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SOPHiA GENETICS SA Ordinary Shares SOPH

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Market datapartial · fetched 2026-10-23T02:22:25.168Z

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 · 2026-10-22T23:53:59.680598744Z

FundamentalsAlpha Vantage · unavailable

Share price$6.95
1D-3.3%
AH$6.94$7.06$7.18$7.29$7.415:30 AM6:30 AM9:00 AM1:00 PM2:00 PMSOPH
Sold putSold callAH

SOPHiA GENETICS SA Ordinary Shares options

Live interpolated SOPH call and put midpoint premiums by absolute delta.SOPHiA GENETICS SA Ordinary Shares$0.28$1.43$2.58$3.72$4.87$4.03$5.63$7.23$8.83$10.4320Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive SOPH spot · $6.95SOPH PRICE$0.41$0.50$0.50$0.54$0.59$0.63$0.78$0.99$1.19$1.40$1.60$1.81$2.02$0.47$0.51$0.55$0.59$0.64$0.68$0.72$0.76$0.81$1.39$2.44$3.49$4.54
PutsExpensive1.28×
CallsExpensive1.67×
SkewBullish-28.67 pp
Implied moveBullish±$1.50
TiltBearish15.1% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ14.44225.8%113.7%5.11175.7%33.2%
25Δ13.88234.6%106.9%5.39162.5%29.8%
30Δ10.03169.4%51.5%5.67149.3%26.3%
35Δ9.26151.6%41.1%5.95136.1%22.9%
40Δ8.52134.2%31.0%6.24123.0%19.4%
45Δ7.77116.8%21.0%6.52109.8%15.9%
50Δ7.29112.9%16.2%6.8096.6%12.5%
55Δ6.97117.0%14.4%7.0983.4%9.0%
60Δ6.64121.0%12.7%7.3770.2%5.5%
65Δ6.31125.0%10.9%8.0875.5%3.7%
70Δ5.98129.0%9.2%9.1696.5%3.4%
75Δ5.66133.0%7.5%10.23117.5%3.0%
80Δ5.33137.0%5.7%11.31138.4%2.6%

20Δ

Calls
Pseudo strike
14.44
IV
225.8%
B/E move
113.7%
Puts
Pseudo strike
5.11
IV
175.7%
B/E move
33.2%

25Δ

Calls
Pseudo strike
13.88
IV
234.6%
B/E move
106.9%
Puts
Pseudo strike
5.39
IV
162.5%
B/E move
29.8%

30Δ

Calls
Pseudo strike
10.03
IV
169.4%
B/E move
51.5%
Puts
Pseudo strike
5.67
IV
149.3%
B/E move
26.3%

35Δ

Calls
Pseudo strike
9.26
IV
151.6%
B/E move
41.1%
Puts
Pseudo strike
5.95
IV
136.1%
B/E move
22.9%

40Δ

Calls
Pseudo strike
8.52
IV
134.2%
B/E move
31.0%
Puts
Pseudo strike
6.24
IV
123.0%
B/E move
19.4%

45Δ

Calls
Pseudo strike
7.77
IV
116.8%
B/E move
21.0%
Puts
Pseudo strike
6.52
IV
109.8%
B/E move
15.9%

50Δ

Calls
Pseudo strike
7.29
IV
112.9%
B/E move
16.2%
Puts
Pseudo strike
6.80
IV
96.6%
B/E move
12.5%

55Δ

Calls
Pseudo strike
6.97
IV
117.0%
B/E move
14.4%
Puts
Pseudo strike
7.09
IV
83.4%
B/E move
9.0%

60Δ

Calls
Pseudo strike
6.64
IV
121.0%
B/E move
12.7%
Puts
Pseudo strike
7.37
IV
70.2%
B/E move
5.5%

65Δ

Calls
Pseudo strike
6.31
IV
125.0%
B/E move
10.9%
Puts
Pseudo strike
8.08
IV
75.5%
B/E move
3.7%

70Δ

Calls
Pseudo strike
5.98
IV
129.0%
B/E move
9.2%
Puts
Pseudo strike
9.16
IV
96.5%
B/E move
3.4%

75Δ

Calls
Pseudo strike
5.66
IV
133.0%
B/E move
7.5%
Puts
Pseudo strike
10.23
IV
117.5%
B/E move
3.0%

80Δ

Calls
Pseudo strike
5.33
IV
137.0%
B/E move
5.7%
Puts
Pseudo strike
11.31
IV
138.4%
B/E move
2.6%

Options history

No recorded observations