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Shopify Inc SHOP

TECHNOLOGY · SOFTWARE - APPLICATION
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Market dataready · fetched 2026-10-16T01:00:17.101Z

Delta surfaceAlpaca · derived absolute-delta buckets · 2026-11-20

Calculation methodology

PriceAlpaca · sip · 2026-10-15T23:57:10.689587654Z

FundamentalsAlpha Vantage · quarter 2026-06-30 · fetched 2026-10-16T01:00:16.421249+00:00

Share price$177.06
1D+6.1%
AH$163$167$171$175$1795:30 AM6:30 AM9:00 AM1:00 PM2:00 PMSHOP
Sold putSold callAH

Shopify Inc options

Live interpolated SHOP call and put midpoint premiums by absolute delta.Shopify Inc$2.79$12.45$22.12$31.79$41.46$113.14$141.52$169.90$198.28$226.6620Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive SHOP spot · $177.06SHOP PRICE$3.83$5.07$6.53$8.06$9.77$11.57$13.57$15.81$18.24$20.87$24.00$27.87$31.96$4.63$6.23$7.95$9.99$12.10$14.12$16.51$19.55$22.75$25.99$30.02$33.99$38.67
PutsExpensive1.26×
CallsExpensive1.12×
SkewBullish-4.34 pp
Implied moveBearish±$30.08
TiltBearish10.3% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ217.7067.8%25.1%152.1667.0%16.7%
25Δ209.8267.6%21.4%157.6267.1%14.5%
30Δ203.6868.2%18.7%162.7466.8%12.6%
35Δ197.7868.8%16.3%167.5667.3%11.0%
40Δ192.3769.4%14.2%172.2567.2%9.5%
45Δ187.1169.4%12.2%176.9065.7%8.1%
50Δ182.0569.6%10.5%181.5164.9%6.8%
55Δ177.1470.0%9.0%186.3365.5%5.8%
60Δ172.2270.2%7.6%191.2665.5%4.8%
65Δ167.2970.1%6.3%196.2164.5%3.9%
70Δ162.1470.6%5.1%201.6964.1%3.0%
75Δ156.5272.0%4.1%207.0762.6%2.2%
80Δ150.7072.1%3.2%213.0561.1%1.5%

20Δ

Calls
Pseudo strike
217.70
IV
67.8%
B/E move
25.1%
Puts
Pseudo strike
152.16
IV
67.0%
B/E move
16.7%

25Δ

Calls
Pseudo strike
209.82
IV
67.6%
B/E move
21.4%
Puts
Pseudo strike
157.62
IV
67.1%
B/E move
14.5%

30Δ

Calls
Pseudo strike
203.68
IV
68.2%
B/E move
18.7%
Puts
Pseudo strike
162.74
IV
66.8%
B/E move
12.6%

35Δ

Calls
Pseudo strike
197.78
IV
68.8%
B/E move
16.3%
Puts
Pseudo strike
167.56
IV
67.3%
B/E move
11.0%

40Δ

Calls
Pseudo strike
192.37
IV
69.4%
B/E move
14.2%
Puts
Pseudo strike
172.25
IV
67.2%
B/E move
9.5%

45Δ

Calls
Pseudo strike
187.11
IV
69.4%
B/E move
12.2%
Puts
Pseudo strike
176.90
IV
65.7%
B/E move
8.1%

50Δ

Calls
Pseudo strike
182.05
IV
69.6%
B/E move
10.5%
Puts
Pseudo strike
181.51
IV
64.9%
B/E move
6.8%

55Δ

Calls
Pseudo strike
177.14
IV
70.0%
B/E move
9.0%
Puts
Pseudo strike
186.33
IV
65.5%
B/E move
5.8%

60Δ

Calls
Pseudo strike
172.22
IV
70.2%
B/E move
7.6%
Puts
Pseudo strike
191.26
IV
65.5%
B/E move
4.8%

65Δ

Calls
Pseudo strike
167.29
IV
70.1%
B/E move
6.3%
Puts
Pseudo strike
196.21
IV
64.5%
B/E move
3.9%

70Δ

Calls
Pseudo strike
162.14
IV
70.6%
B/E move
5.1%
Puts
Pseudo strike
201.69
IV
64.1%
B/E move
3.0%

75Δ

Calls
Pseudo strike
156.52
IV
72.0%
B/E move
4.1%
Puts
Pseudo strike
207.07
IV
62.6%
B/E move
2.2%

80Δ

Calls
Pseudo strike
150.70
IV
72.1%
B/E move
3.2%
Puts
Pseudo strike
213.05
IV
61.1%
B/E move
1.5%