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Spok Holdings, Inc. Common Stock SPOK

HEALTHCARE · HEALTH INFORMATION SERVICES
i

Market dataready · fetched 2026-11-12T01:53:37.114Z

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: 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 · 2026-11-11T21:00:00.615639251Z

FundamentalsAlpha Vantage · ready · quarter 2026-09-30 · fetched 2026-11-12T01:46:48.481086+00:00

Share price$11.84
1D+0.7%
AH$11.69$11.73$11.77$11.81$11.855:30 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$0.26$1.33$2.41$3.48$4.55$-0.12$0.19$0.50$0.81$1.1220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ20Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —25Δ C unavailable: no unambiguous, price-consistent delta bracketC —40Δ C unavailable: no unambiguous, price-consistent delta bracketC —45Δ C unavailable: no unambiguous, price-consistent delta bracketC —50Δ C unavailable: no unambiguous, price-consistent delta bracketC —55Δ C unavailable: no unambiguous, price-consistent delta bracketC —60Δ C unavailable: no unambiguous, price-consistent delta bracketC —65Δ C unavailable: no unambiguous, price-consistent delta bracketC —70Δ C unavailable: no unambiguous, price-consistent delta bracketC —75Δ C unavailable: no unambiguous, price-consistent delta bracketC —80Δ C unavailable: no unambiguous, price-consistent delta bracketC —OPTION PRICESPOK PRICE$0.38$0.38$0.52$0.63$0.74$0.85$0.96$1.08$1.19$1.48$2.02$2.56$3.10$4.24
Puts——
Calls——
Skew——
Implied move——
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ
25Δ10.21165.9%18.1%
30Δ13.75129.7%19.3%10.56158.6%16.1%
35Δ12.8698.6%11.8%10.91151.4%14.1%
40Δ11.26144.1%12.1%
45Δ11.61136.9%10.1%
50Δ11.95129.6%8.1%
55Δ12.30122.4%6.1%
60Δ12.76123.2%4.7%
65Δ13.37134.7%4.2%
70Δ13.97146.1%3.6%
75Δ14.58157.5%3.1%
80Δ15.78182.5%2.6%

20Δ

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

25Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
10.21
IV
165.9%
B/E move
18.1%

30Δ

Calls
Pseudo strike
13.75
IV
129.7%
B/E move
19.3%
Puts
Pseudo strike
10.56
IV
158.6%
B/E move
16.1%

35Δ

Calls
Pseudo strike
12.86
IV
98.6%
B/E move
11.8%
Puts
Pseudo strike
10.91
IV
151.4%
B/E move
14.1%

40Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
11.26
IV
144.1%
B/E move
12.1%

45Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
11.61
IV
136.9%
B/E move
10.1%

50Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
11.95
IV
129.6%
B/E move
8.1%

55Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
12.30
IV
122.4%
B/E move
6.1%

60Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
12.76
IV
123.2%
B/E move
4.7%

65Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
13.37
IV
134.7%
B/E move
4.2%

70Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
13.97
IV
146.1%
B/E move
3.6%

75Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
14.58
IV
157.5%
B/E move
3.1%

80Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
15.78
IV
182.5%
B/E move
2.6%

Options history

IV · four-Friday blend84.04%
Daily EOD
SPOK68.6%78.6%88.5%2026-10-19: 75.99%2026-10-20: 77.49%2026-10-21: 87.16%2026-10-22: 83.07%2026-10-23: 69.97%2026-10-26: 74.91%2026-10-27: 81.49%2026-10-28: 84.04%Oct 19Oct 22Oct 28
8 observations2026-10-19 — 2026-10-28
Table
DateIV (%)
75.99%
77.49%
87.16%
83.07%
69.97%
74.91%
81.49%
84.04%