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Similarweb Ltd. SMWB

TECHNOLOGY · SOFTWARE - APPLICATION
i

Market dataready · fetched 2026-11-13T02:53:38.567Z

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 · 2026-11-13T00:00:00.002872663Z

FundamentalsAlpha Vantage · ready · quarter 2026-06-30 · fetched 2026-11-13T02:53:38.131754+00:00

Share price$7.96
1D+1.9%
AH$7.82$7.90$7.98$8.05$8.135:30 AM6:30 AM9:00 AM1:00 PM2:00 PMSMWB
Sold putSold callAH

Similarweb Ltd. options

Live interpolated SMWB call and put midpoint premiums by absolute delta.Similarweb Ltd.$0.32$0.83$1.34$1.85$2.36$5.26$6.19$7.13$8.06$9.0020Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ20Δ C unavailable: no unambiguous, price-consistent delta bracketC —OPTION PRICELive SMWB spot · $7.96SMWB PRICE$0.38$0.47$0.54$0.58$0.62$0.66$0.70$0.74$0.79$1.14$1.68$2.21$0.53$0.55$0.57$0.60$0.74$0.92$1.10$1.28$1.45$1.63$1.81$1.98$2.16
PutsExpensive3.29×
Calls——
Skew——
Implied moveBearish±$1.76
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ5.65362.9%35.7%
25Δ10.92241.0%41.9%6.23305.9%28.6%
30Δ10.35246.9%35.9%6.81248.8%21.6%
35Δ9.85242.7%30.6%7.39191.7%14.6%
40Δ9.48223.0%26.4%7.73179.1%12.3%
45Δ9.11203.3%22.3%8.00176.3%11.0%
50Δ8.74183.6%18.2%8.28173.6%9.8%
55Δ8.37163.9%14.0%8.56170.8%8.5%
60Δ8.00144.2%9.9%8.83168.0%7.3%
65Δ7.63124.5%5.8%9.11165.3%6.0%
70Δ7.14145.9%4.1%9.38162.5%4.8%
75Δ6.59190.4%3.8%9.66159.7%3.5%
80Δ6.03234.9%3.5%9.94157.0%2.3%

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
5.65
IV
362.9%
B/E move
35.7%

25Δ

Calls
Pseudo strike
10.92
IV
241.0%
B/E move
41.9%
Puts
Pseudo strike
6.23
IV
305.9%
B/E move
28.6%

30Δ

Calls
Pseudo strike
10.35
IV
246.9%
B/E move
35.9%
Puts
Pseudo strike
6.81
IV
248.8%
B/E move
21.6%

35Δ

Calls
Pseudo strike
9.85
IV
242.7%
B/E move
30.6%
Puts
Pseudo strike
7.39
IV
191.7%
B/E move
14.6%

40Δ

Calls
Pseudo strike
9.48
IV
223.0%
B/E move
26.4%
Puts
Pseudo strike
7.73
IV
179.1%
B/E move
12.3%

45Δ

Calls
Pseudo strike
9.11
IV
203.3%
B/E move
22.3%
Puts
Pseudo strike
8.00
IV
176.3%
B/E move
11.0%

50Δ

Calls
Pseudo strike
8.74
IV
183.6%
B/E move
18.2%
Puts
Pseudo strike
8.28
IV
173.6%
B/E move
9.8%

55Δ

Calls
Pseudo strike
8.37
IV
163.9%
B/E move
14.0%
Puts
Pseudo strike
8.56
IV
170.8%
B/E move
8.5%

60Δ

Calls
Pseudo strike
8.00
IV
144.2%
B/E move
9.9%
Puts
Pseudo strike
8.83
IV
168.0%
B/E move
7.3%

65Δ

Calls
Pseudo strike
7.63
IV
124.5%
B/E move
5.8%
Puts
Pseudo strike
9.11
IV
165.3%
B/E move
6.0%

70Δ

Calls
Pseudo strike
7.14
IV
145.9%
B/E move
4.1%
Puts
Pseudo strike
9.38
IV
162.5%
B/E move
4.8%

75Δ

Calls
Pseudo strike
6.59
IV
190.4%
B/E move
3.8%
Puts
Pseudo strike
9.66
IV
159.7%
B/E move
3.5%

80Δ

Calls
Pseudo strike
6.03
IV
234.9%
B/E move
3.5%
Puts
Pseudo strike
9.94
IV
157.0%
B/E move
2.3%

Options history

IV · four-Friday blend81.81%
Daily EOD
SMWB69.8%79.0%88.2%2026-10-19: 77.86%2026-10-20: 74.50%2026-10-21: 79.21%2026-10-22: 80.05%2026-10-23: 71.11%2026-10-26: 86.96%2026-10-27: 81.81%Oct 19Oct 22Oct 27
7 observations2026-10-19 — 2026-10-27
Table
DateIV (%)
77.86%
74.50%
79.21%
80.05%
71.11%
86.96%
81.81%