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Super Group (SGHC) Limited SGHC

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Market datapartial · fetched 2026-10-23T17:39:14.293Z

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 · 2026-10-23T17:39:03.178595935Z

FundamentalsAlpha Vantage · unavailable

Share price$10.76
1D-5.2%
$10.55$10.76$10.98$11.19$11.415:30 AM6:30 AM9:00 AM1:00 PMSGHC
Sold putSold call

Super Group (SGHC) Limited options

Live interpolated SGHC call and put midpoint premiums by absolute delta.Super Group (SGHC) Limited$0.14$0.66$1.19$1.71$2.23$8.31$9.53$10.75$11.97$13.1920Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive SGHC spot · $10.76SGHC PRICE$0.20$0.26$0.32$0.42$0.51$0.60$0.69$0.83$0.97$1.10$1.26$1.53$1.80$0.28$0.36$0.44$0.54$0.65$0.75$0.86$1.03$1.22$1.40$1.59$1.84$2.08
PutsFair1.05×
CallsFair1.01×
SkewBearish+1.02 pp
Implied moveBearish±$1.55
TiltBearish10.9% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ12.7362.7%20.1%9.2374.7%16.8%
25Δ12.3762.6%17.3%9.5871.9%14.3%
30Δ12.0062.5%14.5%9.9469.1%11.7%
35Δ11.7463.0%12.9%10.2167.7%10.2%
40Δ11.4863.5%11.4%10.4666.5%8.8%
45Δ11.2364.0%9.8%10.7165.4%7.5%
50Δ10.9764.5%8.3%10.9764.3%6.1%
55Δ10.7265.1%7.3%11.2464.3%5.2%
60Δ10.4765.7%6.2%11.5164.5%4.4%
65Δ10.2266.2%5.2%11.7864.7%3.6%
70Δ9.9667.1%4.2%12.0664.6%2.8%
75Δ9.6169.7%3.5%12.3763.0%2.1%
80Δ9.2672.4%2.7%12.6861.4%1.5%

20Δ

Calls
Pseudo strike
12.73
IV
62.7%
B/E move
20.1%
Puts
Pseudo strike
9.23
IV
74.7%
B/E move
16.8%

25Δ

Calls
Pseudo strike
12.37
IV
62.6%
B/E move
17.3%
Puts
Pseudo strike
9.58
IV
71.9%
B/E move
14.3%

30Δ

Calls
Pseudo strike
12.00
IV
62.5%
B/E move
14.5%
Puts
Pseudo strike
9.94
IV
69.1%
B/E move
11.7%

35Δ

Calls
Pseudo strike
11.74
IV
63.0%
B/E move
12.9%
Puts
Pseudo strike
10.21
IV
67.7%
B/E move
10.2%

40Δ

Calls
Pseudo strike
11.48
IV
63.5%
B/E move
11.4%
Puts
Pseudo strike
10.46
IV
66.5%
B/E move
8.8%

45Δ

Calls
Pseudo strike
11.23
IV
64.0%
B/E move
9.8%
Puts
Pseudo strike
10.71
IV
65.4%
B/E move
7.5%

50Δ

Calls
Pseudo strike
10.97
IV
64.5%
B/E move
8.3%
Puts
Pseudo strike
10.97
IV
64.3%
B/E move
6.1%

55Δ

Calls
Pseudo strike
10.72
IV
65.1%
B/E move
7.3%
Puts
Pseudo strike
11.24
IV
64.3%
B/E move
5.2%

60Δ

Calls
Pseudo strike
10.47
IV
65.7%
B/E move
6.2%
Puts
Pseudo strike
11.51
IV
64.5%
B/E move
4.4%

65Δ

Calls
Pseudo strike
10.22
IV
66.2%
B/E move
5.2%
Puts
Pseudo strike
11.78
IV
64.7%
B/E move
3.6%

70Δ

Calls
Pseudo strike
9.96
IV
67.1%
B/E move
4.2%
Puts
Pseudo strike
12.06
IV
64.6%
B/E move
2.8%

75Δ

Calls
Pseudo strike
9.61
IV
69.7%
B/E move
3.5%
Puts
Pseudo strike
12.37
IV
63.0%
B/E move
2.1%

80Δ

Calls
Pseudo strike
9.26
IV
72.4%
B/E move
2.7%
Puts
Pseudo strike
12.68
IV
61.4%
B/E move
1.5%

Options history

No recorded observations