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Somnigroup International Inc. SGI

CONSUMER CYCLICAL · FURNISHINGS, FIXTURES & APPLIANCES
i

Market dataready · fetched 2026-11-12T01:56:26.227Z

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 · 2026-11-12T00:00:00.001747191Z

FundamentalsAlpha Vantage · ready · quarter 2026-09-30 · fetched 2026-11-12T01:56:25.785968+00:00

Share price$62.49
1D+1.3%
AH$61.37$61.68$62.00$62.31$62.625:30 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.$0.33$1.99$3.65$5.30$6.96$50.74$56.38$62.02$67.66$73.3020Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive SGI spot · $62.49SGI PRICE$0.51$0.67$0.84$1.05$1.28$1.51$1.74$2.05$2.42$2.79$3.16$3.58$4.07$0.59$0.77$0.98$1.22$1.46$1.70$2.00$2.39$2.78$3.17$3.86$4.98$6.49
PutsCheap0.51×
CallsCheap0.52×
SkewBearish+4.47 pp
Implied moveBearish±$3.74
TiltBearish11.6% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ66.8446.8%7.8%58.5950.2%7.2%
25Δ66.0146.6%6.7%59.4350.0%6.1%
30Δ65.1846.3%5.7%60.2049.7%5.2%
35Δ64.5346.2%5.0%60.8449.2%4.6%
40Δ63.9346.2%4.4%61.4748.7%4.0%
45Δ63.3346.1%3.8%62.1148.2%3.3%
50Δ62.7346.0%3.2%62.7448.0%2.8%
55Δ62.1246.1%2.7%63.3748.1%2.4%
60Δ61.5246.3%2.3%64.0048.3%2.0%
65Δ60.9246.5%2.0%64.6348.4%1.7%
70Δ60.3246.8%1.6%65.5150.7%1.3%
75Δ59.6946.0%1.2%66.7656.1%1.1%
80Δ59.0344.1%1.0%68.3962.8%0.9%

20Δ

Calls
Pseudo strike
66.84
IV
46.8%
B/E move
7.8%
Puts
Pseudo strike
58.59
IV
50.2%
B/E move
7.2%

25Δ

Calls
Pseudo strike
66.01
IV
46.6%
B/E move
6.7%
Puts
Pseudo strike
59.43
IV
50.0%
B/E move
6.1%

30Δ

Calls
Pseudo strike
65.18
IV
46.3%
B/E move
5.7%
Puts
Pseudo strike
60.20
IV
49.7%
B/E move
5.2%

35Δ

Calls
Pseudo strike
64.53
IV
46.2%
B/E move
5.0%
Puts
Pseudo strike
60.84
IV
49.2%
B/E move
4.6%

40Δ

Calls
Pseudo strike
63.93
IV
46.2%
B/E move
4.4%
Puts
Pseudo strike
61.47
IV
48.7%
B/E move
4.0%

45Δ

Calls
Pseudo strike
63.33
IV
46.1%
B/E move
3.8%
Puts
Pseudo strike
62.11
IV
48.2%
B/E move
3.3%

50Δ

Calls
Pseudo strike
62.73
IV
46.0%
B/E move
3.2%
Puts
Pseudo strike
62.74
IV
48.0%
B/E move
2.8%

55Δ

Calls
Pseudo strike
62.12
IV
46.1%
B/E move
2.7%
Puts
Pseudo strike
63.37
IV
48.1%
B/E move
2.4%

60Δ

Calls
Pseudo strike
61.52
IV
46.3%
B/E move
2.3%
Puts
Pseudo strike
64.00
IV
48.3%
B/E move
2.0%

65Δ

Calls
Pseudo strike
60.92
IV
46.5%
B/E move
2.0%
Puts
Pseudo strike
64.63
IV
48.4%
B/E move
1.7%

70Δ

Calls
Pseudo strike
60.32
IV
46.8%
B/E move
1.6%
Puts
Pseudo strike
65.51
IV
50.7%
B/E move
1.3%

75Δ

Calls
Pseudo strike
59.69
IV
46.0%
B/E move
1.2%
Puts
Pseudo strike
66.76
IV
56.1%
B/E move
1.1%

80Δ

Calls
Pseudo strike
59.03
IV
44.1%
B/E move
1.0%
Puts
Pseudo strike
68.39
IV
62.8%
B/E move
0.9%

Options history

IV · four-Friday blend54.35%
Daily EOD
SGI49.3%52.0%54.7%2026-10-19: 50.82%2026-10-20: 50.27%2026-10-21: 49.73%2026-10-22: 49.67%2026-10-23: 50.42%2026-10-26: 52.90%2026-10-27: 53.20%2026-10-28: 53.95%2026-10-29: 52.08%2026-10-30: 54.35%Oct 19Oct 23Oct 30
10 observations2026-10-19 — 2026-10-30
Table
DateIV (%)
50.82%
50.27%
49.73%
49.67%
50.42%
52.90%
53.20%
53.95%
52.08%
54.35%