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Sophia Genetics SA SOPH

HEALTHCARE · HEALTH INFORMATION SERVICES
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Market dataready · fetched 2026-10-23T00:21:47.859Z

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 · ready · quarter 2026-06-30 · fetched 2026-10-23T00:21:47.079485+00:00

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 options

Live interpolated SOPH call and put midpoint premiums by absolute delta.Sophia Genetics SA$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-28.51 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
20Δ14.44225.3%113.7%5.11175.3%33.2%
25Δ13.88234.1%106.9%5.39162.2%29.8%
30Δ10.03169.0%51.5%5.67149.0%26.3%
35Δ9.26151.3%41.1%5.95135.9%22.9%
40Δ8.52133.9%31.0%6.24122.8%19.4%
45Δ7.77116.5%21.0%6.52109.6%15.9%
50Δ7.29112.7%16.2%6.8096.5%12.5%
55Δ6.97116.7%14.4%7.0983.3%9.0%
60Δ6.64120.7%12.7%7.3770.2%5.5%
65Δ6.31124.7%10.9%8.0875.5%3.7%
70Δ5.98128.7%9.2%9.1696.4%3.4%
75Δ5.66132.7%7.5%10.23117.3%3.0%
80Δ5.33136.7%5.7%11.31138.2%2.6%

20Δ

Calls
Pseudo strike
14.44
IV
225.3%
B/E move
113.7%
Puts
Pseudo strike
5.11
IV
175.3%
B/E move
33.2%

25Δ

Calls
Pseudo strike
13.88
IV
234.1%
B/E move
106.9%
Puts
Pseudo strike
5.39
IV
162.2%
B/E move
29.8%

30Δ

Calls
Pseudo strike
10.03
IV
169.0%
B/E move
51.5%
Puts
Pseudo strike
5.67
IV
149.0%
B/E move
26.3%

35Δ

Calls
Pseudo strike
9.26
IV
151.3%
B/E move
41.1%
Puts
Pseudo strike
5.95
IV
135.9%
B/E move
22.9%

40Δ

Calls
Pseudo strike
8.52
IV
133.9%
B/E move
31.0%
Puts
Pseudo strike
6.24
IV
122.8%
B/E move
19.4%

45Δ

Calls
Pseudo strike
7.77
IV
116.5%
B/E move
21.0%
Puts
Pseudo strike
6.52
IV
109.6%
B/E move
15.9%

50Δ

Calls
Pseudo strike
7.29
IV
112.7%
B/E move
16.2%
Puts
Pseudo strike
6.80
IV
96.5%
B/E move
12.5%

55Δ

Calls
Pseudo strike
6.97
IV
116.7%
B/E move
14.4%
Puts
Pseudo strike
7.09
IV
83.3%
B/E move
9.0%

60Δ

Calls
Pseudo strike
6.64
IV
120.7%
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
124.7%
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
128.7%
B/E move
9.2%
Puts
Pseudo strike
9.16
IV
96.4%
B/E move
3.4%

75Δ

Calls
Pseudo strike
5.66
IV
132.7%
B/E move
7.5%
Puts
Pseudo strike
10.23
IV
117.3%
B/E move
3.0%

80Δ

Calls
Pseudo strike
5.33
IV
136.7%
B/E move
5.7%
Puts
Pseudo strike
11.31
IV
138.2%
B/E move
2.6%

Options history

No recorded observations