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SPS Commerce, Inc. Common Stock SPSC

TECHNOLOGY · SOFTWARE - APPLICATION
i

Market dataready · fetched 2026-11-13T17:10:30.081Z

Delta surfaceAlpaca · derived absolute-delta buckets · 2027-01-15

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 · 2026-11-13T17:09:56.853200096Z

FundamentalsAlpha Vantage · ready · quarter 2026-09-30 · fetched 2026-11-13T17:10:28.761986+00:00

Share price$82.10
1D-0.9%
$81.78$82.22$82.66$83.11$83.555:30 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$1.14$4.12$7.10$10.07$13.05$59.56$70.54$81.52$92.49$103.4720Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive SPSC spot · $82.10SPSC PRICE$1.47$1.95$2.43$3.02$3.87$4.71$5.55$6.40$7.24$8.06$8.89$9.71$11.49$2.40$2.97$3.54$4.11$4.68$5.25$5.82$6.48$7.62$8.77$9.91$11.05$12.19
PutsCheap0.79×
CallsCheap0.82×
SkewBearish+0.83 pp
Implied moveBearish±$11.37
TiltBearish6.3% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ96.6740.0%19.5%67.8458.3%20.3%
25Δ94.4441.6%17.4%70.3555.2%17.9%
30Δ91.7940.6%14.8%72.8652.0%15.6%
35Δ89.4140.2%12.6%75.3748.9%13.2%
40Δ87.5741.0%11.4%77.8745.7%10.8%
45Δ85.7441.8%10.2%80.3842.5%8.5%
50Δ83.9142.6%9.0%82.8939.4%6.1%
55Δ82.0743.4%7.8%85.2736.6%4.0%
60Δ80.2444.2%6.6%86.9535.7%3.4%
65Δ78.5142.8%5.5%88.6334.9%2.7%
70Δ76.8040.9%4.4%90.3134.0%2.1%
75Δ75.0839.1%3.3%91.9933.1%1.4%
80Δ72.7739.6%2.6%93.6732.3%0.8%

20Δ

Calls
Pseudo strike
96.67
IV
40.0%
B/E move
19.5%
Puts
Pseudo strike
67.84
IV
58.3%
B/E move
20.3%

25Δ

Calls
Pseudo strike
94.44
IV
41.6%
B/E move
17.4%
Puts
Pseudo strike
70.35
IV
55.2%
B/E move
17.9%

30Δ

Calls
Pseudo strike
91.79
IV
40.6%
B/E move
14.8%
Puts
Pseudo strike
72.86
IV
52.0%
B/E move
15.6%

35Δ

Calls
Pseudo strike
89.41
IV
40.2%
B/E move
12.6%
Puts
Pseudo strike
75.37
IV
48.9%
B/E move
13.2%

40Δ

Calls
Pseudo strike
87.57
IV
41.0%
B/E move
11.4%
Puts
Pseudo strike
77.87
IV
45.7%
B/E move
10.8%

45Δ

Calls
Pseudo strike
85.74
IV
41.8%
B/E move
10.2%
Puts
Pseudo strike
80.38
IV
42.5%
B/E move
8.5%

50Δ

Calls
Pseudo strike
83.91
IV
42.6%
B/E move
9.0%
Puts
Pseudo strike
82.89
IV
39.4%
B/E move
6.1%

55Δ

Calls
Pseudo strike
82.07
IV
43.4%
B/E move
7.8%
Puts
Pseudo strike
85.27
IV
36.6%
B/E move
4.0%

60Δ

Calls
Pseudo strike
80.24
IV
44.2%
B/E move
6.6%
Puts
Pseudo strike
86.95
IV
35.7%
B/E move
3.4%

65Δ

Calls
Pseudo strike
78.51
IV
42.8%
B/E move
5.5%
Puts
Pseudo strike
88.63
IV
34.9%
B/E move
2.7%

70Δ

Calls
Pseudo strike
76.80
IV
40.9%
B/E move
4.4%
Puts
Pseudo strike
90.31
IV
34.0%
B/E move
2.1%

75Δ

Calls
Pseudo strike
75.08
IV
39.1%
B/E move
3.3%
Puts
Pseudo strike
91.99
IV
33.1%
B/E move
1.4%

80Δ

Calls
Pseudo strike
72.77
IV
39.6%
B/E move
2.6%
Puts
Pseudo strike
93.67
IV
32.3%
B/E move
0.8%

Options history

IV · four-Friday blend40.08%
Daily EOD
SPSC37.8%42.0%46.3%2026-10-19: 43.18%2026-10-20: 39.83%2026-10-21: 39.02%2026-10-22: 38.40%2026-10-23: 39.26%2026-10-26: 41.25%2026-10-27: 44.54%2026-10-28: 43.54%2026-10-29: 45.69%2026-10-30: 40.08%Oct 19Oct 23Oct 30
10 observations2026-10-19 — 2026-10-30
Table
DateIV (%)
43.18%
39.83%
39.02%
38.40%
39.26%
41.25%
44.54%
43.54%
45.69%
40.08%