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SharkNinja, Inc. SN

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Market datapartial · fetched 2026-10-22T23:06:56.306Z

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 · 2026-10-22T23:00:00.002816165Z

FundamentalsAlpha Vantage · unavailable

Share price$199.16
1D+1.2%
AH$195$197$198$199$2005:30 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.$2.56$11.94$21.33$30.71$40.09$157.16$178.58$200.00$221.42$242.8420Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive SN spot · $199.16SN PRICE$3.57$4.75$6.06$7.50$9.02$10.81$12.81$14.95$17.34$19.83$23.09$25.91$30.28$4.33$5.77$7.38$8.88$10.73$12.65$14.99$17.57$20.27$23.25$26.39$31.22$37.39
PutsExpensive1.56×
CallsExpensive1.46×
SkewBullish-3.01 pp
Implied moveBearish±$27.80
TiltBearish8.6% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ234.9261.4%19.7%174.6863.3%14.5%
25Δ228.0461.3%16.9%180.0762.9%12.5%
30Δ222.3361.6%14.7%184.9562.8%10.8%
35Δ217.0561.8%12.8%189.7660.9%9.2%
40Δ212.0861.8%11.0%194.1360.5%7.9%
45Δ207.4162.3%9.6%198.3859.7%6.7%
50Δ202.9763.1%8.3%202.6759.4%5.8%
55Δ198.5064.0%7.2%207.0159.5%4.9%
60Δ193.9664.6%6.1%211.4059.3%4.0%
65Δ189.3664.3%5.0%215.9158.5%3.3%
70Δ184.4365.7%4.2%220.5557.8%2.5%
75Δ179.7264.2%3.2%226.5558.4%1.9%
80Δ173.9265.5%2.5%233.8159.8%1.4%

20Δ

Calls
Pseudo strike
234.92
IV
61.4%
B/E move
19.7%
Puts
Pseudo strike
174.68
IV
63.3%
B/E move
14.5%

25Δ

Calls
Pseudo strike
228.04
IV
61.3%
B/E move
16.9%
Puts
Pseudo strike
180.07
IV
62.9%
B/E move
12.5%

30Δ

Calls
Pseudo strike
222.33
IV
61.6%
B/E move
14.7%
Puts
Pseudo strike
184.95
IV
62.8%
B/E move
10.8%

35Δ

Calls
Pseudo strike
217.05
IV
61.8%
B/E move
12.8%
Puts
Pseudo strike
189.76
IV
60.9%
B/E move
9.2%

40Δ

Calls
Pseudo strike
212.08
IV
61.8%
B/E move
11.0%
Puts
Pseudo strike
194.13
IV
60.5%
B/E move
7.9%

45Δ

Calls
Pseudo strike
207.41
IV
62.3%
B/E move
9.6%
Puts
Pseudo strike
198.38
IV
59.7%
B/E move
6.7%

50Δ

Calls
Pseudo strike
202.97
IV
63.1%
B/E move
8.3%
Puts
Pseudo strike
202.67
IV
59.4%
B/E move
5.8%

55Δ

Calls
Pseudo strike
198.50
IV
64.0%
B/E move
7.2%
Puts
Pseudo strike
207.01
IV
59.5%
B/E move
4.9%

60Δ

Calls
Pseudo strike
193.96
IV
64.6%
B/E move
6.1%
Puts
Pseudo strike
211.40
IV
59.3%
B/E move
4.0%

65Δ

Calls
Pseudo strike
189.36
IV
64.3%
B/E move
5.0%
Puts
Pseudo strike
215.91
IV
58.5%
B/E move
3.3%

70Δ

Calls
Pseudo strike
184.43
IV
65.7%
B/E move
4.2%
Puts
Pseudo strike
220.55
IV
57.8%
B/E move
2.5%

75Δ

Calls
Pseudo strike
179.72
IV
64.2%
B/E move
3.2%
Puts
Pseudo strike
226.55
IV
58.4%
B/E move
1.9%

80Δ

Calls
Pseudo strike
173.92
IV
65.5%
B/E move
2.5%
Puts
Pseudo strike
233.81
IV
59.8%
B/E move
1.4%

Options history

No recorded observations