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Surgery Partners, Inc. Common Stock SGRY

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Market datapartial · fetched 2026-10-22T23:10:16.272Z

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 · 2026-10-22T20:23:35.860838339Z

FundamentalsAlpha Vantage · unavailable

Share price$15.45
1D-0.3%
AH$15.33$15.50$15.68$15.86$16.035:30 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$0.25$1.11$1.96$2.81$3.66$12.31$14.16$16.02$17.87$19.7320Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive SGRY spot · $15.45SGRY PRICE$0.35$0.45$0.56$0.72$0.90$1.08$1.26$1.44$1.62$2.06$2.51$2.97$3.42$0.38$0.49$0.59$0.69$0.81$0.96$1.12$1.27$1.43$1.58$1.74$1.89$2.05
PutsExpensive1.21×
CallsExpensive1.76×
SkewBullish-26.21 pp
Implied moveBullish±$2.37
TiltBullish12.6% CALL
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ19.1976.3%26.5%13.1472.0%17.4%
25Δ18.4775.5%22.5%13.6368.5%14.9%
30Δ17.7674.7%18.6%14.1265.0%12.4%
35Δ17.2275.1%16.1%14.6161.6%9.9%
40Δ16.7876.0%14.4%15.0658.4%7.8%
45Δ16.3477.0%12.7%15.3456.5%6.9%
50Δ15.9077.9%11.0%15.6254.6%6.1%
55Δ15.4678.9%9.3%15.9052.7%5.3%
60Δ15.0179.8%7.7%16.1950.9%4.5%
65Δ14.4385.2%6.7%16.4749.0%3.7%
70Δ13.8390.8%5.8%16.7547.1%2.8%
75Δ13.2496.3%4.9%17.0345.2%2.0%
80Δ12.64101.9%3.9%17.3143.3%1.2%

20Δ

Calls
Pseudo strike
19.19
IV
76.3%
B/E move
26.5%
Puts
Pseudo strike
13.14
IV
72.0%
B/E move
17.4%

25Δ

Calls
Pseudo strike
18.47
IV
75.5%
B/E move
22.5%
Puts
Pseudo strike
13.63
IV
68.5%
B/E move
14.9%

30Δ

Calls
Pseudo strike
17.76
IV
74.7%
B/E move
18.6%
Puts
Pseudo strike
14.12
IV
65.0%
B/E move
12.4%

35Δ

Calls
Pseudo strike
17.22
IV
75.1%
B/E move
16.1%
Puts
Pseudo strike
14.61
IV
61.6%
B/E move
9.9%

40Δ

Calls
Pseudo strike
16.78
IV
76.0%
B/E move
14.4%
Puts
Pseudo strike
15.06
IV
58.4%
B/E move
7.8%

45Δ

Calls
Pseudo strike
16.34
IV
77.0%
B/E move
12.7%
Puts
Pseudo strike
15.34
IV
56.5%
B/E move
6.9%

50Δ

Calls
Pseudo strike
15.90
IV
77.9%
B/E move
11.0%
Puts
Pseudo strike
15.62
IV
54.6%
B/E move
6.1%

55Δ

Calls
Pseudo strike
15.46
IV
78.9%
B/E move
9.3%
Puts
Pseudo strike
15.90
IV
52.7%
B/E move
5.3%

60Δ

Calls
Pseudo strike
15.01
IV
79.8%
B/E move
7.7%
Puts
Pseudo strike
16.19
IV
50.9%
B/E move
4.5%

65Δ

Calls
Pseudo strike
14.43
IV
85.2%
B/E move
6.7%
Puts
Pseudo strike
16.47
IV
49.0%
B/E move
3.7%

70Δ

Calls
Pseudo strike
13.83
IV
90.8%
B/E move
5.8%
Puts
Pseudo strike
16.75
IV
47.1%
B/E move
2.8%

75Δ

Calls
Pseudo strike
13.24
IV
96.3%
B/E move
4.9%
Puts
Pseudo strike
17.03
IV
45.2%
B/E move
2.0%

80Δ

Calls
Pseudo strike
12.64
IV
101.9%
B/E move
3.9%
Puts
Pseudo strike
17.31
IV
43.3%
B/E move
1.2%

Options history

No recorded observations