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SoundHound AI, Inc Class A Common Stock SOUN

TECHNOLOGY · SOFTWARE - APPLICATION
i

Market dataready · fetched 2026-11-10T22:23:34.073Z

Delta surfaceAlpaca · derived absolute-delta buckets · 2026-11-13

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 · 2026-11-10T22:23:03.255554779Z

FundamentalsAlpha Vantage · ready · quarter 2026-09-30 · fetched 2026-11-10T22:19:02.562106+00:00

Share price$3.87
1D-1.8%
AH$3.70$3.78$3.86$3.93$4.015:30 AM6:30 AM9:00 AM1:00 PM2:00 PMSOUN
Sold putSold callAH

SoundHound AI, Inc Class A Common Stock options

Live interpolated SOUN call and put midpoint premiums by absolute delta.SoundHound AI, Inc Class A Common Stock$0.03$0.10$0.18$0.25$0.33$3.50$3.70$3.90$4.10$4.3020Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ65Δ P unavailable: no unambiguous, price-consistent delta bracketP —70Δ P unavailable: no unambiguous, price-consistent delta bracketP —75Δ P unavailable: no unambiguous, price-consistent delta bracketP —80Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —OPTION PRICELive SOUN spot · $3.87SOUN PRICE$0.04$0.05$0.06$0.07$0.10$0.13$0.16$0.19$0.22$0.25$0.28$0.31$0.05$0.06$0.07$0.09$0.10$0.12$0.13$0.15$0.16
Puts——
Calls——
Skew——
Implied moveBullish±$0.29
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ4.2695.5%11.0%3.5893.6%8.8%
25Δ4.1791.3%9.0%3.6291.8%8.0%
30Δ4.0887.1%6.9%3.6789.9%7.2%
35Δ4.0083.3%5.0%3.7188.1%6.4%
40Δ3.9584.4%4.6%3.7686.3%5.6%
45Δ3.9085.5%4.2%3.8084.4%4.9%
50Δ3.8686.6%3.8%3.8582.6%4.1%
55Δ3.8187.7%3.3%3.8980.8%3.3%
60Δ3.7788.8%2.9%3.9479.0%2.5%
65Δ3.7289.8%2.5%
70Δ3.6790.9%2.1%
75Δ3.6392.0%1.7%
80Δ

20Δ

Calls
Pseudo strike
4.26
IV
95.5%
B/E move
11.0%
Puts
Pseudo strike
3.58
IV
93.6%
B/E move
8.8%

25Δ

Calls
Pseudo strike
4.17
IV
91.3%
B/E move
9.0%
Puts
Pseudo strike
3.62
IV
91.8%
B/E move
8.0%

30Δ

Calls
Pseudo strike
4.08
IV
87.1%
B/E move
6.9%
Puts
Pseudo strike
3.67
IV
89.9%
B/E move
7.2%

35Δ

Calls
Pseudo strike
4.00
IV
83.3%
B/E move
5.0%
Puts
Pseudo strike
3.71
IV
88.1%
B/E move
6.4%

40Δ

Calls
Pseudo strike
3.95
IV
84.4%
B/E move
4.6%
Puts
Pseudo strike
3.76
IV
86.3%
B/E move
5.6%

45Δ

Calls
Pseudo strike
3.90
IV
85.5%
B/E move
4.2%
Puts
Pseudo strike
3.80
IV
84.4%
B/E move
4.9%

50Δ

Calls
Pseudo strike
3.86
IV
86.6%
B/E move
3.8%
Puts
Pseudo strike
3.85
IV
82.6%
B/E move
4.1%

55Δ

Calls
Pseudo strike
3.81
IV
87.7%
B/E move
3.3%
Puts
Pseudo strike
3.89
IV
80.8%
B/E move
3.3%

60Δ

Calls
Pseudo strike
3.77
IV
88.8%
B/E move
2.9%
Puts
Pseudo strike
3.94
IV
79.0%
B/E move
2.5%

65Δ

Calls
Pseudo strike
3.72
IV
89.8%
B/E move
2.5%
Puts
Pseudo strike
IV
B/E move

70Δ

Calls
Pseudo strike
3.67
IV
90.9%
B/E move
2.1%
Puts
Pseudo strike
IV
B/E move

75Δ

Calls
Pseudo strike
3.63
IV
92.0%
B/E move
1.7%
Puts
Pseudo strike
IV
B/E move

80Δ

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

Options history

IV · four-Friday blend160.55%
Daily close
SOUN47.3%108.1%168.9%2026-08-12: 73.24%2026-08-13: 88.45%2026-08-14: 66.42%2026-08-17: 83.92%2026-08-18: 74.48%2026-08-19: 90.64%2026-08-21: 64.54%2026-08-24: 74.41%2026-08-25: 101.91%2026-08-26: 78.45%2026-08-28: 61.64%2026-08-31: 63.70%2026-09-01: 61.42%2026-09-02: 140.53%2026-09-04: 58.02%2026-09-08: 66.76%2026-09-09: 66.57%2026-09-11: 65.57%2026-09-14: 60.99%2026-09-15: 64.72%2026-09-16: 87.01%2026-09-17: 67.91%2026-09-18: 55.71%2026-09-21: 60.65%2026-09-22: 91.34%2026-09-23: 62.20%2026-09-25: 67.04%2026-09-28: 61.25%2026-10-02: 117.99%2026-10-12: 73.66%2026-10-14: 94.07%2026-10-16: 115.95%2026-10-22: 140.29%2026-10-23: 117.27%2026-10-30: 160.55%Aug 12Sep 11Oct 30
35 observations2026-08-12 — 2026-10-30
Table
DateIV (%)
73.24%
88.45%
66.42%
83.92%
74.48%
90.64%
64.54%
74.41%
101.91%
78.45%
61.64%
63.70%
61.42%
140.53%
58.02%
66.76%
66.57%
65.57%
60.99%
64.72%
87.01%
67.91%
55.71%
60.65%
91.34%
62.20%
67.04%
61.25%
117.99%
73.66%
94.07%
115.95%
140.29%
117.27%
160.55%