IntraAlpha
Create free account Start free

SS&C Technologies Holdings, Inc. Common Stock SSNC

i

Market dataready · fetched 2026-11-12T02:53:42.753Z

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: 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 · 2026-11-11T21:00:03.533367467Z

FundamentalsSEC EDGAR · ready · as of 2026-09-30 · fetched 2026-11-12T02:53:42.240679+00:00

Share price$79.44
1D+0.9%
AH$78.55$78.81$79.07$79.32$79.585:30 AM6:30 AM9:00 AM1:00 PM2:00 PMSSNC
Sold putSold callAH

SS&C Technologies Holdings, Inc. Common Stock options

Live interpolated SSNC call and put midpoint premiums by absolute delta.SS&C Technologies Holdings, Inc. Common Stock$0.27$2.06$3.85$5.64$7.43$71.38$75.28$79.19$83.09$87.0020Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive SSNC spot · $79.44SSNC PRICE$0.46$0.60$0.73$0.87$1.01$1.14$1.93$2.76$3.59$4.42$5.25$6.08$6.91$1.19$1.26$1.34$1.42$1.50$1.58$1.66$1.83$2.57$3.30$4.04$4.77$5.51
PutsCheap0.87×
CallsCheap0.65×
SkewBearish+14.37 pp
Implied moveBullish±$3.59
TiltBullish5.6% CALL
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ83.3728.8%5.5%70.5090.6%12.7%
25Δ82.7028.5%4.9%74.3366.5%8.0%
30Δ82.0428.3%4.2%75.7357.5%6.4%
35Δ81.3728.1%3.5%76.6151.7%5.4%
40Δ80.7127.8%2.9%77.4946.0%4.3%
45Δ80.0427.6%2.2%78.3740.2%3.3%
50Δ79.0829.4%2.0%79.2534.4%2.3%
55Δ78.1031.3%1.8%80.1329.8%1.4%
60Δ77.1133.1%1.6%81.0032.2%1.3%
65Δ76.1335.0%1.4%81.8734.5%1.1%
70Δ75.1536.9%1.2%82.7436.9%0.9%
75Δ74.1638.8%1.0%83.6139.2%0.8%
80Δ73.1840.7%0.8%84.4841.6%0.6%

20Δ

Calls
Pseudo strike
83.37
IV
28.8%
B/E move
5.5%
Puts
Pseudo strike
70.50
IV
90.6%
B/E move
12.7%

25Δ

Calls
Pseudo strike
82.70
IV
28.5%
B/E move
4.9%
Puts
Pseudo strike
74.33
IV
66.5%
B/E move
8.0%

30Δ

Calls
Pseudo strike
82.04
IV
28.3%
B/E move
4.2%
Puts
Pseudo strike
75.73
IV
57.5%
B/E move
6.4%

35Δ

Calls
Pseudo strike
81.37
IV
28.1%
B/E move
3.5%
Puts
Pseudo strike
76.61
IV
51.7%
B/E move
5.4%

40Δ

Calls
Pseudo strike
80.71
IV
27.8%
B/E move
2.9%
Puts
Pseudo strike
77.49
IV
46.0%
B/E move
4.3%

45Δ

Calls
Pseudo strike
80.04
IV
27.6%
B/E move
2.2%
Puts
Pseudo strike
78.37
IV
40.2%
B/E move
3.3%

50Δ

Calls
Pseudo strike
79.08
IV
29.4%
B/E move
2.0%
Puts
Pseudo strike
79.25
IV
34.4%
B/E move
2.3%

55Δ

Calls
Pseudo strike
78.10
IV
31.3%
B/E move
1.8%
Puts
Pseudo strike
80.13
IV
29.8%
B/E move
1.4%

60Δ

Calls
Pseudo strike
77.11
IV
33.1%
B/E move
1.6%
Puts
Pseudo strike
81.00
IV
32.2%
B/E move
1.3%

65Δ

Calls
Pseudo strike
76.13
IV
35.0%
B/E move
1.4%
Puts
Pseudo strike
81.87
IV
34.5%
B/E move
1.1%

70Δ

Calls
Pseudo strike
75.15
IV
36.9%
B/E move
1.2%
Puts
Pseudo strike
82.74
IV
36.9%
B/E move
0.9%

75Δ

Calls
Pseudo strike
74.16
IV
38.8%
B/E move
1.0%
Puts
Pseudo strike
83.61
IV
39.2%
B/E move
0.8%

80Δ

Calls
Pseudo strike
73.18
IV
40.7%
B/E move
0.8%
Puts
Pseudo strike
84.48
IV
41.6%
B/E move
0.6%

Options history

IV · four-Friday blend27.00%
Daily EOD
SSNC25.5%27.6%29.7%2026-10-19: 28.43%2026-10-20: 29.40%2026-10-21: 28.97%2026-10-22: 27.93%2026-10-23: 26.60%2026-10-26: 27.74%2026-10-27: 27.16%2026-10-28: 27.92%2026-10-29: 25.81%2026-10-30: 27.00%Oct 19Oct 23Oct 30
10 observations2026-10-19 — 2026-10-30
Table
DateIV (%)
28.43%
29.40%
28.97%
27.93%
26.60%
27.74%
27.16%
27.92%
25.81%
27.00%