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SPS Commerce, Inc. Common Stock SPSC

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Market datapartial · fetched 2026-10-22T21:10:36.819Z

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$4.42$7.32$10.22$13.11$76.16$84.16$92.16$100.16$108.1620Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive SPSC spot · $91.94SPSC PRICE$1.84$2.00$2.21$2.57$2.94$3.63$4.60$5.57$6.56$7.63$8.70$9.97$11.78$1.96$2.00$2.68$3.36$4.05$4.84$5.65$6.46$7.42$8.41$9.39$10.75$12.28
PutsExpensive1.26×
CallsExpensive1.21×
SkewBullish-1.77 pp
Implied moveBearish±$10.26
TiltBearish6.2% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ111.0769.8%22.8%80.6962.7%14.4%
25Δ104.0856.1%15.4%84.9548.3%9.8%
30Δ99.9647.9%11.1%86.6148.8%8.7%
35Δ97.9445.3%9.3%88.2449.5%7.7%
40Δ95.9142.6%7.5%89.8750.3%6.6%
45Δ94.2043.0%6.4%91.4949.8%5.8%
50Δ92.7546.0%5.9%93.1049.3%4.9%
55Δ91.3148.9%5.4%94.7248.7%4.0%
60Δ89.8351.6%4.8%96.3247.8%3.3%
65Δ88.0751.6%4.1%97.9146.7%2.6%
70Δ86.3151.5%3.3%99.5145.6%2.0%
75Δ84.4051.8%2.6%101.3544.7%1.5%
80Δ82.0852.8%2.1%103.3043.8%1.0%

20Δ

Calls
Pseudo strike
111.07
IV
69.8%
B/E move
22.8%
Puts
Pseudo strike
80.69
IV
62.7%
B/E move
14.4%

25Δ

Calls
Pseudo strike
104.08
IV
56.1%
B/E move
15.4%
Puts
Pseudo strike
84.95
IV
48.3%
B/E move
9.8%

30Δ

Calls
Pseudo strike
99.96
IV
47.9%
B/E move
11.1%
Puts
Pseudo strike
86.61
IV
48.8%
B/E move
8.7%

35Δ

Calls
Pseudo strike
97.94
IV
45.3%
B/E move
9.3%
Puts
Pseudo strike
88.24
IV
49.5%
B/E move
7.7%

40Δ

Calls
Pseudo strike
95.91
IV
42.6%
B/E move
7.5%
Puts
Pseudo strike
89.87
IV
50.3%
B/E move
6.6%

45Δ

Calls
Pseudo strike
94.20
IV
43.0%
B/E move
6.4%
Puts
Pseudo strike
91.49
IV
49.8%
B/E move
5.8%

50Δ

Calls
Pseudo strike
92.75
IV
46.0%
B/E move
5.9%
Puts
Pseudo strike
93.10
IV
49.3%
B/E move
4.9%

55Δ

Calls
Pseudo strike
91.31
IV
48.9%
B/E move
5.4%
Puts
Pseudo strike
94.72
IV
48.7%
B/E move
4.0%

60Δ

Calls
Pseudo strike
89.83
IV
51.6%
B/E move
4.8%
Puts
Pseudo strike
96.32
IV
47.8%
B/E move
3.3%

65Δ

Calls
Pseudo strike
88.07
IV
51.6%
B/E move
4.1%
Puts
Pseudo strike
97.91
IV
46.7%
B/E move
2.6%

70Δ

Calls
Pseudo strike
86.31
IV
51.5%
B/E move
3.3%
Puts
Pseudo strike
99.51
IV
45.6%
B/E move
2.0%

75Δ

Calls
Pseudo strike
84.40
IV
51.8%
B/E move
2.6%
Puts
Pseudo strike
101.35
IV
44.7%
B/E move
1.5%

80Δ

Calls
Pseudo strike
82.08
IV
52.8%
B/E move
2.1%
Puts
Pseudo strike
103.30
IV
43.8%
B/E move
1.0%

Options history

No recorded observations