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SharkNinja, Inc. SN

i

Market dataready · fetched 2026-11-12T00:50:33.534Z

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 · 2026-11-12T00:21:10.708724815Z

FundamentalsSEC EDGAR · ready · as of 2026-09-30 · fetched 2026-11-12T00:50:33.060008+00:00

Share price$229.69
1D+0.3%
AH$225$226$227$228$2295:30 AM6:30 AM9:00 AM1:00 PM2:00 PMSN
Sold putSold callAH

SharkNinja, Inc. options

Live interpolated SN call and put midpoint premiums by absolute delta.SharkNinja, Inc.$0.75$8.94$17.14$25.34$33.54$195.59$214.52$233.45$252.38$271.3120Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive SN spot · $229.69SN PRICE$1.63$2.10$2.69$3.29$3.89$4.49$5.10$5.92$6.78$7.65$8.51$9.38$10.25$2.19$2.87$3.75$4.85$5.94$7.03$8.38$10.33$12.27$14.21$17.67$21.56$31.18
PutsCheap0.76×
CallsCheap0.38×
SkewBearish+21.10 pp
Implied moveBearish±$13.48
TiltBearish33.0% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ243.8140.7%6.9%215.4549.5%7.2%
25Δ240.5040.2%5.6%218.4550.2%6.1%
30Δ238.3139.5%4.9%221.1650.9%5.3%
35Δ236.3238.8%4.3%223.5551.7%4.8%
40Δ234.3338.0%3.7%225.9452.5%4.2%
45Δ232.3337.3%3.1%228.3353.3%3.7%
50Δ230.3436.6%2.5%230.8554.3%3.1%
55Δ228.7335.6%2.2%233.6955.8%2.8%
60Δ227.2034.5%1.9%236.5257.3%2.4%
65Δ225.6733.4%1.6%239.3658.8%2.0%
70Δ224.1332.4%1.3%243.5562.0%1.7%
75Δ222.6031.3%1.0%248.1365.8%1.4%
80Δ221.0730.3%0.7%258.0780.7%1.2%

20Δ

Calls
Pseudo strike
243.81
IV
40.7%
B/E move
6.9%
Puts
Pseudo strike
215.45
IV
49.5%
B/E move
7.2%

25Δ

Calls
Pseudo strike
240.50
IV
40.2%
B/E move
5.6%
Puts
Pseudo strike
218.45
IV
50.2%
B/E move
6.1%

30Δ

Calls
Pseudo strike
238.31
IV
39.5%
B/E move
4.9%
Puts
Pseudo strike
221.16
IV
50.9%
B/E move
5.3%

35Δ

Calls
Pseudo strike
236.32
IV
38.8%
B/E move
4.3%
Puts
Pseudo strike
223.55
IV
51.7%
B/E move
4.8%

40Δ

Calls
Pseudo strike
234.33
IV
38.0%
B/E move
3.7%
Puts
Pseudo strike
225.94
IV
52.5%
B/E move
4.2%

45Δ

Calls
Pseudo strike
232.33
IV
37.3%
B/E move
3.1%
Puts
Pseudo strike
228.33
IV
53.3%
B/E move
3.7%

50Δ

Calls
Pseudo strike
230.34
IV
36.6%
B/E move
2.5%
Puts
Pseudo strike
230.85
IV
54.3%
B/E move
3.1%

55Δ

Calls
Pseudo strike
228.73
IV
35.6%
B/E move
2.2%
Puts
Pseudo strike
233.69
IV
55.8%
B/E move
2.8%

60Δ

Calls
Pseudo strike
227.20
IV
34.5%
B/E move
1.9%
Puts
Pseudo strike
236.52
IV
57.3%
B/E move
2.4%

65Δ

Calls
Pseudo strike
225.67
IV
33.4%
B/E move
1.6%
Puts
Pseudo strike
239.36
IV
58.8%
B/E move
2.0%

70Δ

Calls
Pseudo strike
224.13
IV
32.4%
B/E move
1.3%
Puts
Pseudo strike
243.55
IV
62.0%
B/E move
1.7%

75Δ

Calls
Pseudo strike
222.60
IV
31.3%
B/E move
1.0%
Puts
Pseudo strike
248.13
IV
65.8%
B/E move
1.4%

80Δ

Calls
Pseudo strike
221.07
IV
30.3%
B/E move
0.7%
Puts
Pseudo strike
258.07
IV
80.7%
B/E move
1.2%

Options history

IV · four-Friday blend59.03%
Daily EOD
SN52.0%55.8%59.5%2026-10-19: 52.58%2026-10-20: 52.93%2026-10-21: 52.52%2026-10-22: 53.66%2026-10-23: 54.52%2026-10-26: 54.93%2026-10-27: 54.76%2026-10-28: 55.12%2026-10-29: 54.95%2026-10-30: 59.03%Oct 19Oct 23Oct 30
10 observations2026-10-19 — 2026-10-30
Table
DateIV (%)
52.58%
52.93%
52.52%
53.66%
54.52%
54.93%
54.76%
55.12%
54.95%
59.03%