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SPS Commerce, Inc. Common Stock SPSC

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Market datapartial · fetched 2026-10-22T18:51:39.753Z

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 · 2026-10-22T18:49:52.917115593Z

FundamentalsAlpha Vantage · unavailable

Share price$91.23
1D+2.2%
$89.10$89.81$90.52$91.23$91.945:30 AM6:30 AM9:00 AM1:00 PMSPSC
Sold putSold call

SPS Commerce, Inc. Common Stock options

Live interpolated SPSC call and put midpoint premiums by absolute delta.SPS Commerce, Inc. Common Stock$1.28$6.51$11.73$16.95$22.18$72.24$81.50$90.76$100.01$109.2720Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive SPSC spot · $91.22SPSC PRICE$1.85$2.01$2.24$2.60$2.96$3.90$4.87$5.84$7.98$11.15$14.33$17.50$20.67$2.57$3.13$3.70$4.26$4.82$5.39$5.95$6.52$7.22$8.22$9.22$10.31$11.98
PutsExpensive1.54×
CallsExpensive1.35×
SkewBearish+3.65 pp
Implied moveBearish±$10.82
TiltBullish8.1% CALL
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ110.4770.5%23.1%73.9787.2%21.7%
25Δ103.5457.0%15.7%76.7182.1%19.3%
30Δ99.4849.1%11.5%79.4576.9%17.0%
35Δ97.2946.1%9.5%82.1871.7%14.6%
40Δ95.1043.2%7.5%84.9266.6%12.2%
45Δ93.6146.2%6.9%87.6661.4%9.8%
50Δ92.1549.5%6.4%90.4056.2%7.4%
55Δ90.6952.7%5.8%93.1451.1%5.0%
60Δ88.0156.1%5.2%95.5047.2%3.2%
65Δ84.2659.7%4.6%97.0746.0%2.6%
70Δ80.5063.3%3.9%98.6344.9%2.0%
75Δ76.7566.8%3.3%100.2643.8%1.4%
80Δ72.9970.4%2.7%102.3243.0%1.0%

20Δ

Calls
Pseudo strike
110.47
IV
70.5%
B/E move
23.1%
Puts
Pseudo strike
73.97
IV
87.2%
B/E move
21.7%

25Δ

Calls
Pseudo strike
103.54
IV
57.0%
B/E move
15.7%
Puts
Pseudo strike
76.71
IV
82.1%
B/E move
19.3%

30Δ

Calls
Pseudo strike
99.48
IV
49.1%
B/E move
11.5%
Puts
Pseudo strike
79.45
IV
76.9%
B/E move
17.0%

35Δ

Calls
Pseudo strike
97.29
IV
46.1%
B/E move
9.5%
Puts
Pseudo strike
82.18
IV
71.7%
B/E move
14.6%

40Δ

Calls
Pseudo strike
95.10
IV
43.2%
B/E move
7.5%
Puts
Pseudo strike
84.92
IV
66.6%
B/E move
12.2%

45Δ

Calls
Pseudo strike
93.61
IV
46.2%
B/E move
6.9%
Puts
Pseudo strike
87.66
IV
61.4%
B/E move
9.8%

50Δ

Calls
Pseudo strike
92.15
IV
49.5%
B/E move
6.4%
Puts
Pseudo strike
90.40
IV
56.2%
B/E move
7.4%

55Δ

Calls
Pseudo strike
90.69
IV
52.7%
B/E move
5.8%
Puts
Pseudo strike
93.14
IV
51.1%
B/E move
5.0%

60Δ

Calls
Pseudo strike
88.01
IV
56.1%
B/E move
5.2%
Puts
Pseudo strike
95.50
IV
47.2%
B/E move
3.2%

65Δ

Calls
Pseudo strike
84.26
IV
59.7%
B/E move
4.6%
Puts
Pseudo strike
97.07
IV
46.0%
B/E move
2.6%

70Δ

Calls
Pseudo strike
80.50
IV
63.3%
B/E move
3.9%
Puts
Pseudo strike
98.63
IV
44.9%
B/E move
2.0%

75Δ

Calls
Pseudo strike
76.75
IV
66.8%
B/E move
3.3%
Puts
Pseudo strike
100.26
IV
43.8%
B/E move
1.4%

80Δ

Calls
Pseudo strike
72.99
IV
70.4%
B/E move
2.7%
Puts
Pseudo strike
102.32
IV
43.0%
B/E move
1.0%

Options history

No recorded observations