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TD SYNNEX Corporation SNX

i

Market dataready · fetched 2026-11-12T02:57:24.485Z

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: equal-weight mean of put minus call IV across those four expirations. IV-implied move history: mean of each expiration’s average call/put IV multiplied by the square root of remaining calendar days divided by 365.25; percentage of spot, not a quoted straddle premium.

History data

PriceAlpaca · sip · 2026-11-12T00:00:00.001612026Z

FundamentalsSEC EDGAR · ready · as of 2026-08-31 · fetched 2026-11-12T02:57:24.058083+00:00

Share price$240.86
1D+0.6%
AH$238$240$241$243$2445:30 AM6:30 AM9:00 AM1:00 PM2:00 PMSNX
Sold putSold callAH

TD SYNNEX Corporation options

Live interpolated SNX call and put midpoint premiums by absolute delta.TD SYNNEX Corporation$1.36$5.82$10.28$14.74$19.19$208.85$224.49$240.14$255.79$271.4320Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive SNX spot · $240.86SNX PRICE$1.84$2.44$3.04$3.89$4.80$5.71$6.63$7.63$9.02$10.40$11.78$13.16$16.05$2.17$2.78$3.52$4.27$5.01$5.76$6.93$8.20$9.47$10.74$12.15$15.03$17.91
PutsCheap0.92×
CallsCheap0.67×
SkewNeutral+0.05 pp
Implied moveBearish±$13.55
TiltBearish3.8% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ256.3843.4%7.2%226.0249.2%7.1%
25Δ253.4743.4%6.2%229.8847.5%5.7%
30Δ250.5543.5%5.3%232.3346.3%5.0%
35Δ248.2443.8%4.7%234.7345.2%4.3%
40Δ246.0744.1%4.2%237.1444.1%3.6%
45Δ243.9044.5%3.6%239.5442.9%2.9%
50Δ241.7244.8%3.1%241.7142.7%2.5%
55Δ239.5445.1%2.6%243.8342.6%2.2%
60Δ237.2944.9%2.3%245.9542.5%1.8%
65Δ235.0444.7%1.9%248.0642.4%1.5%
70Δ232.8044.4%1.5%250.2942.5%1.1%
75Δ230.5544.2%1.2%253.7243.9%0.9%
80Δ227.0445.7%0.9%257.1545.2%0.7%

20Δ

Calls
Pseudo strike
256.38
IV
43.4%
B/E move
7.2%
Puts
Pseudo strike
226.02
IV
49.2%
B/E move
7.1%

25Δ

Calls
Pseudo strike
253.47
IV
43.4%
B/E move
6.2%
Puts
Pseudo strike
229.88
IV
47.5%
B/E move
5.7%

30Δ

Calls
Pseudo strike
250.55
IV
43.5%
B/E move
5.3%
Puts
Pseudo strike
232.33
IV
46.3%
B/E move
5.0%

35Δ

Calls
Pseudo strike
248.24
IV
43.8%
B/E move
4.7%
Puts
Pseudo strike
234.73
IV
45.2%
B/E move
4.3%

40Δ

Calls
Pseudo strike
246.07
IV
44.1%
B/E move
4.2%
Puts
Pseudo strike
237.14
IV
44.1%
B/E move
3.6%

45Δ

Calls
Pseudo strike
243.90
IV
44.5%
B/E move
3.6%
Puts
Pseudo strike
239.54
IV
42.9%
B/E move
2.9%

50Δ

Calls
Pseudo strike
241.72
IV
44.8%
B/E move
3.1%
Puts
Pseudo strike
241.71
IV
42.7%
B/E move
2.5%

55Δ

Calls
Pseudo strike
239.54
IV
45.1%
B/E move
2.6%
Puts
Pseudo strike
243.83
IV
42.6%
B/E move
2.2%

60Δ

Calls
Pseudo strike
237.29
IV
44.9%
B/E move
2.3%
Puts
Pseudo strike
245.95
IV
42.5%
B/E move
1.8%

65Δ

Calls
Pseudo strike
235.04
IV
44.7%
B/E move
1.9%
Puts
Pseudo strike
248.06
IV
42.4%
B/E move
1.5%

70Δ

Calls
Pseudo strike
232.80
IV
44.4%
B/E move
1.5%
Puts
Pseudo strike
250.29
IV
42.5%
B/E move
1.1%

75Δ

Calls
Pseudo strike
230.55
IV
44.2%
B/E move
1.2%
Puts
Pseudo strike
253.72
IV
43.9%
B/E move
0.9%

80Δ

Calls
Pseudo strike
227.04
IV
45.7%
B/E move
0.9%
Puts
Pseudo strike
257.15
IV
45.2%
B/E move
0.7%

Options history

IV · four-Friday blend41.09%
Daily EOD
SNX37.9%39.6%41.3%2026-10-19: 38.30%2026-10-20: 38.30%2026-10-21: 38.17%2026-10-22: 38.96%2026-10-23: 39.20%2026-10-26: 39.33%2026-10-27: 39.09%2026-10-28: 39.25%2026-10-29: 39.12%2026-10-30: 41.09%Oct 19Oct 23Oct 30
10 observations2026-10-19 — 2026-10-30
Table
DateIV (%)
38.30%
38.30%
38.17%
38.96%
39.20%
39.33%
39.09%
39.25%
39.12%
41.09%