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TD SYNNEX Corporation SNX

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Market datapartial · fetched 2026-10-22T14:52:02.541Z

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 · 2026-10-22T14:51:52.259402449Z

FundamentalsAlpha Vantage · unavailable

Share price$237.94
1D-2.3%
$237$239$241$244$2465:30 AM6:30 AM9:00 AM1:00 PMSNX
Sold putSold call

TD SYNNEX Corporation options

Live interpolated SNX call and put midpoint premiums by absolute delta.TD SYNNEX Corporation$2.31$9.52$16.74$23.95$31.17$182.18$213.96$245.75$277.53$309.3120Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive SNX spot · $237.94SNX PRICE$3.12$4.05$5.15$6.29$7.53$8.84$10.15$11.67$13.21$14.74$17.01$19.37$21.87$3.09$4.17$5.31$6.48$8.06$9.63$11.23$13.24$15.26$17.38$20.73$24.08$29.09
PutsCheap0.60×
CallsCheap0.79×
SkewBullish-1.43 pp
Implied moveBearish±$21.38
TiltBearish8.0% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ267.3044.0%13.7%219.0138.5%9.3%
25Δ261.0142.9%11.4%222.8138.8%8.1%
30Δ256.2642.5%9.9%226.5538.6%7.0%
35Δ251.8142.2%8.5%230.2638.5%5.9%
40Δ247.7741.8%7.3%233.5538.7%5.2%
45Δ244.0341.2%6.3%236.8438.9%4.5%
50Δ240.2840.7%5.2%240.1439.1%3.8%
55Δ236.9439.8%4.5%243.5238.8%3.2%
60Δ233.6439.0%3.7%246.9038.6%2.6%
65Δ230.3438.1%3.0%250.3738.4%2.1%
70Δ226.8537.7%2.5%254.7139.0%1.7%
75Δ223.3237.4%2.0%259.0639.6%1.2%
80Δ219.6837.2%1.5%264.9640.6%0.9%

20Δ

Calls
Pseudo strike
267.30
IV
44.0%
B/E move
13.7%
Puts
Pseudo strike
219.01
IV
38.5%
B/E move
9.3%

25Δ

Calls
Pseudo strike
261.01
IV
42.9%
B/E move
11.4%
Puts
Pseudo strike
222.81
IV
38.8%
B/E move
8.1%

30Δ

Calls
Pseudo strike
256.26
IV
42.5%
B/E move
9.9%
Puts
Pseudo strike
226.55
IV
38.6%
B/E move
7.0%

35Δ

Calls
Pseudo strike
251.81
IV
42.2%
B/E move
8.5%
Puts
Pseudo strike
230.26
IV
38.5%
B/E move
5.9%

40Δ

Calls
Pseudo strike
247.77
IV
41.8%
B/E move
7.3%
Puts
Pseudo strike
233.55
IV
38.7%
B/E move
5.2%

45Δ

Calls
Pseudo strike
244.03
IV
41.2%
B/E move
6.3%
Puts
Pseudo strike
236.84
IV
38.9%
B/E move
4.5%

50Δ

Calls
Pseudo strike
240.28
IV
40.7%
B/E move
5.2%
Puts
Pseudo strike
240.14
IV
39.1%
B/E move
3.8%

55Δ

Calls
Pseudo strike
236.94
IV
39.8%
B/E move
4.5%
Puts
Pseudo strike
243.52
IV
38.8%
B/E move
3.2%

60Δ

Calls
Pseudo strike
233.64
IV
39.0%
B/E move
3.7%
Puts
Pseudo strike
246.90
IV
38.6%
B/E move
2.6%

65Δ

Calls
Pseudo strike
230.34
IV
38.1%
B/E move
3.0%
Puts
Pseudo strike
250.37
IV
38.4%
B/E move
2.1%

70Δ

Calls
Pseudo strike
226.85
IV
37.7%
B/E move
2.5%
Puts
Pseudo strike
254.71
IV
39.0%
B/E move
1.7%

75Δ

Calls
Pseudo strike
223.32
IV
37.4%
B/E move
2.0%
Puts
Pseudo strike
259.06
IV
39.6%
B/E move
1.2%

80Δ

Calls
Pseudo strike
219.68
IV
37.2%
B/E move
1.5%
Puts
Pseudo strike
264.96
IV
40.6%
B/E move
0.9%

Options history

No recorded observations