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Super Group (SGHC) Limited SGHC

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Market datapartial · fetched 2026-10-23T02:22:12.122Z

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 · 2026-10-22T23:00:00.002512414Z

FundamentalsAlpha Vantage · unavailable

Share price$11.35
1D+1.4%
AH$11.15$11.23$11.31$11.38$11.465:30 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$0.13$0.74$1.35$1.96$2.56$8.80$10.08$11.37$12.66$13.9420Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive SGHC spot · $11.35SGHC PRICE$0.20$0.26$0.34$0.41$0.49$0.59$0.70$0.81$0.92$1.09$1.29$1.49$1.72$0.28$0.37$0.45$0.54$0.63$0.77$0.91$1.05$1.23$1.49$1.76$2.05$2.39
PutsFair1.02×
CallsCheap0.91×
SkewBearish+4.45 pp
Implied moveBearish±$1.61
TiltBearish14.8% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ13.3359.1%19.2%9.7970.8%16.2%
25Δ12.9459.6%16.4%10.1569.1%13.8%
30Δ12.6459.3%14.4%10.4666.6%11.8%
35Δ12.3459.0%12.4%10.7764.0%9.9%
40Δ12.0458.7%10.4%11.0662.0%8.1%
45Δ11.7958.8%9.1%11.3161.9%7.1%
50Δ11.5558.9%8.0%11.5761.8%6.1%
55Δ11.3159.0%6.8%11.8261.7%5.1%
60Δ11.0759.2%5.6%12.1062.1%4.2%
65Δ10.7960.3%4.7%12.4463.6%3.5%
70Δ10.5161.8%4.0%12.7865.1%2.9%
75Δ10.2363.3%3.2%13.1565.8%2.2%
80Δ9.9164.7%2.5%13.5665.0%1.6%

20Δ

Calls
Pseudo strike
13.33
IV
59.1%
B/E move
19.2%
Puts
Pseudo strike
9.79
IV
70.8%
B/E move
16.2%

25Δ

Calls
Pseudo strike
12.94
IV
59.6%
B/E move
16.4%
Puts
Pseudo strike
10.15
IV
69.1%
B/E move
13.8%

30Δ

Calls
Pseudo strike
12.64
IV
59.3%
B/E move
14.4%
Puts
Pseudo strike
10.46
IV
66.6%
B/E move
11.8%

35Δ

Calls
Pseudo strike
12.34
IV
59.0%
B/E move
12.4%
Puts
Pseudo strike
10.77
IV
64.0%
B/E move
9.9%

40Δ

Calls
Pseudo strike
12.04
IV
58.7%
B/E move
10.4%
Puts
Pseudo strike
11.06
IV
62.0%
B/E move
8.1%

45Δ

Calls
Pseudo strike
11.79
IV
58.8%
B/E move
9.1%
Puts
Pseudo strike
11.31
IV
61.9%
B/E move
7.1%

50Δ

Calls
Pseudo strike
11.55
IV
58.9%
B/E move
8.0%
Puts
Pseudo strike
11.57
IV
61.8%
B/E move
6.1%

55Δ

Calls
Pseudo strike
11.31
IV
59.0%
B/E move
6.8%
Puts
Pseudo strike
11.82
IV
61.7%
B/E move
5.1%

60Δ

Calls
Pseudo strike
11.07
IV
59.2%
B/E move
5.6%
Puts
Pseudo strike
12.10
IV
62.1%
B/E move
4.2%

65Δ

Calls
Pseudo strike
10.79
IV
60.3%
B/E move
4.7%
Puts
Pseudo strike
12.44
IV
63.6%
B/E move
3.5%

70Δ

Calls
Pseudo strike
10.51
IV
61.8%
B/E move
4.0%
Puts
Pseudo strike
12.78
IV
65.1%
B/E move
2.9%

75Δ

Calls
Pseudo strike
10.23
IV
63.3%
B/E move
3.2%
Puts
Pseudo strike
13.15
IV
65.8%
B/E move
2.2%

80Δ

Calls
Pseudo strike
9.91
IV
64.7%
B/E move
2.5%
Puts
Pseudo strike
13.56
IV
65.0%
B/E move
1.6%

Options history

No recorded observations