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Sezzle Inc. Common Stock SEZL

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Market dataready · fetched 2026-11-12T03:19:03.941Z

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 · 2026-11-12T00:22:34.621981192Z

FundamentalsSEC EDGAR · ready · as of 2026-09-30 · fetched 2026-11-12T03:19:03.549091+00:00

Share price$154.36
1D+3.6%
AH$150$152$154$155$1575:30 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$0.72$6.68$12.64$18.60$24.56$113.29$136.15$159.01$181.87$204.7320Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive SEZL spot · $154.36SEZL PRICE$1.36$1.80$2.24$2.71$3.30$3.88$4.47$5.25$6.03$6.80$7.63$8.49$9.34$1.98$2.56$3.25$3.95$4.83$5.79$6.82$8.13$9.44$11.81$14.65$18.41$22.84
PutsCheap0.55×
CallsCheap0.28×
SkewBearish+22.49 pp
Implied moveBearish±$11.29
TiltBearish28.8% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ166.1051.7%8.5%141.7069.9%9.5%
25Δ163.8351.4%7.3%144.6867.2%7.9%
30Δ161.7150.3%6.2%147.0166.0%6.9%
35Δ159.6949.3%5.2%149.2765.1%5.9%
40Δ158.1149.0%4.6%151.3565.0%5.1%
45Δ156.5448.7%3.9%153.3465.3%4.4%
50Δ154.9648.4%3.3%155.3565.7%3.8%
55Δ153.4948.1%2.8%157.4766.3%3.3%
60Δ152.0247.7%2.4%159.5967.0%2.7%
65Δ150.5647.3%1.9%162.5171.2%2.4%
70Δ149.1645.9%1.6%165.8576.6%2.0%
75Δ147.8043.9%1.2%170.1382.8%1.7%
80Δ146.4441.9%0.9%175.1587.6%1.3%

20Δ

Calls
Pseudo strike
166.10
IV
51.7%
B/E move
8.5%
Puts
Pseudo strike
141.70
IV
69.9%
B/E move
9.5%

25Δ

Calls
Pseudo strike
163.83
IV
51.4%
B/E move
7.3%
Puts
Pseudo strike
144.68
IV
67.2%
B/E move
7.9%

30Δ

Calls
Pseudo strike
161.71
IV
50.3%
B/E move
6.2%
Puts
Pseudo strike
147.01
IV
66.0%
B/E move
6.9%

35Δ

Calls
Pseudo strike
159.69
IV
49.3%
B/E move
5.2%
Puts
Pseudo strike
149.27
IV
65.1%
B/E move
5.9%

40Δ

Calls
Pseudo strike
158.11
IV
49.0%
B/E move
4.6%
Puts
Pseudo strike
151.35
IV
65.0%
B/E move
5.1%

45Δ

Calls
Pseudo strike
156.54
IV
48.7%
B/E move
3.9%
Puts
Pseudo strike
153.34
IV
65.3%
B/E move
4.4%

50Δ

Calls
Pseudo strike
154.96
IV
48.4%
B/E move
3.3%
Puts
Pseudo strike
155.35
IV
65.7%
B/E move
3.8%

55Δ

Calls
Pseudo strike
153.49
IV
48.1%
B/E move
2.8%
Puts
Pseudo strike
157.47
IV
66.3%
B/E move
3.3%

60Δ

Calls
Pseudo strike
152.02
IV
47.7%
B/E move
2.4%
Puts
Pseudo strike
159.59
IV
67.0%
B/E move
2.7%

65Δ

Calls
Pseudo strike
150.56
IV
47.3%
B/E move
1.9%
Puts
Pseudo strike
162.51
IV
71.2%
B/E move
2.4%

70Δ

Calls
Pseudo strike
149.16
IV
45.9%
B/E move
1.6%
Puts
Pseudo strike
165.85
IV
76.6%
B/E move
2.0%

75Δ

Calls
Pseudo strike
147.80
IV
43.9%
B/E move
1.2%
Puts
Pseudo strike
170.13
IV
82.8%
B/E move
1.7%

80Δ

Calls
Pseudo strike
146.44
IV
41.9%
B/E move
0.9%
Puts
Pseudo strike
175.15
IV
87.6%
B/E move
1.3%

Options history

IV · four-Friday blend86.36%
Daily EOD
SEZL74.2%86.3%98.5%2026-10-19: 76.47%2026-10-20: 77.92%2026-10-21: 76.16%2026-10-22: 75.85%2026-10-23: 80.10%2026-10-26: 82.48%2026-10-27: 79.63%2026-10-28: 80.04%2026-10-29: 96.81%2026-10-30: 86.36%Oct 19Oct 23Oct 30
10 observations2026-10-19 — 2026-10-30
Table
DateIV (%)
76.47%
77.92%
76.16%
75.85%
80.10%
82.48%
79.63%
80.04%
96.81%
86.36%