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SoundThinking, Inc. Common Stock SSTI

i

Market dataready · fetched 2026-11-14T02:11:19.423Z

Delta surfaceAlpaca · derived absolute-delta buckets · 2026-12-18

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 · 2026-11-13T21:00:00.412716012Z

FundamentalsSEC EDGAR · ready · as of 2026-09-30 · fetched 2026-11-14T02:11:18.514658+00:00

Share price$8.26
1D-0.1%
AH$8.24$8.26$8.28$8.30$8.325:30 AM6:30 AM9:00 AM1:00 PM2:00 PMSSTI
Sold putSold callAH

SoundThinking, Inc. Common Stock options

Live interpolated SSTI call and put midpoint premiums by absolute delta.SoundThinking, Inc. Common Stock$2.31$3.63$4.96$6.28$7.61$-0.12$0.19$0.50$0.81$1.1220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ20Δ C unavailable: no unambiguous, price-consistent delta bracketC —25Δ C unavailable: no unambiguous, price-consistent delta bracketC —30Δ C unavailable: no unambiguous, price-consistent delta bracketC —35Δ C unavailable: no unambiguous, price-consistent delta bracketC —40Δ C unavailable: no unambiguous, price-consistent delta bracketC —45Δ C unavailable: no unambiguous, price-consistent delta bracketC —50Δ C unavailable: no unambiguous, price-consistent delta bracketC —75Δ P unavailable: no unambiguous, price-consistent delta bracketP —80Δ P unavailable: no unambiguous, price-consistent delta bracketP —OPTION PRICESSTI PRICE$2.45$2.55$2.70$2.85$3.18$3.52$2.64$2.78$2.91$3.04$3.18$3.31$3.95$5.01$5.86$6.54$7.23
Puts——
Calls——
Skew——
Implied move——
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ6.04473.2%58.9%
25Δ6.76427.0%51.7%
30Δ7.49380.7%44.6%
35Δ8.21334.5%37.4%
40Δ8.94288.3%30.3%
45Δ9.66242.1%23.1%
50Δ10.67225.8%18.6%
55Δ14.33380.1%103.2%11.92235.2%16.3%
60Δ11.23327.8%66.8%12.98234.8%13.9%
65Δ9.36292.7%46.0%13.87226.0%11.3%
70Δ7.50257.5%25.3%14.77217.1%8.7%
75Δ6.70249.0%19.7%
80Δ5.91240.5%14.1%

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
6.04
IV
473.2%
B/E move
58.9%

25Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
6.76
IV
427.0%
B/E move
51.7%

30Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
7.49
IV
380.7%
B/E move
44.6%

35Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
8.21
IV
334.5%
B/E move
37.4%

40Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
8.94
IV
288.3%
B/E move
30.3%

45Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
9.66
IV
242.1%
B/E move
23.1%

50Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
10.67
IV
225.8%
B/E move
18.6%

55Δ

Calls
Pseudo strike
14.33
IV
380.1%
B/E move
103.2%
Puts
Pseudo strike
11.92
IV
235.2%
B/E move
16.3%

60Δ

Calls
Pseudo strike
11.23
IV
327.8%
B/E move
66.8%
Puts
Pseudo strike
12.98
IV
234.8%
B/E move
13.9%

65Δ

Calls
Pseudo strike
9.36
IV
292.7%
B/E move
46.0%
Puts
Pseudo strike
13.87
IV
226.0%
B/E move
11.3%

70Δ

Calls
Pseudo strike
7.50
IV
257.5%
B/E move
25.3%
Puts
Pseudo strike
14.77
IV
217.1%
B/E move
8.7%

75Δ

Calls
Pseudo strike
6.70
IV
249.0%
B/E move
19.7%
Puts
Pseudo strike
IV
B/E move

80Δ

Calls
Pseudo strike
5.91
IV
240.5%
B/E move
14.1%
Puts
Pseudo strike
IV
B/E move

Options history

IV · four-Friday blend—
Daily EOD

No recorded observations

0 observations