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SharkNinja, Inc. SN

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Market datapartial · fetched 2026-10-22T19:59:42.620Z

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 · 2026-10-22T19:59:42.039503689Z

FundamentalsAlpha Vantage · unavailable

Share price$199.21
1D+1.3%
$195$197$198$199$2005:30 AM6:30 AM9:00 AM1:00 PMSN
Sold putSold call

SharkNinja, Inc. options

Live interpolated SN call and put midpoint premiums by absolute delta.SharkNinja, Inc.$2.55$12.00$21.46$30.91$40.37$157.04$178.51$199.98$221.45$242.9320Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive SN spot · $199.21SN PRICE$3.57$4.75$6.06$7.49$9.00$10.80$12.80$14.92$17.31$19.78$23.05$25.83$30.17$4.34$5.78$7.40$8.89$10.74$12.68$15.03$17.62$20.33$23.32$26.52$31.36$37.64
PutsExpensive1.56×
CallsExpensive1.46×
SkewBullish-2.75 pp
Implied moveBearish±$27.82
TiltBearish8.9% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ234.9361.3%19.7%174.7163.3%14.5%
25Δ228.0561.3%16.9%180.1063.0%12.5%
30Δ222.3561.6%14.7%184.9962.8%10.9%
35Δ217.0861.7%12.7%189.8160.9%9.2%
40Δ212.1261.7%11.0%194.1760.6%7.9%
45Δ207.4562.2%9.6%198.4359.8%6.8%
50Δ203.0063.0%8.3%202.7359.5%5.8%
55Δ198.5463.9%7.2%207.0859.6%4.9%
60Δ194.0264.4%6.1%211.4959.4%4.0%
65Δ189.4364.2%5.0%216.0158.6%3.3%
70Δ184.5065.5%4.2%220.7158.0%2.5%
75Δ179.8364.0%3.2%226.7258.6%1.9%
80Δ174.0665.2%2.5%234.0960.1%1.4%

20Δ

Calls
Pseudo strike
234.93
IV
61.3%
B/E move
19.7%
Puts
Pseudo strike
174.71
IV
63.3%
B/E move
14.5%

25Δ

Calls
Pseudo strike
228.05
IV
61.3%
B/E move
16.9%
Puts
Pseudo strike
180.10
IV
63.0%
B/E move
12.5%

30Δ

Calls
Pseudo strike
222.35
IV
61.6%
B/E move
14.7%
Puts
Pseudo strike
184.99
IV
62.8%
B/E move
10.9%

35Δ

Calls
Pseudo strike
217.08
IV
61.7%
B/E move
12.7%
Puts
Pseudo strike
189.81
IV
60.9%
B/E move
9.2%

40Δ

Calls
Pseudo strike
212.12
IV
61.7%
B/E move
11.0%
Puts
Pseudo strike
194.17
IV
60.6%
B/E move
7.9%

45Δ

Calls
Pseudo strike
207.45
IV
62.2%
B/E move
9.6%
Puts
Pseudo strike
198.43
IV
59.8%
B/E move
6.8%

50Δ

Calls
Pseudo strike
203.00
IV
63.0%
B/E move
8.3%
Puts
Pseudo strike
202.73
IV
59.5%
B/E move
5.8%

55Δ

Calls
Pseudo strike
198.54
IV
63.9%
B/E move
7.2%
Puts
Pseudo strike
207.08
IV
59.6%
B/E move
4.9%

60Δ

Calls
Pseudo strike
194.02
IV
64.4%
B/E move
6.1%
Puts
Pseudo strike
211.49
IV
59.4%
B/E move
4.0%

65Δ

Calls
Pseudo strike
189.43
IV
64.2%
B/E move
5.0%
Puts
Pseudo strike
216.01
IV
58.6%
B/E move
3.3%

70Δ

Calls
Pseudo strike
184.50
IV
65.5%
B/E move
4.2%
Puts
Pseudo strike
220.71
IV
58.0%
B/E move
2.5%

75Δ

Calls
Pseudo strike
179.83
IV
64.0%
B/E move
3.2%
Puts
Pseudo strike
226.72
IV
58.6%
B/E move
1.9%

80Δ

Calls
Pseudo strike
174.06
IV
65.2%
B/E move
2.5%
Puts
Pseudo strike
234.09
IV
60.1%
B/E move
1.4%

Options history

No recorded observations