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Somnigroup International Inc. SGI

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Market datapartial · fetched 2026-10-22T23:45:01.765Z

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 · 2026-10-22T23:00:00.000939659Z

FundamentalsAlpha Vantage · unavailable

Share price$65.99
1D+4.6%
AH$62.73$63.60$64.48$65.36$66.235:30 AM6:30 AM9:00 AM1:00 PM2:00 PMSGI
Sold putSold callAH

Somnigroup International Inc. options

Live interpolated SGI call and put midpoint premiums by absolute delta.Somnigroup International Inc.$0.69$4.42$8.15$11.89$15.62$51.62$58.44$65.25$72.07$78.8920Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive SGI spot · $65.99SGI PRICE$1.09$1.45$1.88$2.32$2.77$3.20$3.70$4.31$4.96$5.65$6.45$7.36$8.64$1.51$2.01$2.50$3.00$3.58$4.23$4.96$5.87$6.88$8.45$9.95$11.99$14.54
PutsExpensive1.75×
CallsExpensive1.49×
SkewBearish+7.93 pp
Implied moveBearish±$8.66
TiltBearish19.3% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ76.7956.0%18.0%57.5466.4%15.1%
25Δ74.5755.9%15.2%59.4065.7%13.0%
30Δ73.0257.3%13.5%61.1663.9%11.1%
35Δ71.4457.5%11.8%62.8361.9%9.3%
40Δ69.8657.0%10.1%64.3060.7%8.0%
45Δ68.3855.3%8.5%65.7460.1%6.8%
50Δ66.9854.4%7.1%67.1459.8%5.8%
55Δ65.7054.7%6.1%68.6260.0%4.9%
60Δ64.4254.6%5.1%70.1660.7%4.1%
65Δ63.1454.1%4.3%72.1363.8%3.5%
70Δ61.8253.8%3.5%74.0864.6%2.8%
75Δ60.4453.7%2.7%76.5566.1%2.2%
80Δ58.7654.7%2.1%79.4768.7%1.6%

20Δ

Calls
Pseudo strike
76.79
IV
56.0%
B/E move
18.0%
Puts
Pseudo strike
57.54
IV
66.4%
B/E move
15.1%

25Δ

Calls
Pseudo strike
74.57
IV
55.9%
B/E move
15.2%
Puts
Pseudo strike
59.40
IV
65.7%
B/E move
13.0%

30Δ

Calls
Pseudo strike
73.02
IV
57.3%
B/E move
13.5%
Puts
Pseudo strike
61.16
IV
63.9%
B/E move
11.1%

35Δ

Calls
Pseudo strike
71.44
IV
57.5%
B/E move
11.8%
Puts
Pseudo strike
62.83
IV
61.9%
B/E move
9.3%

40Δ

Calls
Pseudo strike
69.86
IV
57.0%
B/E move
10.1%
Puts
Pseudo strike
64.30
IV
60.7%
B/E move
8.0%

45Δ

Calls
Pseudo strike
68.38
IV
55.3%
B/E move
8.5%
Puts
Pseudo strike
65.74
IV
60.1%
B/E move
6.8%

50Δ

Calls
Pseudo strike
66.98
IV
54.4%
B/E move
7.1%
Puts
Pseudo strike
67.14
IV
59.8%
B/E move
5.8%

55Δ

Calls
Pseudo strike
65.70
IV
54.7%
B/E move
6.1%
Puts
Pseudo strike
68.62
IV
60.0%
B/E move
4.9%

60Δ

Calls
Pseudo strike
64.42
IV
54.6%
B/E move
5.1%
Puts
Pseudo strike
70.16
IV
60.7%
B/E move
4.1%

65Δ

Calls
Pseudo strike
63.14
IV
54.1%
B/E move
4.3%
Puts
Pseudo strike
72.13
IV
63.8%
B/E move
3.5%

70Δ

Calls
Pseudo strike
61.82
IV
53.8%
B/E move
3.5%
Puts
Pseudo strike
74.08
IV
64.6%
B/E move
2.8%

75Δ

Calls
Pseudo strike
60.44
IV
53.7%
B/E move
2.7%
Puts
Pseudo strike
76.55
IV
66.1%
B/E move
2.2%

80Δ

Calls
Pseudo strike
58.76
IV
54.7%
B/E move
2.1%
Puts
Pseudo strike
79.47
IV
68.7%
B/E move
1.6%

Options history

No recorded observations