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Surgery Partners, Inc. Common Stock SGRY

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Market datapartial · fetched 2026-10-23T19:41:17.244Z

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 · 2026-10-23T19:41:00.820618756Z

FundamentalsAlpha Vantage · unavailable

Share price$15.81
1D-0.0%
$15.63$15.77$15.92$16.06$16.205:30 AM6:30 AM9:00 AM1:00 PMSGRY
Sold putSold call

Surgery Partners, Inc. Common Stock options

Live interpolated SGRY call and put midpoint premiums by absolute delta.Surgery Partners, Inc. Common Stock$0.25$1.02$1.79$2.57$3.34$12.16$14.03$15.90$17.76$19.6320Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive SGRY spot · $15.81SGRY PRICE$0.33$0.43$0.53$0.65$0.83$1.01$1.18$1.36$1.53$1.72$2.05$2.38$2.72$0.43$0.55$0.68$0.80$1.00$1.20$1.41$1.61$1.81$2.01$2.28$2.70$3.12
PutsExpensive1.45×
CallsExpensive1.48×
SkewBullish-3.89 pp
Implied moveBearish±$2.59
TiltBearish7.9% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ19.4073.9%24.8%13.3876.4%18.1%
25Δ18.7071.8%21.0%13.9274.1%15.4%
30Δ17.9969.7%17.2%14.4671.8%12.8%
35Δ17.3868.5%14.1%15.0069.5%10.2%
40Δ16.9869.1%12.6%15.3768.5%9.1%
45Δ16.5869.7%11.2%15.7567.5%8.0%
50Δ16.1870.4%9.8%16.1266.5%6.9%
55Δ15.7871.0%8.4%16.5065.5%5.8%
60Δ15.3871.6%7.0%16.8764.5%4.7%
65Δ14.9772.2%5.6%17.2463.4%3.7%
70Δ14.5171.3%4.7%17.6662.2%2.7%
75Δ14.0470.5%3.9%18.1760.5%2.1%
80Δ13.5769.6%3.0%18.6858.7%1.6%

20Δ

Calls
Pseudo strike
19.40
IV
73.9%
B/E move
24.8%
Puts
Pseudo strike
13.38
IV
76.4%
B/E move
18.1%

25Δ

Calls
Pseudo strike
18.70
IV
71.8%
B/E move
21.0%
Puts
Pseudo strike
13.92
IV
74.1%
B/E move
15.4%

30Δ

Calls
Pseudo strike
17.99
IV
69.7%
B/E move
17.2%
Puts
Pseudo strike
14.46
IV
71.8%
B/E move
12.8%

35Δ

Calls
Pseudo strike
17.38
IV
68.5%
B/E move
14.1%
Puts
Pseudo strike
15.00
IV
69.5%
B/E move
10.2%

40Δ

Calls
Pseudo strike
16.98
IV
69.1%
B/E move
12.6%
Puts
Pseudo strike
15.37
IV
68.5%
B/E move
9.1%

45Δ

Calls
Pseudo strike
16.58
IV
69.7%
B/E move
11.2%
Puts
Pseudo strike
15.75
IV
67.5%
B/E move
8.0%

50Δ

Calls
Pseudo strike
16.18
IV
70.4%
B/E move
9.8%
Puts
Pseudo strike
16.12
IV
66.5%
B/E move
6.9%

55Δ

Calls
Pseudo strike
15.78
IV
71.0%
B/E move
8.4%
Puts
Pseudo strike
16.50
IV
65.5%
B/E move
5.8%

60Δ

Calls
Pseudo strike
15.38
IV
71.6%
B/E move
7.0%
Puts
Pseudo strike
16.87
IV
64.5%
B/E move
4.7%

65Δ

Calls
Pseudo strike
14.97
IV
72.2%
B/E move
5.6%
Puts
Pseudo strike
17.24
IV
63.4%
B/E move
3.7%

70Δ

Calls
Pseudo strike
14.51
IV
71.3%
B/E move
4.7%
Puts
Pseudo strike
17.66
IV
62.2%
B/E move
2.7%

75Δ

Calls
Pseudo strike
14.04
IV
70.5%
B/E move
3.9%
Puts
Pseudo strike
18.17
IV
60.5%
B/E move
2.1%

80Δ

Calls
Pseudo strike
13.57
IV
69.6%
B/E move
3.0%
Puts
Pseudo strike
18.68
IV
58.7%
B/E move
1.6%

Options history

No recorded observations