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SOPHiA GENETICS SA Ordinary Shares SOPH

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Market datapartial · fetched 2026-10-23T15:51:33.738Z

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 · 2026-10-23T15:51:25.865448961Z

FundamentalsAlpha Vantage · unavailable

Share price$7.30
1D+3.4%
$6.89$7.00$7.11$7.22$7.335:30 AM6:30 AM9:00 AM1:00 PMSOPH
Sold putSold call

SOPHiA GENETICS SA Ordinary Shares options

Live interpolated SOPH call and put midpoint premiums by absolute delta.SOPHiA GENETICS SA Ordinary Shares$0.23$2.25$4.27$6.30$8.32$-0.12$0.19$0.50$0.81$1.1220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICESOPH PRICE$0.45$0.60$0.48$0.48$0.49$0.49$0.75$0.77$0.78$0.79$0.80$0.82$1.12$2.45$3.77$5.09$6.41$7.73
PutsExpensive1.85×
CallsExpensive1.78×
SkewBearish+15.22 pp
Implied move——
TiltBearish82.5% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ13.89209.5%96.5%5.12243.4%40.2%
25Δ14.46245.6%106.4%5.53216.8%34.7%
30Δ9.99151.1%43.3%5.95190.2%29.2%
35Δ9.34130.3%34.5%6.36163.7%23.7%
40Δ8.69109.6%25.7%6.77137.1%18.3%
45Δ8.0488.8%17.0%7.18110.6%12.8%
50Δ7.8196.2%8.5%
55Δ9.16123.8%8.0%
60Δ10.51151.3%7.6%
65Δ11.87178.9%7.2%
70Δ13.22206.5%6.7%
75Δ14.57234.0%6.3%
80Δ

20Δ

Calls
Pseudo strike
13.89
IV
209.5%
B/E move
96.5%
Puts
Pseudo strike
5.12
IV
243.4%
B/E move
40.2%

25Δ

Calls
Pseudo strike
14.46
IV
245.6%
B/E move
106.4%
Puts
Pseudo strike
5.53
IV
216.8%
B/E move
34.7%

30Δ

Calls
Pseudo strike
9.99
IV
151.1%
B/E move
43.3%
Puts
Pseudo strike
5.95
IV
190.2%
B/E move
29.2%

35Δ

Calls
Pseudo strike
9.34
IV
130.3%
B/E move
34.5%
Puts
Pseudo strike
6.36
IV
163.7%
B/E move
23.7%

40Δ

Calls
Pseudo strike
8.69
IV
109.6%
B/E move
25.7%
Puts
Pseudo strike
6.77
IV
137.1%
B/E move
18.3%

45Δ

Calls
Pseudo strike
8.04
IV
88.8%
B/E move
17.0%
Puts
Pseudo strike
7.18
IV
110.6%
B/E move
12.8%

50Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
7.81
IV
96.2%
B/E move
8.5%

55Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
9.16
IV
123.8%
B/E move
8.0%

60Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
10.51
IV
151.3%
B/E move
7.6%

65Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
11.87
IV
178.9%
B/E move
7.2%

70Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
13.22
IV
206.5%
B/E move
6.7%

75Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
14.57
IV
234.0%
B/E move
6.3%

80Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

Options history

No recorded observations