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Sonos, Inc. Common Stock SONO

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Market datapartial · fetched 2026-10-23T04:27:37.696Z

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$1.70$3.25$4.80$6.35$13.29$15.29$17.29$19.29$21.2920Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION 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$1.68$2.19$2.70$3.23$3.92$4.62$5.91
PutsExpensive1.59×
CallsExpensive1.19×
SkewBearish+16.52 pp
Implied moveBearish±$2.69
TiltBearish67.2% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ21.0762.4%20.8%15.4263.8%15.1%
25Δ20.0858.3%15.7%15.8762.5%13.3%
30Δ19.6357.3%13.8%16.3261.2%11.5%
35Δ19.2356.7%12.3%16.7660.0%9.7%
40Δ18.8456.0%10.7%17.2158.7%7.9%
45Δ18.4455.4%9.2%17.7160.3%6.6%
50Δ18.0454.7%7.6%18.3067.3%6.2%
55Δ17.6454.0%6.1%18.8974.3%5.7%
60Δ19.4881.3%5.2%
65Δ20.1087.7%4.7%
70Δ20.9488.9%3.8%
75Δ21.7990.1%3.0%
80Δ23.2197.8%2.3%

20Δ

Calls
Pseudo strike
21.07
IV
62.4%
B/E move
20.8%
Puts
Pseudo strike
15.42
IV
63.8%
B/E move
15.1%

25Δ

Calls
Pseudo strike
20.08
IV
58.3%
B/E move
15.7%
Puts
Pseudo strike
15.87
IV
62.5%
B/E move
13.3%

30Δ

Calls
Pseudo strike
19.63
IV
57.3%
B/E move
13.8%
Puts
Pseudo strike
16.32
IV
61.2%
B/E move
11.5%

35Δ

Calls
Pseudo strike
19.23
IV
56.7%
B/E move
12.3%
Puts
Pseudo strike
16.76
IV
60.0%
B/E move
9.7%

40Δ

Calls
Pseudo strike
18.84
IV
56.0%
B/E move
10.7%
Puts
Pseudo strike
17.21
IV
58.7%
B/E move
7.9%

45Δ

Calls
Pseudo strike
18.44
IV
55.4%
B/E move
9.2%
Puts
Pseudo strike
17.71
IV
60.3%
B/E move
6.6%

50Δ

Calls
Pseudo strike
18.04
IV
54.7%
B/E move
7.6%
Puts
Pseudo strike
18.30
IV
67.3%
B/E move
6.2%

55Δ

Calls
Pseudo strike
17.64
IV
54.0%
B/E move
6.1%
Puts
Pseudo strike
18.89
IV
74.3%
B/E move
5.7%

60Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
19.48
IV
81.3%
B/E move
5.2%

65Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
20.10
IV
87.7%
B/E move
4.7%

70Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
20.94
IV
88.9%
B/E move
3.8%

75Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
21.79
IV
90.1%
B/E move
3.0%

80Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
23.21
IV
97.8%
B/E move
2.3%

Options history

No recorded observations