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Synopsys Inc SNPS

TECHNOLOGY · SOFTWARE - INFRASTRUCTURE
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Market dataready · fetched 2026-10-16T00:16:33.849Z

Delta surfaceAlpaca · derived absolute-delta buckets · 2026-11-20

Calculation methodology

PriceAlpaca · sip · 2026-10-15T22:56:39.764490583Z

FundamentalsAlpha Vantage · quarter 2026-07-31 · fetched 2026-10-16T00:16:33.045358+00:00

Share price$467.00
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$5.20$21.11$37.03$52.94$68.86$341.44$397.11$452.77$508.44$564.1020Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive SNPS spot · $467.00SNPS PRICE$6.92$8.90$11.11$13.51$16.41$19.69$23.18$26.79$30.91$36.05$42.29$48.67$57.58$7.49$9.93$12.51$16.47$19.51$22.76$26.23$29.75$34.69$40.40$46.54$53.58$64.27
PutsCheap0.89×
CallsCheap0.84×
SkewBullish-2.08 pp
Implied moveBearish±$49.41
TiltBearish5.8% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ533.2444.9%15.7%422.4642.7%11.1%
25Δ518.9343.5%13.0%432.2442.4%9.6%
30Δ507.5142.6%11.1%441.6641.5%8.1%
35Δ497.4841.8%9.4%448.8643.9%7.4%
40Δ489.1242.2%8.3%457.0943.1%6.3%
45Δ481.1242.7%7.2%465.0842.1%5.3%
50Δ473.1142.9%6.3%472.7041.2%4.4%
55Δ465.1742.7%5.3%480.0840.1%3.6%
60Δ457.1942.7%4.5%487.9340.1%2.9%
65Δ448.9243.5%3.8%496.2940.3%2.4%
70Δ439.8744.7%3.2%504.9540.1%1.8%
75Δ430.5644.8%2.6%514.3439.9%1.3%
80Δ419.1746.3%2.1%526.9941.0%0.9%

20Δ

Calls
Pseudo strike
533.24
IV
44.9%
B/E move
15.7%
Puts
Pseudo strike
422.46
IV
42.7%
B/E move
11.1%

25Δ

Calls
Pseudo strike
518.93
IV
43.5%
B/E move
13.0%
Puts
Pseudo strike
432.24
IV
42.4%
B/E move
9.6%

30Δ

Calls
Pseudo strike
507.51
IV
42.6%
B/E move
11.1%
Puts
Pseudo strike
441.66
IV
41.5%
B/E move
8.1%

35Δ

Calls
Pseudo strike
497.48
IV
41.8%
B/E move
9.4%
Puts
Pseudo strike
448.86
IV
43.9%
B/E move
7.4%

40Δ

Calls
Pseudo strike
489.12
IV
42.2%
B/E move
8.3%
Puts
Pseudo strike
457.09
IV
43.1%
B/E move
6.3%

45Δ

Calls
Pseudo strike
481.12
IV
42.7%
B/E move
7.2%
Puts
Pseudo strike
465.08
IV
42.1%
B/E move
5.3%

50Δ

Calls
Pseudo strike
473.11
IV
42.9%
B/E move
6.3%
Puts
Pseudo strike
472.70
IV
41.2%
B/E move
4.4%

55Δ

Calls
Pseudo strike
465.17
IV
42.7%
B/E move
5.3%
Puts
Pseudo strike
480.08
IV
40.1%
B/E move
3.6%

60Δ

Calls
Pseudo strike
457.19
IV
42.7%
B/E move
4.5%
Puts
Pseudo strike
487.93
IV
40.1%
B/E move
2.9%

65Δ

Calls
Pseudo strike
448.92
IV
43.5%
B/E move
3.8%
Puts
Pseudo strike
496.29
IV
40.3%
B/E move
2.4%

70Δ

Calls
Pseudo strike
439.87
IV
44.7%
B/E move
3.2%
Puts
Pseudo strike
504.95
IV
40.1%
B/E move
1.8%

75Δ

Calls
Pseudo strike
430.56
IV
44.8%
B/E move
2.6%
Puts
Pseudo strike
514.34
IV
39.9%
B/E move
1.3%

80Δ

Calls
Pseudo strike
419.17
IV
46.3%
B/E move
2.1%
Puts
Pseudo strike
526.99
IV
41.0%
B/E move
0.9%