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SimilarWeb Ltd SMWB

TECHNOLOGY · SOFTWARE - APPLICATION
i

Market dataready · fetched 2026-10-23T16:38:04.099Z

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 · 2026-10-23T16:31:56.413373991Z

FundamentalsAlpha Vantage · ready · quarter 2026-06-30 · fetched 2026-10-23T16:38:03.523314+00:00

Share price$8.75
1D-0.3%
$8.67$8.71$8.76$8.81$8.855:30 AM6:30 AM9:00 AM1:00 PMSMWB
Sold putSold call

SimilarWeb Ltd options

Live interpolated SMWB call and put midpoint premiums by absolute delta.SimilarWeb Ltd$0.14$0.87$1.61$2.35$3.08$6.23$7.47$8.70$9.93$11.1620Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive SMWB spot · $8.75SMWB PRICE$0.22$0.28$0.33$0.43$0.55$0.67$0.79$0.91$1.02$1.14$1.26$1.38$1.50$0.38$0.51$0.64$0.78$0.91$1.04$1.17$1.31$1.44$1.72$2.87
PutsExpensive1.47×
CallsExpensive1.17×
SkewBearish+4.31 pp
Implied moveBearish±$1.83
TiltBearish9.9% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ11.4789.9%33.6%
25Δ10.8385.4%26.9%7.6686.3%16.8%
30Δ10.1980.8%20.3%7.9285.3%15.3%
35Δ9.8279.3%17.2%8.1984.2%13.8%
40Δ9.5679.0%15.6%8.4583.2%12.3%
45Δ9.3178.7%14.0%8.7282.2%10.8%
50Δ9.0578.4%12.4%8.9881.2%9.2%
55Δ8.7978.1%10.8%9.2580.1%7.7%
60Δ8.5477.8%9.2%9.5179.1%6.2%
65Δ8.2877.5%7.7%9.7778.1%4.7%
70Δ8.0277.2%6.1%10.1780.5%3.4%
75Δ7.7676.8%4.5%11.35103.2%3.1%
80Δ7.5176.5%2.9%

20Δ

Calls
Pseudo strike
11.47
IV
89.9%
B/E move
33.6%
Puts
Pseudo strike
IV
B/E move

25Δ

Calls
Pseudo strike
10.83
IV
85.4%
B/E move
26.9%
Puts
Pseudo strike
7.66
IV
86.3%
B/E move
16.8%

30Δ

Calls
Pseudo strike
10.19
IV
80.8%
B/E move
20.3%
Puts
Pseudo strike
7.92
IV
85.3%
B/E move
15.3%

35Δ

Calls
Pseudo strike
9.82
IV
79.3%
B/E move
17.2%
Puts
Pseudo strike
8.19
IV
84.2%
B/E move
13.8%

40Δ

Calls
Pseudo strike
9.56
IV
79.0%
B/E move
15.6%
Puts
Pseudo strike
8.45
IV
83.2%
B/E move
12.3%

45Δ

Calls
Pseudo strike
9.31
IV
78.7%
B/E move
14.0%
Puts
Pseudo strike
8.72
IV
82.2%
B/E move
10.8%

50Δ

Calls
Pseudo strike
9.05
IV
78.4%
B/E move
12.4%
Puts
Pseudo strike
8.98
IV
81.2%
B/E move
9.2%

55Δ

Calls
Pseudo strike
8.79
IV
78.1%
B/E move
10.8%
Puts
Pseudo strike
9.25
IV
80.1%
B/E move
7.7%

60Δ

Calls
Pseudo strike
8.54
IV
77.8%
B/E move
9.2%
Puts
Pseudo strike
9.51
IV
79.1%
B/E move
6.2%

65Δ

Calls
Pseudo strike
8.28
IV
77.5%
B/E move
7.7%
Puts
Pseudo strike
9.77
IV
78.1%
B/E move
4.7%

70Δ

Calls
Pseudo strike
8.02
IV
77.2%
B/E move
6.1%
Puts
Pseudo strike
10.17
IV
80.5%
B/E move
3.4%

75Δ

Calls
Pseudo strike
7.76
IV
76.8%
B/E move
4.5%
Puts
Pseudo strike
11.35
IV
103.2%
B/E move
3.1%

80Δ

Calls
Pseudo strike
7.51
IV
76.5%
B/E move
2.9%
Puts
Pseudo strike
IV
B/E move

Options history

No recorded observations