0%29.2%115.4694.7%20.4%
25Δ170.1188.1%25.6%121.3390.5%17.1%
30Δ164.0788.4%22.1%125.9791.3%15.1%
35Δ158.1587.3%18.8%130.7388.8%12.8%
40Δ153.0787.2%16.2%135.1289.5%11.2%
45Δ148.3387.2%13.9%139.5589.7%9.7%
50Δ143.9288.6%12.1%144.0389.4%8.3%
55Δ139.6491.5%10.6%148.7389.7%7.1%
60Δ135.1292.1%9.0%153.5889.6%5.9%
65Δ130.4893.8%7.6%158.8889.9%4.9%
70Δ125.6994.6%6.2%163.7587.6%3.8%
75Δ120.8294.1%4.8%169.6887.0%2.9%
80Δ116.0591.6%3.6%176.6786.7%2.1%

20Δ

Calls
Pseudo strike
176.27
IV
86.0%
B/E move
29.2%
Puts
Pseudo strike
115.46
IV
94.7%
B/E move
20.4%

25Δ

Calls
Pseudo strike
170.11
IV
88.1%
B/E move
25.6%
Puts
Pseudo strike
121.33
IV
90.5%
B/E move
17.1%

30Δ

Calls
Pseudo strike
164.07
IV
88.4%
B/E move
22.1%
Puts
Pseudo strike
125.97
IV
91.3%
B/E move
15.1%

35Δ

Calls
Pseudo strike
158.15
IV
87.3%
B/E move
18.8%
Puts
Pseudo strike
130.73
IV
88.8%
B/E move
12.8%

40Δ

Calls
Pseudo strike
153.07
IV
87.2%
B/E move
16.2%
Puts
Pseudo strike
135.12
IV
89.5%
B/E move
11.2%

45Δ

Calls
Pseudo strike
148.33
IV
87.2%
B/E move
13.9%
Puts
Pseudo strike
139.55
IV
89.7%
B/E move
9.7%

50Δ

Calls
Pseudo strike
143.92
IV
88.6%
B/E move
12.1%
Puts
Pseudo strike
144.03
IV
89.4%
B/E move
8.3%

55Δ

Calls
Pseudo strike
139.64
IV
91.5%
B/E move
10.6%
Puts
Pseudo strike
148.73
IV
89.7%
B/E move
7.1%

60Δ

Calls
Pseudo strike
135.12
IV
92.1%
B/E move
9.0%
Puts
Pseudo strike
153.58
IV
89.6%
B/E move
5.9%

65Δ

Calls
Pseudo strike
130.48
IV
93.8%
B/E move
7.6%
Puts
Pseudo strike
158.88
IV
89.9%
B/E move
4.9%

70Δ

Calls
Pseudo strike
125.69
IV
94.6%
B/E move
6.2%
Puts
Pseudo strike
163.75
IV
87.6%
B/E move
3.8%

75Δ

Calls
Pseudo strike
120.82
IV
94.1%
B/E move
4.8%
Puts
Pseudo strike
169.68
IV
87.0%
B/E move
2.9%

80Δ

Calls
Pseudo strike
116.05
IV
91.6%
B/E move
3.6%
Puts
Pseudo strike
176.67
IV
86.7%
B/E move
2.1%

Options history

No recorded observations