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SS&C Technologies Holdings, Inc. Common Stock SSNC

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Market datapartial · fetched 2026-10-22T23:50:20.296Z

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 · 2026-10-22T22:26:59.231267201Z

FundamentalsAlpha Vantage · unavailable

Share price$85.25
1D-4.2%
AH$82$84$86$88$905:30 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$0.00$6.35$12.69$19.04$25.38$-0.12$0.19$0.50$0.81$1.1220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICESSNC PRICE$2.45$1.67$2.24$2.81$3.41$4.36$5.32$6.29$8.11$9.93$12.92$17.08$23.55$0.68$0.82$0.97$1.11$1.26
PutsCheap0.73×
CallsExpensive2.58×
SkewBullish-53.05 pp
Implied move——
TiltBullish90.8% CALL
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ114.46104.6%37.1%80.5125.1%6.4%
25Δ94.8849.5%13.3%81.4523.4%5.4%
30Δ93.2251.0%12.0%82.3821.7%4.5%
35Δ91.5652.4%10.7%83.3220.0%3.6%
40Δ89.9054.0%9.5%84.2518.3%2.6%
45Δ88.2556.9%8.6%
50Δ86.6159.9%7.8%
55Δ84.9562.9%7.0%
60Δ82.7069.8%6.5%
65Δ80.4676.6%6.0%
70Δ77.1888.9%5.7%
75Δ72.87107.4%5.5%
80Δ66.40138.2%5.5%

20Δ

Calls
Pseudo strike
114.46
IV
104.6%
B/E move
37.1%
Puts
Pseudo strike
80.51
IV
25.1%
B/E move
6.4%

25Δ

Calls
Pseudo strike
94.88
IV
49.5%
B/E move
13.3%
Puts
Pseudo strike
81.45
IV
23.4%
B/E move
5.4%

30Δ

Calls
Pseudo strike
93.22
IV
51.0%
B/E move
12.0%
Puts
Pseudo strike
82.38
IV
21.7%
B/E move
4.5%

35Δ

Calls
Pseudo strike
91.56
IV
52.4%
B/E move
10.7%
Puts
Pseudo strike
83.32
IV
20.0%
B/E move
3.6%

40Δ

Calls
Pseudo strike
89.90
IV
54.0%
B/E move
9.5%
Puts
Pseudo strike
84.25
IV
18.3%
B/E move
2.6%

45Δ

Calls
Pseudo strike
88.25
IV
56.9%
B/E move
8.6%
Puts
Pseudo strike
IV
B/E move

50Δ

Calls
Pseudo strike
86.61
IV
59.9%
B/E move
7.8%
Puts
Pseudo strike
IV
B/E move

55Δ

Calls
Pseudo strike
84.95
IV
62.9%
B/E move
7.0%
Puts
Pseudo strike
IV
B/E move

60Δ

Calls
Pseudo strike
82.70
IV
69.8%
B/E move
6.5%
Puts
Pseudo strike
IV
B/E move

65Δ

Calls
Pseudo strike
80.46
IV
76.6%
B/E move
6.0%
Puts
Pseudo strike
IV
B/E move

70Δ

Calls
Pseudo strike
77.18
IV
88.9%
B/E move
5.7%
Puts
Pseudo strike
IV
B/E move

75Δ

Calls
Pseudo strike
72.87
IV
107.4%
B/E move
5.5%
Puts
Pseudo strike
IV
B/E move

80Δ

Calls
Pseudo strike
66.40
IV
138.2%
B/E move
5.5%
Puts
Pseudo strike
IV
B/E move

Options history

No recorded observations