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SOPHiA GENETICS SA Ordinary Shares SOPH

i

Market datapartial · fetched 2026-11-13T02:10:37.578Z

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: equal-weight mean of put minus call IV across those four expirations. IV-implied move history: mean of each expiration’s average call/put IV multiplied by the square root of remaining calendar days divided by 365.25; percentage of spot, not a quoted straddle premium.

History data

PriceAlpaca · sip · 2026-11-12T23:30:08.316875413Z

FundamentalsAlpha Vantage · unavailable

Share price$8.29
1D+14.1%
AH$7.14$7.45$7.76$8.07$8.385:30 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$0.31$2.10$3.90$5.70$7.50$-0.12$0.19$0.50$0.81$1.1220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ20Δ C unavailable: no unambiguous, price-consistent delta bracketC —35Δ C unavailable: no unambiguous, price-consistent delta bracketC —40Δ C unavailable: no unambiguous, price-consistent delta bracketC —45Δ C unavailable: no unambiguous, price-consistent delta bracketC —50Δ C unavailable: no unambiguous, price-consistent delta bracketC —55Δ C unavailable: no unambiguous, price-consistent delta bracketC —60Δ C unavailable: no unambiguous, price-consistent delta bracketC —65Δ C unavailable: no unambiguous, price-consistent delta bracketC —70Δ C unavailable: no unambiguous, price-consistent delta bracketC —75Δ C unavailable: no unambiguous, price-consistent delta bracketC —80Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —OPTION PRICESOPH PRICE$0.50$0.50$0.53$0.55$0.57$0.77$1.01$1.26$1.51$1.76$2.00$2.25$3.99$6.98
Puts——
Calls——
Skew——
Implied move——
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ5.93353.1%34.9%
25Δ14.11364.3%76.2%6.64284.7%26.6%
30Δ11.72279.4%47.3%7.34216.3%18.3%
35Δ7.79204.4%15.4%
40Δ8.16208.7%13.9%
45Δ8.52213.1%12.4%
50Δ8.89217.4%11.0%
55Δ9.26221.7%9.5%
60Δ9.63226.1%8.0%
65Δ10.00230.5%6.5%
70Δ11.74303.8%6.5%
75Δ14.73403.2%6.5%
80Δ

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
5.93
IV
353.1%
B/E move
34.9%

25Δ

Calls
Pseudo strike
14.11
IV
364.3%
B/E move
76.2%
Puts
Pseudo strike
6.64
IV
284.7%
B/E move
26.6%

30Δ

Calls
Pseudo strike
11.72
IV
279.4%
B/E move
47.3%
Puts
Pseudo strike
7.34
IV
216.3%
B/E move
18.3%

35Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
7.79
IV
204.4%
B/E move
15.4%

40Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
8.16
IV
208.7%
B/E move
13.9%

45Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
8.52
IV
213.1%
B/E move
12.4%

50Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
8.89
IV
217.4%
B/E move
11.0%

55Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
9.26
IV
221.7%
B/E move
9.5%

60Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
9.63
IV
226.1%
B/E move
8.0%

65Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
10.00
IV
230.5%
B/E move
6.5%

70Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
11.74
IV
303.8%
B/E move
6.5%

75Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
14.73
IV
403.2%
B/E move
6.5%

80Δ

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

Options history

IV · four-Friday blend74.51%
Daily EOD
SOPH67.1%80.1%93.0%2026-10-21: 69.44%2026-10-22: 68.92%2026-10-23: 69.19%2026-10-26: 75.72%2026-10-27: 69.12%2026-10-28: 91.26%2026-10-29: 78.87%2026-10-30: 74.51%Oct 21Oct 26Oct 30
8 observations2026-10-21 — 2026-10-30
Table
DateIV (%)
69.44%
68.92%
69.19%
75.72%
69.12%
91.26%
78.87%
74.51%