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SoundHound AI Inc SOUN

TECHNOLOGY · SOFTWARE - APPLICATION
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Market dataready · fetched 2026-10-21T17:00:20.402Z

Delta surfaceAlpaca · derived absolute-delta buckets · 2026-10-23

Calculation methodology

Options historyIV: ThetaData daily EOD, 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 · 2026-10-21T17:00:17.053460232Z

FundamentalsAlpha Vantage · ready · quarter 2026-06-30 · fetched 2026-10-21T17:00:19.897258+00:00

Share price$4.64
1D-2.7%
$4.56$4.63$4.69$4.75$4.825:30 AM6:30 AM9:00 AM1:00 PMSOUN
Sold putSold call

SoundHound AI Inc options

Live interpolated SOUN call and put midpoint premiums by absolute delta.SoundHound AI Inc$0.00$1.47$2.95$4.42$5.89$3.09$3.61$4.13$4.64$5.1620Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive SOUN spot · $4.63SOUN PRICE$0.04$0.06$0.07$0.09$0.10$0.12$0.13$0.15$0.16$0.17$0.19$0.36$0.54$0.03$0.04$0.24$0.76$1.28$1.80$2.33$2.85$3.37$3.89$4.41$4.94$5.46
PutsExpensive5.75×
CallsExpensive1.45×
SkewBearish+288.32 pp
Implied moveBearish±$2.46
TiltBearish87.1% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ4.9381.9%7.2%4.16125.3%11.0%
25Δ4.8881.8%6.6%4.3793.3%6.7%
30Δ4.8481.7%6.0%4.6897.4%4.0%
35Δ4.8081.5%5.4%5.19163.6%4.5%
40Δ4.7681.4%4.8%5.69229.9%5.0%
45Δ4.7181.3%4.2%6.19296.1%5.4%
50Δ4.6781.2%3.6%6.69362.4%5.9%
55Δ4.6381.0%3.0%7.19428.6%6.3%
60Δ4.5980.9%2.4%7.69494.9%6.8%
65Δ4.5480.8%1.8%8.19561.2%7.2%
70Δ4.5080.7%1.2%8.69627.4%7.7%
75Δ4.33123.6%1.3%9.20693.7%8.1%
80Δ4.16167.7%1.3%9.70759.9%8.6%

20Δ

Calls
Pseudo strike
4.93
IV
81.9%
B/E move
7.2%
Puts
Pseudo strike
4.16
IV
125.3%
B/E move
11.0%

25Δ

Calls
Pseudo strike
4.88
IV
81.8%
B/E move
6.6%
Puts
Pseudo strike
4.37
IV
93.3%
B/E move
6.7%

30Δ

Calls
Pseudo strike
4.84
IV
81.7%
B/E move
6.0%
Puts
Pseudo strike
4.68
IV
97.4%
B/E move
4.0%

35Δ

Calls
Pseudo strike
4.80
IV
81.5%
B/E move
5.4%
Puts
Pseudo strike
5.19
IV
163.6%
B/E move
4.5%

40Δ

Calls
Pseudo strike
4.76
IV
81.4%
B/E move
4.8%
Puts
Pseudo strike
5.69
IV
229.9%
B/E move
5.0%

45Δ

Calls
Pseudo strike
4.71
IV
81.3%
B/E move
4.2%
Puts
Pseudo strike
6.19
IV
296.1%
B/E move
5.4%

50Δ

Calls
Pseudo strike
4.67
IV
81.2%
B/E move
3.6%
Puts
Pseudo strike
6.69
IV
362.4%
B/E move
5.9%

55Δ

Calls
Pseudo strike
4.63
IV
81.0%
B/E move
3.0%
Puts
Pseudo strike
7.19
IV
428.6%
B/E move
6.3%

60Δ

Calls
Pseudo strike
4.59
IV
80.9%
B/E move
2.4%
Puts
Pseudo strike
7.69
IV
494.9%
B/E move
6.8%

65Δ

Calls
Pseudo strike
4.54
IV
80.8%
B/E move
1.8%
Puts
Pseudo strike
8.19
IV
561.2%
B/E move
7.2%

70Δ

Calls
Pseudo strike
4.50
IV
80.7%
B/E move
1.2%
Puts
Pseudo strike
8.69
IV
627.4%
B/E move
7.7%

75Δ

Calls
Pseudo strike
4.33
IV
123.6%
B/E move
1.3%
Puts
Pseudo strike
9.20
IV
693.7%
B/E move
8.1%

80Δ

Calls
Pseudo strike
4.16
IV
167.7%
B/E move
1.3%
Puts
Pseudo strike
9.70
IV
759.9%
B/E move
8.6%

Options history

No recorded observations