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Spok Holdings, Inc. Common Stock SPOK

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Market datapartial · fetched 2026-10-22T16:16:58.491Z

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 · 2026-10-22T16:11:44.144465797Z

FundamentalsAlpha Vantage · unavailable

Share price$10.69
1D+0.9%
$10.49$10.56$10.62$10.68$10.755:30 AM6:30 AM9:00 AM1:00 PMSPOK
Sold putSold call

Spok Holdings, Inc. Common Stock options

Live interpolated SPOK call and put midpoint premiums by absolute delta.Spok Holdings, Inc. Common Stock$1.05$2.13$3.20$4.27$5.34$-0.12$0.19$0.50$0.81$1.1220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICESPOK PRICE$1.17$1.32$1.48$1.63$1.79$1.94$2.10$2.25$2.41$3.24$5.03
PutsExpensive6.56×
Calls——
Skew——
Implied move——
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ7.57242.3%40.1%
25Δ8.14227.0%36.2%
30Δ8.72211.8%32.3%
35Δ9.29196.6%28.4%
40Δ9.87181.4%24.4%
45Δ10.44166.2%20.5%
50Δ11.02151.0%16.6%
55Δ11.59135.8%12.7%
60Δ12.17120.6%8.7%
65Δ13.24125.8%6.5%
70Δ15.03159.7%6.5%
75Δ
80Δ

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
7.57
IV
242.3%
B/E move
40.1%

25Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
8.14
IV
227.0%
B/E move
36.2%

30Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
8.72
IV
211.8%
B/E move
32.3%

35Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
9.29
IV
196.6%
B/E move
28.4%

40Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
9.87
IV
181.4%
B/E move
24.4%

45Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
10.44
IV
166.2%
B/E move
20.5%

50Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
11.02
IV
151.0%
B/E move
16.6%

55Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
11.59
IV
135.8%
B/E move
12.7%

60Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
12.17
IV
120.6%
B/E move
8.7%

65Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
13.24
IV
125.8%
B/E move
6.5%

70Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
15.03
IV
159.7%
B/E move
6.5%

75Δ

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

80Δ

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

Options history

No recorded observations