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Sony Group Corp SONY

TECHNOLOGY · CONSUMER ELECTRONICS
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Market dataready · fetched 2026-10-15T20:35:30.611Z

Delta surfaceAlpaca · derived absolute-delta buckets · 2026-10-16

Calculation methodology

PriceAlpaca · sip · 2026-10-15T20:26:36.495739699Z

FundamentalsAlpha Vantage · quarter 2026-06-30 · fetched 2026-10-15T20:35:30.045076+00:00

Share price$24.56
1D+0.2%
AH$24.47$24.59$24.72$24.84$24.965:30 AM6:30 AM9:00 AM1:00 PM2:00 PMSONY
Sold putSold callAH

Sony Group Corp options

Live interpolated SONY call and put midpoint premiums by absolute delta.Sony Group Corp$0.02$0.99$1.97$2.94$3.92$21.95$23.31$24.68$26.04$27.4020Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔATM · $24.56OPTION PRICELive SONY spot · $24.56SONY PRICE$0.24$0.51$0.47$0.43$0.38$0.34$0.29$0.25$0.54$0.83$2.07$3.64$2.91$0.37$0.31$0.25$0.19$0.13$0.32$0.69$1.05$1.42$1.78$1.98$2.00$2.02
PutsExpensive7.88×
CallsExpensive5.05×
SkewBullish-18.38 pp
Implied moveBearish±$0.98
TiltBalanced1.5% CALL
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ26.60169.5%9.3%21.19319.0%15.2%
25Δ27.60293.2%14.4%21.94252.4%11.9%
30Δ26.69234.8%10.6%22.69185.8%8.6%
35Δ26.25196.4%8.6%23.44119.2%5.3%
40Δ25.81157.9%6.7%24.1952.6%2.0%
45Δ25.38119.5%4.7%24.6550.7%0.9%
50Δ24.9481.0%2.7%24.9094.2%1.4%
55Δ24.5042.6%0.8%25.15137.6%1.9%
60Δ24.2873.9%1.0%25.40181.1%2.4%
65Δ24.06105.6%1.3%25.76205.1%2.4%
70Δ23.01233.4%2.1%26.06200.8%2.0%
75Δ21.69393.7%3.1%26.20178.7%1.5%
80Δ22.07271.1%1.7%26.33156.6%1.0%

20Δ

Calls
Pseudo strike
26.60
IV
169.5%
B/E move
9.3%
Puts
Pseudo strike
21.19
IV
319.0%
B/E move
15.2%

25Δ

Calls
Pseudo strike
27.60
IV
293.2%
B/E move
14.4%
Puts
Pseudo strike
21.94
IV
252.4%
B/E move
11.9%

30Δ

Calls
Pseudo strike
26.69
IV
234.8%
B/E move
10.6%
Puts
Pseudo strike
22.69
IV
185.8%
B/E move
8.6%

35Δ

Calls
Pseudo strike
26.25
IV
196.4%
B/E move
8.6%
Puts
Pseudo strike
23.44
IV
119.2%
B/E move
5.3%

40Δ

Calls
Pseudo strike
25.81
IV
157.9%
B/E move
6.7%
Puts
Pseudo strike
24.19
IV
52.6%
B/E move
2.0%

45Δ

Calls
Pseudo strike
25.38
IV
119.5%
B/E move
4.7%
Puts
Pseudo strike
24.65
IV
50.7%
B/E move
0.9%

50Δ

Calls
Pseudo strike
24.94
IV
81.0%
B/E move
2.7%
Puts
Pseudo strike
24.90
IV
94.2%
B/E move
1.4%

55Δ

Calls
Pseudo strike
24.50
IV
42.6%
B/E move
0.8%
Puts
Pseudo strike
25.15
IV
137.6%
B/E move
1.9%

60Δ

Calls
Pseudo strike
24.28
IV
73.9%
B/E move
1.0%
Puts
Pseudo strike
25.40
IV
181.1%
B/E move
2.4%

65Δ

Calls
Pseudo strike
24.06
IV
105.6%
B/E move
1.3%
Puts
Pseudo strike
25.76
IV
205.1%
B/E move
2.4%

70Δ

Calls
Pseudo strike
23.01
IV
233.4%
B/E move
2.1%
Puts
Pseudo strike
26.06
IV
200.8%
B/E move
2.0%

75Δ

Calls
Pseudo strike
21.69
IV
393.7%
B/E move
3.1%
Puts
Pseudo strike
26.20
IV
178.7%
B/E move
1.5%

80Δ

Calls
Pseudo strike
22.07
IV
271.1%
B/E move
1.7%
Puts
Pseudo strike
26.33
IV
156.6%
B/E move
1.0%