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Sonos, Inc. Common Stock SONO

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Market datapartial · fetched 2026-10-22T23:57:21.616Z

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 · 2026-10-22T23:14:12.583351258Z

FundamentalsAlpha Vantage · unavailable

Share price$17.70
1D+1.2%
AH$17.43$17.51$17.60$17.69$17.775:30 AM6:30 AM9:00 AM1:00 PM2:00 PMSONO
Sold putSold callAH

Sonos, Inc. Common Stock options

Live interpolated SONO call and put midpoint premiums by absolute delta.Sonos, Inc. Common Stock$0.15$1.71$3.28$4.84$6.41$13.34$15.32$17.29$19.27$21.2420Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive SONO spot · $17.70SONO PRICE$0.31$0.39$0.51$0.64$0.76$0.88$1.01$1.13$0.40$0.53$0.66$0.79$0.92$1.18$1.69$2.20$2.70$3.23$3.93$4.63$5.96
PutsExpensive1.57×
CallsExpensive1.17×
SkewBearish+16.33 pp
Implied moveBearish±$2.69
TiltBearish67.3% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ21.0761.8%20.8%15.4262.7%15.1%
25Δ20.0857.3%15.7%15.8761.5%13.3%
30Δ19.6356.3%13.8%16.3260.2%11.5%
35Δ19.2455.7%12.3%16.7658.9%9.7%
40Δ18.8455.0%10.7%17.2157.7%7.9%
45Δ18.4454.4%9.2%17.7159.3%6.6%
50Δ18.0453.7%7.6%18.3066.2%6.1%
55Δ17.6453.1%6.1%18.8973.1%5.7%
60Δ19.4880.1%5.2%
65Δ20.1086.3%4.7%
70Δ20.9587.5%3.8%
75Δ21.8088.7%3.0%
80Δ23.2696.7%2.3%

20Δ

Calls
Pseudo strike
21.07
IV
61.8%
B/E move
20.8%
Puts
Pseudo strike
15.42
IV
62.7%
B/E move
15.1%

25Δ

Calls
Pseudo strike
20.08
IV
57.3%
B/E move
15.7%
Puts
Pseudo strike
15.87
IV
61.5%
B/E move
13.3%

30Δ

Calls
Pseudo strike
19.63
IV
56.3%
B/E move
13.8%
Puts
Pseudo strike
16.32
IV
60.2%
B/E move
11.5%

35Δ

Calls
Pseudo strike
19.24
IV
55.7%
B/E move
12.3%
Puts
Pseudo strike
16.76
IV
58.9%
B/E move
9.7%

40Δ

Calls
Pseudo strike
18.84
IV
55.0%
B/E move
10.7%
Puts
Pseudo strike
17.21
IV
57.7%
B/E move
7.9%

45Δ

Calls
Pseudo strike
18.44
IV
54.4%
B/E move
9.2%
Puts
Pseudo strike
17.71
IV
59.3%
B/E move
6.6%

50Δ

Calls
Pseudo strike
18.04
IV
53.7%
B/E move
7.6%
Puts
Pseudo strike
18.30
IV
66.2%
B/E move
6.1%

55Δ

Calls
Pseudo strike
17.64
IV
53.1%
B/E move
6.1%
Puts
Pseudo strike
18.89
IV
73.1%
B/E move
5.7%

60Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
19.48
IV
80.1%
B/E move
5.2%

65Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
20.10
IV
86.3%
B/E move
4.7%

70Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
20.95
IV
87.5%
B/E move
3.8%

75Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
21.80
IV
88.7%
B/E move
3.0%

80Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
23.26
IV
96.7%
B/E move
2.3%

Options history

No recorded observations