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Sonos, Inc. Common Stock SONO

TECHNOLOGY · CONSUMER ELECTRONICS
i

Market dataready · fetched 2026-11-12T03:09:13.681Z

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 · 2026-11-12T00:56:59.895048768Z

FundamentalsAlpha Vantage · ready · quarter 2026-06-30 · fetched 2026-11-12T03:07:31.798390+00:00

Share price$18.90
1D+11.3%
AH$16.98$17.56$18.14$18.72$19.305:30 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$0.13$0.82$1.51$2.20$2.89$14.61$16.62$18.62$20.63$22.6420Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ20Δ C unavailable: no unambiguous, price-consistent delta bracketC —75Δ P unavailable: no unambiguous, price-consistent delta bracketP —80Δ P unavailable: no unambiguous, price-consistent delta bracketP —OPTION PRICELive SONO spot · $18.90SONO PRICE$0.24$0.42$0.59$0.76$0.93$1.11$1.28$1.45$1.62$1.80$2.12$2.70$0.20$0.28$0.37$0.45$0.53$0.61$0.69$0.78$0.86$0.94$1.02
Puts——
Calls——
Skew——
Implied moveBullish±$1.80
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ17.6253.3%7.8%
25Δ19.9047.5%6.6%17.8252.2%7.2%
30Δ19.6552.1%6.2%18.0151.0%6.6%
35Δ19.4056.7%5.8%18.2149.9%6.0%
40Δ19.1561.3%5.4%18.4048.7%5.4%
45Δ18.9065.8%4.9%18.6047.5%4.8%
50Δ18.6570.4%4.5%18.8046.4%4.2%
55Δ18.4075.0%4.1%18.9945.2%3.6%
60Δ18.1579.6%3.7%19.1944.1%3.0%
65Δ17.9084.2%3.3%19.3842.9%2.4%
70Δ17.6588.8%2.9%19.5841.7%1.8%
75Δ17.2494.0%2.5%
80Δ16.58100.1%2.0%

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
17.62
IV
53.3%
B/E move
7.8%

25Δ

Calls
Pseudo strike
19.90
IV
47.5%
B/E move
6.6%
Puts
Pseudo strike
17.82
IV
52.2%
B/E move
7.2%

30Δ

Calls
Pseudo strike
19.65
IV
52.1%
B/E move
6.2%
Puts
Pseudo strike
18.01
IV
51.0%
B/E move
6.6%

35Δ

Calls
Pseudo strike
19.40
IV
56.7%
B/E move
5.8%
Puts
Pseudo strike
18.21
IV
49.9%
B/E move
6.0%

40Δ

Calls
Pseudo strike
19.15
IV
61.3%
B/E move
5.4%
Puts
Pseudo strike
18.40
IV
48.7%
B/E move
5.4%

45Δ

Calls
Pseudo strike
18.90
IV
65.8%
B/E move
4.9%
Puts
Pseudo strike
18.60
IV
47.5%
B/E move
4.8%

50Δ

Calls
Pseudo strike
18.65
IV
70.4%
B/E move
4.5%
Puts
Pseudo strike
18.80
IV
46.4%
B/E move
4.2%

55Δ

Calls
Pseudo strike
18.40
IV
75.0%
B/E move
4.1%
Puts
Pseudo strike
18.99
IV
45.2%
B/E move
3.6%

60Δ

Calls
Pseudo strike
18.15
IV
79.6%
B/E move
3.7%
Puts
Pseudo strike
19.19
IV
44.1%
B/E move
3.0%

65Δ

Calls
Pseudo strike
17.90
IV
84.2%
B/E move
3.3%
Puts
Pseudo strike
19.38
IV
42.9%
B/E move
2.4%

70Δ

Calls
Pseudo strike
17.65
IV
88.8%
B/E move
2.9%
Puts
Pseudo strike
19.58
IV
41.7%
B/E move
1.8%

75Δ

Calls
Pseudo strike
17.24
IV
94.0%
B/E move
2.5%
Puts
Pseudo strike
IV
B/E move

80Δ

Calls
Pseudo strike
16.58
IV
100.1%
B/E move
2.0%
Puts
Pseudo strike
IV
B/E move

Options history

IV · four-Friday blend58.21%
Daily EOD
SONO46.9%53.0%59.1%2026-10-19: 50.01%2026-10-20: 49.53%2026-10-21: 49.69%2026-10-22: 51.64%2026-10-23: 50.51%2026-10-26: 52.86%2026-10-27: 57.91%2026-10-28: 47.72%2026-10-29: 49.43%2026-10-30: 58.21%Oct 19Oct 23Oct 30
10 observations2026-10-19 — 2026-10-30
Table
DateIV (%)
50.01%
49.53%
49.69%
51.64%
50.51%
52.86%
57.91%
47.72%
49.43%
58.21%