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Synopsys Inc SNPS

TECHNOLOGY · SOFTWARE - INFRASTRUCTURE
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Market dataready · fetched 2026-10-15T20:03:00.672Z

Delta surfaceAlpaca · derived absolute-delta buckets · 2026-10-16

Calculation methodology

PriceAlpaca · sip · 2026-10-15T20:00:29.786308981Z

FundamentalsAlpha Vantage · quarter 2026-07-31 · fetched 2026-10-15T19:57:18.562746+00:00

Share price$468.11
1D-0.9%
AH$454$459$465$470$4755:30 AM6:30 AM9:00 AM1:00 PM2:00 PMSNPS
Sold putSold callAH

Synopsys Inc options

Live interpolated SNPS call and put midpoint premiums by absolute delta.Synopsys Inc$1.63$4.63$7.63$10.64$13.64$447.22$456.73$466.24$475.75$485.2520Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔATM · $468.11OPTION PRICELive SNPS spot · $468.11SNPS PRICE$1.95$2.42$2.52$2.94$3.57$4.27$5.32$6.15$6.76$7.61$8.66$10.07$11.72$2.30$3.09$3.02$4.05$4.90$5.41$6.02$7.03$8.85$8.97$9.09$11.78$12.77
PutsCheap0.91×
CallsExpensive1.12×
SkewBearish+9.31 pp
Implied moveBearish±$11.35
TiltBearish8.3% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ483.6172.3%3.7%451.4883.7%4.0%
25Δ479.7467.4%3.0%454.8983.2%3.5%
30Δ475.4955.0%2.1%460.4163.1%2.3%
35Δ473.2551.6%1.7%462.0968.3%2.2%
40Δ471.5651.6%1.5%464.2068.6%1.9%
45Δ469.9452.1%1.3%466.3964.0%1.5%
50Δ468.3155.0%1.2%468.3860.3%1.2%
55Δ466.7055.0%1.0%470.2860.2%1.0%
60Δ465.1152.2%0.8%472.5265.6%0.9%
65Δ463.5550.8%0.7%473.7058.3%0.7%
70Δ461.8850.2%0.5%474.8851.0%0.5%
75Δ459.9850.9%0.4%477.8856.9%0.4%
80Δ457.8651.2%0.3%479.4753.3%0.3%

20Δ

Calls
Pseudo strike
483.61
IV
72.3%
B/E move
3.7%
Puts
Pseudo strike
451.48
IV
83.7%
B/E move
4.0%

25Δ

Calls
Pseudo strike
479.74
IV
67.4%
B/E move
3.0%
Puts
Pseudo strike
454.89
IV
83.2%
B/E move
3.5%

30Δ

Calls
Pseudo strike
475.49
IV
55.0%
B/E move
2.1%
Puts
Pseudo strike
460.41
IV
63.1%
B/E move
2.3%

35Δ

Calls
Pseudo strike
473.25
IV
51.6%
B/E move
1.7%
Puts
Pseudo strike
462.09
IV
68.3%
B/E move
2.2%

40Δ

Calls
Pseudo strike
471.56
IV
51.6%
B/E move
1.5%
Puts
Pseudo strike
464.20
IV
68.6%
B/E move
1.9%

45Δ

Calls
Pseudo strike
469.94
IV
52.1%
B/E move
1.3%
Puts
Pseudo strike
466.39
IV
64.0%
B/E move
1.5%

50Δ

Calls
Pseudo strike
468.31
IV
55.0%
B/E move
1.2%
Puts
Pseudo strike
468.38
IV
60.3%
B/E move
1.2%

55Δ

Calls
Pseudo strike
466.70
IV
55.0%
B/E move
1.0%
Puts
Pseudo strike
470.28
IV
60.2%
B/E move
1.0%

60Δ

Calls
Pseudo strike
465.11
IV
52.2%
B/E move
0.8%
Puts
Pseudo strike
472.52
IV
65.6%
B/E move
0.9%

65Δ

Calls
Pseudo strike
463.55
IV
50.8%
B/E move
0.7%
Puts
Pseudo strike
473.70
IV
58.3%
B/E move
0.7%

70Δ

Calls
Pseudo strike
461.88
IV
50.2%
B/E move
0.5%
Puts
Pseudo strike
474.88
IV
51.0%
B/E move
0.5%

75Δ

Calls
Pseudo strike
459.98
IV
50.9%
B/E move
0.4%
Puts
Pseudo strike
477.88
IV
56.9%
B/E move
0.4%

80Δ

Calls
Pseudo strike
457.86
IV
51.2%
B/E move
0.3%
Puts
Pseudo strike
479.47
IV
53.3%
B/E move
0.3%