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SPS Commerce, Inc. Common Stock SPSC

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Market datapartial · fetched 2026-10-23T04:43:41.187Z

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 · 2026-10-22T20:00:08.188362173Z

FundamentalsAlpha Vantage · unavailable

Share price$91.94
1D+3.0%
AH$89.08$89.88$90.69$91.50$92.305:30 AM6:30 AM9:00 AM1:00 PM2:00 PMSPSC
Sold putSold callAH

SPS Commerce, Inc. Common Stock options

Live interpolated SPSC call and put midpoint premiums by absolute delta.SPS Commerce, Inc. Common Stock$1.53$4.41$7.30$10.19$13.08$76.05$84.12$92.18$100.24$108.3020Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive SPSC spot · $91.94SPSC PRICE$1.84$2.00$2.21$2.57$2.94$3.64$4.61$5.58$6.56$7.64$8.71$9.98$11.80$1.96$2.00$2.68$3.36$4.04$4.84$5.65$6.45$7.41$8.39$9.38$10.72$12.24
PutsExpensive1.28×
CallsExpensive1.23×
SkewBullish-1.85 pp
Implied moveBearish±$10.26
TiltBearish6.1% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ111.0770.1%22.8%80.6863.0%14.4%
25Δ104.0756.4%15.4%84.9548.5%9.8%
30Δ99.9648.2%11.1%86.6149.3%8.7%
35Δ97.9345.8%9.3%88.2450.2%7.7%
40Δ95.9043.3%7.5%89.8651.1%6.7%
45Δ94.2043.8%6.4%91.4850.6%5.8%
50Δ92.7546.9%5.9%93.0950.1%4.9%
55Δ91.3049.9%5.4%94.7149.5%4.0%
60Δ89.8252.6%4.8%96.3048.5%3.3%
65Δ88.0552.5%4.1%97.8947.5%2.7%
70Δ86.2952.5%3.3%99.4846.4%2.0%
75Δ84.3852.8%2.6%101.3145.4%1.5%
80Δ82.0653.9%2.1%103.2644.5%1.0%

20Δ

Calls
Pseudo strike
111.07
IV
70.1%
B/E move
22.8%
Puts
Pseudo strike
80.68
IV
63.0%
B/E move
14.4%

25Δ

Calls
Pseudo strike
104.07
IV
56.4%
B/E move
15.4%
Puts
Pseudo strike
84.95
IV
48.5%
B/E move
9.8%

30Δ

Calls
Pseudo strike
99.96
IV
48.2%
B/E move
11.1%
Puts
Pseudo strike
86.61
IV
49.3%
B/E move
8.7%

35Δ

Calls
Pseudo strike
97.93
IV
45.8%
B/E move
9.3%
Puts
Pseudo strike
88.24
IV
50.2%
B/E move
7.7%

40Δ

Calls
Pseudo strike
95.90
IV
43.3%
B/E move
7.5%
Puts
Pseudo strike
89.86
IV
51.1%
B/E move
6.7%

45Δ

Calls
Pseudo strike
94.20
IV
43.8%
B/E move
6.4%
Puts
Pseudo strike
91.48
IV
50.6%
B/E move
5.8%

50Δ

Calls
Pseudo strike
92.75
IV
46.9%
B/E move
5.9%
Puts
Pseudo strike
93.09
IV
50.1%
B/E move
4.9%

55Δ

Calls
Pseudo strike
91.30
IV
49.9%
B/E move
5.4%
Puts
Pseudo strike
94.71
IV
49.5%
B/E move
4.0%

60Δ

Calls
Pseudo strike
89.82
IV
52.6%
B/E move
4.8%
Puts
Pseudo strike
96.30
IV
48.5%
B/E move
3.3%

65Δ

Calls
Pseudo strike
88.05
IV
52.5%
B/E move
4.1%
Puts
Pseudo strike
97.89
IV
47.5%
B/E move
2.7%

70Δ

Calls
Pseudo strike
86.29
IV
52.5%
B/E move
3.3%
Puts
Pseudo strike
99.48
IV
46.4%
B/E move
2.0%

75Δ

Calls
Pseudo strike
84.38
IV
52.8%
B/E move
2.6%
Puts
Pseudo strike
101.31
IV
45.4%
B/E move
1.5%

80Δ

Calls
Pseudo strike
82.06
IV
53.9%
B/E move
2.1%
Puts
Pseudo strike
103.26
IV
44.5%
B/E move
1.0%

Options history

No recorded observations