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Surgery Partners, Inc. Common Stock SGRY

HEALTHCARE · MEDICAL CARE FACILITIES
i

Market dataready · fetched 2026-11-13T01:28:22.989Z

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 · 2026-11-12T21:00:00.910603626Z

FundamentalsAlpha Vantage · ready · quarter 2026-09-30 · fetched 2026-11-13T01:23:40.561190+00:00

Share price$26.58
1D+0.0%
AH$26.55$26.60$26.65$26.70$26.755:30 AM6:30 AM9:00 AM1:00 PM2:00 PMSGRY
Sold putSold callAH

Surgery Partners, Inc. Common Stock options

Live interpolated SGRY call and put midpoint premiums by absolute delta.Surgery Partners, Inc. Common Stock$0.14$0.60$1.07$1.54$2.01$22.26$24.58$26.90$29.22$31.5520Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ20Δ C unavailable: no unambiguous, price-consistent delta bracketC —60Δ P unavailable: no unambiguous, price-consistent delta bracketP —65Δ P unavailable: no unambiguous, price-consistent delta bracketP —70Δ P unavailable: no unambiguous, price-consistent delta bracketP —75Δ P unavailable: no unambiguous, price-consistent delta bracketP —80Δ P unavailable: no unambiguous, price-consistent delta bracketP —OPTION PRICELive SGRY spot · $26.58SGRY PRICE$0.19$0.30$0.42$0.54$0.65$0.77$0.88$1.00$1.12$1.23$1.35$1.46$0.50$0.69$0.89$1.09$1.28$1.48$1.68$1.87
Puts——
Calls——
Skew——
Implied moveBearish±$2.44
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ25.5946.0%5.6%
25Δ27.4831.4%4.1%25.8552.3%5.4%
30Δ27.2931.7%3.8%26.1058.6%5.1%
35Δ27.0931.9%3.5%26.3664.9%4.9%
40Δ26.9032.2%3.2%26.6271.2%4.7%
45Δ26.7132.4%2.9%26.8877.5%4.4%
50Δ26.5132.7%2.6%27.1483.8%4.2%
55Δ26.3233.0%2.3%27.4090.1%4.0%
60Δ26.1333.2%2.1%
65Δ25.9333.5%1.8%
70Δ25.7433.8%1.5%
75Δ25.5534.0%1.2%
80Δ25.3534.3%0.9%

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
25.59
IV
46.0%
B/E move
5.6%

25Δ

Calls
Pseudo strike
27.48
IV
31.4%
B/E move
4.1%
Puts
Pseudo strike
25.85
IV
52.3%
B/E move
5.4%

30Δ

Calls
Pseudo strike
27.29
IV
31.7%
B/E move
3.8%
Puts
Pseudo strike
26.10
IV
58.6%
B/E move
5.1%

35Δ

Calls
Pseudo strike
27.09
IV
31.9%
B/E move
3.5%
Puts
Pseudo strike
26.36
IV
64.9%
B/E move
4.9%

40Δ

Calls
Pseudo strike
26.90
IV
32.2%
B/E move
3.2%
Puts
Pseudo strike
26.62
IV
71.2%
B/E move
4.7%

45Δ

Calls
Pseudo strike
26.71
IV
32.4%
B/E move
2.9%
Puts
Pseudo strike
26.88
IV
77.5%
B/E move
4.4%

50Δ

Calls
Pseudo strike
26.51
IV
32.7%
B/E move
2.6%
Puts
Pseudo strike
27.14
IV
83.8%
B/E move
4.2%

55Δ

Calls
Pseudo strike
26.32
IV
33.0%
B/E move
2.3%
Puts
Pseudo strike
27.40
IV
90.1%
B/E move
4.0%

60Δ

Calls
Pseudo strike
26.13
IV
33.2%
B/E move
2.1%
Puts
Pseudo strike
IV
B/E move

65Δ

Calls
Pseudo strike
25.93
IV
33.5%
B/E move
1.8%
Puts
Pseudo strike
IV
B/E move

70Δ

Calls
Pseudo strike
25.74
IV
33.8%
B/E move
1.5%
Puts
Pseudo strike
IV
B/E move

75Δ

Calls
Pseudo strike
25.55
IV
34.0%
B/E move
1.2%
Puts
Pseudo strike
IV
B/E move

80Δ

Calls
Pseudo strike
25.35
IV
34.3%
B/E move
0.9%
Puts
Pseudo strike
IV
B/E move

Options history

IV · four-Friday blend58.58%
Daily EOD
SGRY55.5%57.1%58.8%2026-10-19: 55.69%2026-10-20: 58.22%2026-10-21: 56.91%2026-10-22: 57.71%2026-10-23: 58.58%Oct 19Oct 21Oct 23
5 observations2026-10-19 — 2026-10-23
Table
DateIV (%)
55.69%
58.22%
56.91%
57.71%
58.58%