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Synopsys Inc SNPS

TECHNOLOGY · SOFTWARE - INFRASTRUCTURE
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Market dataready · fetched 2026-10-16T22:55:13.070Z

Delta surfaceAlpaca · derived absolute-delta buckets · 2026-10-23

Calculation methodology

PriceAlpaca · sip · 2026-10-16T22:26:04.158620082Z

FundamentalsAlpha Vantage · quarter 2026-07-31 · fetched 2026-10-16T22:55:12.407448+00:00

Share price$453.50
1D-2.8%
AH$448$454$459$464$4695:30 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$2.39$9.25$16.11$22.98$29.84$407.88$436.57$465.26$493.94$522.6320Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive SNPS spot · $453.50SNPS PRICE$3.13$4.12$5.49$6.72$8.30$9.32$11.08$13.56$15.23$18.31$20.50$23.81$27.86$3.54$3.92$5.55$7.33$8.90$10.14$11.43$13.10$14.17$16.16$18.84$22.17$23.99
PutsCheap0.78×
CallsExpensive1.30×
SkewBullish-4.10 pp
Implied moveBalanced±$22.51
TiltBullish2.5% CALL
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ479.9346.1%6.5%429.6548.9%6.0%
25Δ474.2945.1%5.5%437.7040.5%4.3%
30Δ470.8047.5%5.0%440.1344.9%4.2%
35Δ466.3847.0%4.3%443.5047.5%3.8%
40Δ462.6048.1%3.8%447.2547.9%3.3%
45Δ458.2945.3%3.1%451.0645.9%2.8%
50Δ454.7646.0%2.7%454.6943.8%2.3%
55Δ451.0048.4%2.4%458.0443.2%1.9%
60Δ447.3647.1%2.0%461.0340.3%1.5%
65Δ443.0849.2%1.7%464.2839.8%1.2%
70Δ439.2647.9%1.4%468.0140.2%1.0%
75Δ434.7248.5%1.1%472.3040.9%0.7%
80Δ429.5249.2%0.9%475.2338.3%0.5%

20Δ

Calls
Pseudo strike
479.93
IV
46.1%
B/E move
6.5%
Puts
Pseudo strike
429.65
IV
48.9%
B/E move
6.0%

25Δ

Calls
Pseudo strike
474.29
IV
45.1%
B/E move
5.5%
Puts
Pseudo strike
437.70
IV
40.5%
B/E move
4.3%

30Δ

Calls
Pseudo strike
470.80
IV
47.5%
B/E move
5.0%
Puts
Pseudo strike
440.13
IV
44.9%
B/E move
4.2%

35Δ

Calls
Pseudo strike
466.38
IV
47.0%
B/E move
4.3%
Puts
Pseudo strike
443.50
IV
47.5%
B/E move
3.8%

40Δ

Calls
Pseudo strike
462.60
IV
48.1%
B/E move
3.8%
Puts
Pseudo strike
447.25
IV
47.9%
B/E move
3.3%

45Δ

Calls
Pseudo strike
458.29
IV
45.3%
B/E move
3.1%
Puts
Pseudo strike
451.06
IV
45.9%
B/E move
2.8%

50Δ

Calls
Pseudo strike
454.76
IV
46.0%
B/E move
2.7%
Puts
Pseudo strike
454.69
IV
43.8%
B/E move
2.3%

55Δ

Calls
Pseudo strike
451.00
IV
48.4%
B/E move
2.4%
Puts
Pseudo strike
458.04
IV
43.2%
B/E move
1.9%

60Δ

Calls
Pseudo strike
447.36
IV
47.1%
B/E move
2.0%
Puts
Pseudo strike
461.03
IV
40.3%
B/E move
1.5%

65Δ

Calls
Pseudo strike
443.08
IV
49.2%
B/E move
1.7%
Puts
Pseudo strike
464.28
IV
39.8%
B/E move
1.2%

70Δ

Calls
Pseudo strike
439.26
IV
47.9%
B/E move
1.4%
Puts
Pseudo strike
468.01
IV
40.2%
B/E move
1.0%

75Δ

Calls
Pseudo strike
434.72
IV
48.5%
B/E move
1.1%
Puts
Pseudo strike
472.30
IV
40.9%
B/E move
0.7%

80Δ

Calls
Pseudo strike
429.52
IV
49.2%
B/E move
0.9%
Puts
Pseudo strike
475.23
IV
38.3%
B/E move
0.5%