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Sony Group Corp SONY

TECHNOLOGY · CONSUMER ELECTRONICS
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Market dataready · fetched 2026-10-15T21:07:41.786Z

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

Calculation methodology

PriceAlpaca · sip · 2026-10-15T20:51:28.307630288Z

FundamentalsAlpha Vantage · quarter 2026-06-30 · fetched 2026-10-15T21:07:39.792994+00:00

Share price$24.60
1D+0.4%
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$0.01$0.91$1.82$2.72$3.63$22.03$23.35$24.67$25.99$27.3220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔATM · $24.60OPTION PRICELive SONY spot · $24.60SONY PRICE$0.11$0.51$0.47$0.43$0.40$0.36$0.32$0.28$0.34$0.69$1.60$3.37$3.36$0.36$0.29$0.22$0.15$0.19$0.52$0.85$1.17$1.50$1.86$1.99$2.01$2.03
PutsExpensive6.87×
CallsExpensive4.41×
SkewBullish-11.30 pp
Implied moveBearish±$1.16
TiltBearish3.6% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ25.4775.3%4.0%21.30314.7%14.9%
25Δ27.65296.8%14.5%22.16237.9%11.1%
30Δ26.73238.9%10.6%23.02161.1%7.3%
35Δ26.35203.9%8.9%23.8884.3%3.6%
40Δ25.96168.9%7.1%24.5639.0%0.9%
45Δ25.57133.9%5.4%24.7878.2%1.4%
50Δ25.1899.0%3.6%25.01117.3%1.8%
55Δ24.7964.0%1.9%25.23156.4%2.2%
60Δ24.4347.5%0.7%25.45195.5%2.6%
65Δ24.1685.1%1.0%25.85212.8%2.5%
70Δ23.41180.3%1.7%26.10201.5%2.0%
75Δ21.92362.4%2.8%26.25178.9%1.5%
80Δ21.75324.6%2.1%26.40156.2%1.0%

20Δ

Calls
Pseudo strike
25.47
IV
75.3%
B/E move
4.0%
Puts
Pseudo strike
21.30
IV
314.7%
B/E move
14.9%

25Δ

Calls
Pseudo strike
27.65
IV
296.8%
B/E move
14.5%
Puts
Pseudo strike
22.16
IV
237.9%
B/E move
11.1%

30Δ

Calls
Pseudo strike
26.73
IV
238.9%
B/E move
10.6%
Puts
Pseudo strike
23.02
IV
161.1%
B/E move
7.3%

35Δ

Calls
Pseudo strike
26.35
IV
203.9%
B/E move
8.9%
Puts
Pseudo strike
23.88
IV
84.3%
B/E move
3.6%

40Δ

Calls
Pseudo strike
25.96
IV
168.9%
B/E move
7.1%
Puts
Pseudo strike
24.56
IV
39.0%
B/E move
0.9%

45Δ

Calls
Pseudo strike
25.57
IV
133.9%
B/E move
5.4%
Puts
Pseudo strike
24.78
IV
78.2%
B/E move
1.4%

50Δ

Calls
Pseudo strike
25.18
IV
99.0%
B/E move
3.6%
Puts
Pseudo strike
25.01
IV
117.3%
B/E move
1.8%

55Δ

Calls
Pseudo strike
24.79
IV
64.0%
B/E move
1.9%
Puts
Pseudo strike
25.23
IV
156.4%
B/E move
2.2%

60Δ

Calls
Pseudo strike
24.43
IV
47.5%
B/E move
0.7%
Puts
Pseudo strike
25.45
IV
195.5%
B/E move
2.6%

65Δ

Calls
Pseudo strike
24.16
IV
85.1%
B/E move
1.0%
Puts
Pseudo strike
25.85
IV
212.8%
B/E move
2.5%

70Δ

Calls
Pseudo strike
23.41
IV
180.3%
B/E move
1.7%
Puts
Pseudo strike
26.10
IV
201.5%
B/E move
2.0%

75Δ

Calls
Pseudo strike
21.92
IV
362.4%
B/E move
2.8%
Puts
Pseudo strike
26.25
IV
178.9%
B/E move
1.5%

80Δ

Calls
Pseudo strike
21.75
IV
324.6%
B/E move
2.1%
Puts
Pseudo strike
26.40
IV
156.2%
B/E move
1.0%