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Spok Holdings, Inc. Common Stock SPOK

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Market datapartial · fetched 2026-10-22T22:57:07.469Z

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 · 2026-10-22T20:00:00.675694042Z

FundamentalsAlpha Vantage · unavailable

Share price$10.71
1D+1.1%
AH$10.49$10.56$10.64$10.72$10.795:30 AM6:30 AM9:00 AM1:00 PM2:00 PMSPOK
Sold putSold callAH

Spok Holdings, Inc. Common Stock options

Live interpolated SPOK call and put midpoint premiums by absolute delta.Spok Holdings, Inc. Common Stock$0.13$1.55$2.96$4.37$5.79$6.12$8.62$11.12$13.63$16.1320Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive SPOK spot · $10.71SPOK PRICE$0.29$0.51$0.92$1.17$1.24$1.31$1.38$1.45$1.52$1.60$1.99$2.41$2.82$1.11$0.82$0.54$0.68$1.01$1.34$1.67$2.01$2.34$3.40$5.38
PutsExpensive4.51×
CallsExpensive6.14×
SkewBullish-27.54 pp
Implied moveBearish±$3.06
TiltBearish4.4% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ13.3082.1%26.9%7.64235.8%39.1%
25Δ14.41124.9%39.2%8.66162.2%26.8%
30Δ17.85212.8%75.3%9.6988.6%14.6%
35Δ17.23228.0%71.7%10.2871.3%10.4%
40Δ16.03207.3%61.3%10.6878.9%9.7%
45Δ14.84186.7%50.8%11.0986.4%9.0%
50Δ13.65166.1%40.3%11.4994.0%8.3%
55Δ12.46145.5%29.9%11.90101.5%7.6%
60Δ11.27124.9%19.4%12.30109.1%7.0%
65Δ10.08104.2%9.0%13.40130.0%6.6%
70Δ9.49108.0%7.2%15.38166.1%6.6%
75Δ8.94113.3%5.9%
80Δ8.39118.7%4.7%

20Δ

Calls
Pseudo strike
13.30
IV
82.1%
B/E move
26.9%
Puts
Pseudo strike
7.64
IV
235.8%
B/E move
39.1%

25Δ

Calls
Pseudo strike
14.41
IV
124.9%
B/E move
39.2%
Puts
Pseudo strike
8.66
IV
162.2%
B/E move
26.8%

30Δ

Calls
Pseudo strike
17.85
IV
212.8%
B/E move
75.3%
Puts
Pseudo strike
9.69
IV
88.6%
B/E move
14.6%

35Δ

Calls
Pseudo strike
17.23
IV
228.0%
B/E move
71.7%
Puts
Pseudo strike
10.28
IV
71.3%
B/E move
10.4%

40Δ

Calls
Pseudo strike
16.03
IV
207.3%
B/E move
61.3%
Puts
Pseudo strike
10.68
IV
78.9%
B/E move
9.7%

45Δ

Calls
Pseudo strike
14.84
IV
186.7%
B/E move
50.8%
Puts
Pseudo strike
11.09
IV
86.4%
B/E move
9.0%

50Δ

Calls
Pseudo strike
13.65
IV
166.1%
B/E move
40.3%
Puts
Pseudo strike
11.49
IV
94.0%
B/E move
8.3%

55Δ

Calls
Pseudo strike
12.46
IV
145.5%
B/E move
29.9%
Puts
Pseudo strike
11.90
IV
101.5%
B/E move
7.6%

60Δ

Calls
Pseudo strike
11.27
IV
124.9%
B/E move
19.4%
Puts
Pseudo strike
12.30
IV
109.1%
B/E move
7.0%

65Δ

Calls
Pseudo strike
10.08
IV
104.2%
B/E move
9.0%
Puts
Pseudo strike
13.40
IV
130.0%
B/E move
6.6%

70Δ

Calls
Pseudo strike
9.49
IV
108.0%
B/E move
7.2%
Puts
Pseudo strike
15.38
IV
166.1%
B/E move
6.6%

75Δ

Calls
Pseudo strike
8.94
IV
113.3%
B/E move
5.9%
Puts
Pseudo strike
IV
B/E move

80Δ

Calls
Pseudo strike
8.39
IV
118.7%
B/E move
4.7%
Puts
Pseudo strike
IV
B/E move

Options history

No recorded observations