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Super Group (SGHC) Limited SGHC

CONSUMER CYCLICAL · GAMBLING
i

Market dataready · fetched 2026-11-13T02:13:58.600Z

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 · 2026-11-13T00:00:00.002656172Z

FundamentalsAlpha Vantage · ready · quarter 2026-09-30 · fetched 2026-11-13T02:13:58.287350+00:00

Share price$11.42
1D-1.3%
AH$11.35$11.41$11.47$11.53$11.595:30 AM6:30 AM9:00 AM1:00 PM2:00 PMSGHC
Sold putSold callAH

Super Group (SGHC) Limited options

Live interpolated SGHC call and put midpoint premiums by absolute delta.Super Group (SGHC) Limited$0.05$0.27$0.50$0.72$0.94$10.03$10.68$11.33$11.98$12.6320Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ20Δ P unavailable: no unambiguous, price-consistent delta bracketP —25Δ P unavailable: no unambiguous, price-consistent delta bracketP —OPTION PRICELive SGHC spot · $11.42SGHC PRICE$0.07$0.11$0.16$0.20$0.25$0.29$0.34$0.38$0.43$0.47$0.52$0.62$0.88$0.15$0.20$0.24$0.29$0.34$0.38$0.43$0.47$0.52$0.56$0.61
Puts——
CallsCheap0.74×
Skew——
Implied moveBalanced±$0.67
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ12.0741.3%6.3%
25Δ11.9239.7%5.4%
30Δ11.8340.1%4.9%11.0643.4%4.5%
35Δ11.7340.4%4.5%11.1542.6%4.1%
40Δ11.6440.8%4.1%11.2441.7%3.7%
45Δ11.5441.1%3.6%11.3340.9%3.3%
50Δ11.4541.5%3.2%11.4240.1%2.9%
55Δ11.3541.8%2.8%11.5139.2%2.5%
60Δ11.2642.2%2.3%11.6038.4%2.1%
65Δ11.1642.5%1.9%11.6937.6%1.7%
70Δ11.0742.9%1.5%11.7836.7%1.4%
75Δ10.9245.0%1.1%11.8735.9%1.0%
80Δ10.6552.0%0.9%11.9635.1%0.6%

20Δ

Calls
Pseudo strike
12.07
IV
41.3%
B/E move
6.3%
Puts
Pseudo strike
IV
B/E move

25Δ

Calls
Pseudo strike
11.92
IV
39.7%
B/E move
5.4%
Puts
Pseudo strike
IV
B/E move

30Δ

Calls
Pseudo strike
11.83
IV
40.1%
B/E move
4.9%
Puts
Pseudo strike
11.06
IV
43.4%
B/E move
4.5%

35Δ

Calls
Pseudo strike
11.73
IV
40.4%
B/E move
4.5%
Puts
Pseudo strike
11.15
IV
42.6%
B/E move
4.1%

40Δ

Calls
Pseudo strike
11.64
IV
40.8%
B/E move
4.1%
Puts
Pseudo strike
11.24
IV
41.7%
B/E move
3.7%

45Δ

Calls
Pseudo strike
11.54
IV
41.1%
B/E move
3.6%
Puts
Pseudo strike
11.33
IV
40.9%
B/E move
3.3%

50Δ

Calls
Pseudo strike
11.45
IV
41.5%
B/E move
3.2%
Puts
Pseudo strike
11.42
IV
40.1%
B/E move
2.9%

55Δ

Calls
Pseudo strike
11.35
IV
41.8%
B/E move
2.8%
Puts
Pseudo strike
11.51
IV
39.2%
B/E move
2.5%

60Δ

Calls
Pseudo strike
11.26
IV
42.2%
B/E move
2.3%
Puts
Pseudo strike
11.60
IV
38.4%
B/E move
2.1%

65Δ

Calls
Pseudo strike
11.16
IV
42.5%
B/E move
1.9%
Puts
Pseudo strike
11.69
IV
37.6%
B/E move
1.7%

70Δ

Calls
Pseudo strike
11.07
IV
42.9%
B/E move
1.5%
Puts
Pseudo strike
11.78
IV
36.7%
B/E move
1.4%

75Δ

Calls
Pseudo strike
10.92
IV
45.0%
B/E move
1.1%
Puts
Pseudo strike
11.87
IV
35.9%
B/E move
1.0%

80Δ

Calls
Pseudo strike
10.65
IV
52.0%
B/E move
0.9%
Puts
Pseudo strike
11.96
IV
35.1%
B/E move
0.6%

Options history

IV · four-Friday blend63.90%
Daily EOD
SGHC50.4%57.7%64.9%2026-10-19: 53.24%2026-10-20: 51.41%2026-10-21: 52.38%2026-10-22: 51.73%2026-10-23: 54.23%2026-10-26: 55.66%2026-10-27: 56.25%2026-10-28: 55.32%2026-10-29: 59.22%2026-10-30: 63.90%Oct 19Oct 23Oct 30
10 observations2026-10-19 — 2026-10-30
Table
DateIV (%)
53.24%
51.41%
52.38%
51.73%
54.23%
55.66%
56.25%
55.32%
59.22%
63.90%