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Sezzle Inc. Common Stock SEZL

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Market datapartial · fetched 2026-10-23T04:27:53.961Z

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$12.53$22.79$33.06$43.32$95.06$117.13$139.20$161.27$183.3420Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive SEZL spot · $139.09SEZL PRICE$3.37$4.58$5.83$7.10$8.53$10.11$11.98$14.23$16.45$19.13$22.00$25.00$28.00$4.73$6.08$7.86$9.50$11.66$14.00$16.54$19.51$22.73$26.54$29.93$34.54$40.36
PutsExpensive1.55×
CallsExpensive1.34×
SkewBullish-0.57 pp
Implied moveBearish±$28.52
TiltBearish16.1% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ176.2687.6%29.1%115.4696.3%20.4%
25Δ170.1189.6%25.6%121.3392.1%17.1%
30Δ164.0690.0%22.1%125.9692.9%15.1%
35Δ158.1588.9%18.8%130.7190.4%12.9%
40Δ153.0788.7%16.2%135.1191.1%11.2%
45Δ148.3288.8%13.9%139.5391.2%9.7%
50Δ143.9090.2%12.1%144.0190.9%8.4%
55Δ139.6393.2%10.6%148.7191.2%7.1%
60Δ135.1193.8%9.0%153.5591.1%5.9%
65Δ130.4695.5%7.6%158.8491.4%4.9%
70Δ125.6796.3%6.2%163.7289.1%3.8%
75Δ120.8095.9%4.8%169.6288.5%2.9%
80Δ116.0393.3%3.6%176.5888.2%2.1%

20Δ

Calls
Pseudo strike
176.26
IV
87.6%
B/E move
29.1%
Puts
Pseudo strike
115.46
IV
96.3%
B/E move
20.4%

25Δ

Calls
Pseudo strike
170.11
IV
89.6%
B/E move
25.6%
Puts
Pseudo strike
121.33
IV
92.1%
B/E move
17.1%

30Δ

Calls
Pseudo strike
164.06
IV
90.0%
B/E move
22.1%
Puts
Pseudo strike
125.96
IV
92.9%
B/E move
15.1%

35Δ

Calls
Pseudo strike
158.15
IV
88.9%
B/E move
18.8%
Puts
Pseudo strike
130.71
IV
90.4%
B/E move
12.9%

40Δ

Calls
Pseudo strike
153.07
IV
88.7%
B/E move
16.2%
Puts
Pseudo strike
135.11
IV
91.1%
B/E move
11.2%

45Δ

Calls
Pseudo strike
148.32
IV
88.8%
B/E move
13.9%
Puts
Pseudo strike
139.53
IV
91.2%
B/E move
9.7%

50Δ

Calls
Pseudo strike
143.90
IV
90.2%
B/E move
12.1%
Puts
Pseudo strike
144.01
IV
90.9%
B/E move
8.4%

55Δ

Calls
Pseudo strike
139.63
IV
93.2%
B/E move
10.6%
Puts
Pseudo strike
148.71
IV
91.2%
B/E move
7.1%

60Δ

Calls
Pseudo strike
135.11
IV
93.8%
B/E move
9.0%
Puts
Pseudo strike
153.55
IV
91.1%
B/E move
5.9%

65Δ

Calls
Pseudo strike
130.46
IV
95.5%
B/E move
7.6%
Puts
Pseudo strike
158.84
IV
91.4%
B/E move
4.9%

70Δ

Calls
Pseudo strike
125.67
IV
96.3%
B/E move
6.2%
Puts
Pseudo strike
163.72
IV
89.1%
B/E move
3.8%

75Δ

Calls
Pseudo strike
120.80
IV
95.9%
B/E move
4.8%
Puts
Pseudo strike
169.62
IV
88.5%
B/E move
2.9%

80Δ

Calls
Pseudo strike
116.03
IV
93.3%
B/E move
3.6%
Puts
Pseudo strike
176.58
IV
88.2%
B/E move
2.1%

Options history

No recorded observations