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SOPHiA GENETICS SA Ordinary Shares SOPH

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Market datapartial · fetched 2026-10-22T23:23:17.006Z

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 · 2026-10-22T20:00:01.701827787Z

FundamentalsAlpha Vantage · unavailable

Share price$7.05
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$0.25$1.66$3.06$4.46$5.86$3.88$5.51$7.14$8.77$10.4120Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive SOPH spot · $7.05SOPH PRICE$0.41$0.50$0.50$0.54$0.58$0.63$0.73$0.93$1.12$1.32$1.51$1.71$1.90$0.47$0.52$0.57$0.61$0.66$0.71$0.75$0.80$1.35$2.38$3.40$4.43$5.46
PutsExpensive1.40×
CallsExpensive1.57×
SkewBullish-9.48 pp
Implied moveBalanced±$1.49
TiltBearish28.3% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ14.45221.8%110.7%5.15176.9%33.7%
25Δ13.87229.8%103.9%5.46162.9%29.9%
30Δ10.14166.5%51.0%5.78148.9%26.1%
35Δ9.32147.7%39.9%6.09134.9%22.3%
40Δ8.61130.8%30.5%6.41120.9%18.5%
45Δ7.91113.8%21.1%6.72106.9%14.7%
50Δ7.37104.9%14.9%7.0392.9%11.0%
55Δ7.06106.9%13.3%7.3578.9%7.2%
60Δ6.75108.9%11.7%8.0483.4%5.1%
65Δ6.44111.0%10.1%9.09105.8%4.8%
70Δ6.13113.0%8.4%10.14128.2%4.4%
75Δ5.82115.0%6.8%11.20150.5%4.0%
80Δ5.51117.0%5.2%12.25172.9%3.6%

20Δ

Calls
Pseudo strike
14.45
IV
221.8%
B/E move
110.7%
Puts
Pseudo strike
5.15
IV
176.9%
B/E move
33.7%

25Δ

Calls
Pseudo strike
13.87
IV
229.8%
B/E move
103.9%
Puts
Pseudo strike
5.46
IV
162.9%
B/E move
29.9%

30Δ

Calls
Pseudo strike
10.14
IV
166.5%
B/E move
51.0%
Puts
Pseudo strike
5.78
IV
148.9%
B/E move
26.1%

35Δ

Calls
Pseudo strike
9.32
IV
147.7%
B/E move
39.9%
Puts
Pseudo strike
6.09
IV
134.9%
B/E move
22.3%

40Δ

Calls
Pseudo strike
8.61
IV
130.8%
B/E move
30.5%
Puts
Pseudo strike
6.41
IV
120.9%
B/E move
18.5%

45Δ

Calls
Pseudo strike
7.91
IV
113.8%
B/E move
21.1%
Puts
Pseudo strike
6.72
IV
106.9%
B/E move
14.7%

50Δ

Calls
Pseudo strike
7.37
IV
104.9%
B/E move
14.9%
Puts
Pseudo strike
7.03
IV
92.9%
B/E move
11.0%

55Δ

Calls
Pseudo strike
7.06
IV
106.9%
B/E move
13.3%
Puts
Pseudo strike
7.35
IV
78.9%
B/E move
7.2%

60Δ

Calls
Pseudo strike
6.75
IV
108.9%
B/E move
11.7%
Puts
Pseudo strike
8.04
IV
83.4%
B/E move
5.1%

65Δ

Calls
Pseudo strike
6.44
IV
111.0%
B/E move
10.1%
Puts
Pseudo strike
9.09
IV
105.8%
B/E move
4.8%

70Δ

Calls
Pseudo strike
6.13
IV
113.0%
B/E move
8.4%
Puts
Pseudo strike
10.14
IV
128.2%
B/E move
4.4%

75Δ

Calls
Pseudo strike
5.82
IV
115.0%
B/E move
6.8%
Puts
Pseudo strike
11.20
IV
150.5%
B/E move
4.0%

80Δ

Calls
Pseudo strike
5.51
IV
117.0%
B/E move
5.2%
Puts
Pseudo strike
12.25
IV
172.9%
B/E move
3.6%

Options history

No recorded observations