SoundHound AI Inc SOUN
TECHNOLOGY · SOFTWARE - APPLICATIONi
Market dataready · fetched 2026-10-21T17:48:10.210Z
Delta surfaceAlpaca · derived absolute-delta buckets · 2026-10-23
Calculation methodologyOptions 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 dataPriceAlpaca · sip · 2026-10-21T17:47:47.25774318Z
FundamentalsAlpha Vantage · ready · quarter 2026-06-30 · fetched 2026-10-21T17:48:09.421127+00:00
Share price$4.63
1D-2.8%
Sold putSold call
SoundHound AI Inc options
PutsExpensive5.69×
CallsExpensive5.78×
SkewBearish+5.19 pp
Implied moveBearish±$2.74
TiltBearish59.5% PUT
Table
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 10.47 | 693.6% | 146.6% | 4.31 | 90.2% | 7.5% |
| 25Δ | 9.86 | 631.3% | 131.8% | 4.42 | 79.2% | 5.4% |
| 30Δ | 9.26 | 569.0% | 117.1% | 4.61 | 84.7% | 3.8% |
| 35Δ | 8.66 | 506.6% | 102.4% | 5.11 | 151.7% | 4.2% |
| 40Δ | 8.05 | 444.3% | 87.7% | 5.62 | 218.6% | 4.7% |
| 45Δ | 7.45 | 382.0% | 72.9% | 6.12 | 285.5% | 5.1% |
| 50Δ | 6.84 | 319.6% | 58.2% | 6.63 | 352.5% | 5.6% |
| 55Δ | 6.24 | 257.3% | 43.5% | 7.13 | 419.4% | 6.1% |
| 60Δ | 5.63 | 195.0% | 28.8% | 7.64 | 486.4% | 6.5% |
| 65Δ | 5.03 | 132.6% | 14.1% | 8.14 | 553.3% | 7.0% |
| 70Δ | 4.45 | 91.2% | 1.2% | 8.64 | 620.3% | 7.4% |
| 75Δ | 4.05 | 194.8% | 1.2% | 9.15 | 687.2% | 7.9% |
| 80Δ | 3.65 | 298.4% | 1.2% | 9.65 | 754.2% | 8.3% |
20Δ
- Pseudo strike
- 10.47
- IV
- 693.6%
- B/E move
- 146.6%
- Pseudo strike
- 4.31
- IV
- 90.2%
- B/E move
- 7.5%
25Δ
- Pseudo strike
- 9.86
- IV
- 631.3%
- B/E move
- 131.8%
- Pseudo strike
- 4.42
- IV
- 79.2%
- B/E move
- 5.4%
30Δ
- Pseudo strike
- 9.26
- IV
- 569.0%
- B/E move
- 117.1%
- Pseudo strike
- 4.61
- IV
- 84.7%
- B/E move
- 3.8%
35Δ
- Pseudo strike
- 8.66
- IV
- 506.6%
- B/E move
- 102.4%
- Pseudo strike
- 5.11
- IV
- 151.7%
- B/E move
- 4.2%
40Δ
- Pseudo strike
- 8.05
- IV
- 444.3%
- B/E move
- 87.7%
- Pseudo strike
- 5.62
- IV
- 218.6%
- B/E move
- 4.7%
45Δ
- Pseudo strike
- 7.45
- IV
- 382.0%
- B/E move
- 72.9%
- Pseudo strike
- 6.12
- IV
- 285.5%
- B/E move
- 5.1%
50Δ
- Pseudo strike
- 6.84
- IV
- 319.6%
- B/E move
- 58.2%
- Pseudo strike
- 6.63
- IV
- 352.5%
- B/E move
- 5.6%
55Δ
- Pseudo strike
- 6.24
- IV
- 257.3%
- B/E move
- 43.5%
- Pseudo strike
- 7.13
- IV
- 419.4%
- B/E move
- 6.1%
60Δ
- Pseudo strike
- 5.63
- IV
- 195.0%
- B/E move
- 28.8%
- Pseudo strike
- 7.64
- IV
- 486.4%
- B/E move
- 6.5%
65Δ
- Pseudo strike
- 5.03
- IV
- 132.6%
- B/E move
- 14.1%
- Pseudo strike
- 8.14
- IV
- 553.3%
- B/E move
- 7.0%
70Δ
- Pseudo strike
- 4.45
- IV
- 91.2%
- B/E move
- 1.2%
- Pseudo strike
- 8.64
- IV
- 620.3%
- B/E move
- 7.4%
75Δ
- Pseudo strike
- 4.05
- IV
- 194.8%
- B/E move
- 1.2%
- Pseudo strike
- 9.15
- IV
- 687.2%
- B/E move
- 7.9%
80Δ
- Pseudo strike
- 3.65
- IV
- 298.4%
- B/E move
- 1.2%
- Pseudo strike
- 9.65
- IV
- 754.2%
- B/E move
- 8.3%
Options history
No recorded observations