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SS&C Technologies Holdings, Inc. Common Stock SSNC

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Market datapartial · fetched 2026-10-22T22:07:58.294Z

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 · 2026-10-22T22:01:26.655446649Z

FundamentalsAlpha Vantage · unavailable

Share price$85.60
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$0.05$6.09$12.13$18.17$24.21$-0.12$0.19$0.50$0.81$1.1220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICESSNC PRICE$2.45$1.63$2.19$2.75$3.31$4.23$5.17$6.11$7.78$9.59$12.31$16.12$22.47$0.70$0.86$1.02$1.18$1.33
PutsCheap0.75×
CallsExpensive2.47×
SkewBullish-48.99 pp
Implied move——
TiltBullish89.9% CALL
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ114.72103.9%36.9%80.6725.9%6.6%
25Δ95.0048.3%12.9%81.6924.2%5.6%
30Δ93.3749.6%11.6%82.7122.4%4.6%
35Δ91.7450.9%10.4%83.7220.7%3.6%
40Δ90.1052.2%9.1%84.7419.0%2.6%
45Δ88.4854.8%8.3%
50Δ86.8757.6%7.5%
55Δ85.2560.3%6.7%
60Δ83.1166.2%6.2%
65Δ80.8872.8%5.7%
70Δ77.8483.5%5.3%
75Δ73.8399.5%5.1%
80Δ67.48128.8%5.1%

20Δ

Calls
Pseudo strike
114.72
IV
103.9%
B/E move
36.9%
Puts
Pseudo strike
80.67
IV
25.9%
B/E move
6.6%

25Δ

Calls
Pseudo strike
95.00
IV
48.3%
B/E move
12.9%
Puts
Pseudo strike
81.69
IV
24.2%
B/E move
5.6%

30Δ

Calls
Pseudo strike
93.37
IV
49.6%
B/E move
11.6%
Puts
Pseudo strike
82.71
IV
22.4%
B/E move
4.6%

35Δ

Calls
Pseudo strike
91.74
IV
50.9%
B/E move
10.4%
Puts
Pseudo strike
83.72
IV
20.7%
B/E move
3.6%

40Δ

Calls
Pseudo strike
90.10
IV
52.2%
B/E move
9.1%
Puts
Pseudo strike
84.74
IV
19.0%
B/E move
2.6%

45Δ

Calls
Pseudo strike
88.48
IV
54.8%
B/E move
8.3%
Puts
Pseudo strike
IV
B/E move

50Δ

Calls
Pseudo strike
86.87
IV
57.6%
B/E move
7.5%
Puts
Pseudo strike
IV
B/E move

55Δ

Calls
Pseudo strike
85.25
IV
60.3%
B/E move
6.7%
Puts
Pseudo strike
IV
B/E move

60Δ

Calls
Pseudo strike
83.11
IV
66.2%
B/E move
6.2%
Puts
Pseudo strike
IV
B/E move

65Δ

Calls
Pseudo strike
80.88
IV
72.8%
B/E move
5.7%
Puts
Pseudo strike
IV
B/E move

70Δ

Calls
Pseudo strike
77.84
IV
83.5%
B/E move
5.3%
Puts
Pseudo strike
IV
B/E move

75Δ

Calls
Pseudo strike
73.83
IV
99.5%
B/E move
5.1%
Puts
Pseudo strike
IV
B/E move

80Δ

Calls
Pseudo strike
67.48
IV
128.8%
B/E move
5.1%
Puts
Pseudo strike
IV
B/E move

Options history

No recorded observations