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SoundThinking, Inc. Common Stock SSTI

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Market datapartial · fetched 2026-10-23T21:53:26.954Z

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 and implied move: recorded expiration-specific observations.

History data

PriceAlpaca · sip · 2026-10-23T20:00:00.26214131Z

FundamentalsAlpha Vantage · unavailable

Share price$8.36
1D-0.1%
AH$8.35$8.35$8.36$8.37$8.385:30 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$0.54$1.66$2.78$3.90$5.02$0.08$4.12$8.17$12.22$16.2620Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive SSTI spot · $8.36SSTI PRICE$0.66$1.12$1.59$2.05$2.45$2.45$2.45$2.52$2.93$3.34$2.46$2.47$2.48$2.49$2.50$2.51$2.51$2.52$2.91$3.46$4.01$4.70
PutsExpensive3.37×
CallsExpensive1.23×
SkewBearish+11.58 pp
Implied moveBearish±$4.57
TiltBearish23.8% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ5.86376.5%59.4%
25Δ6.42340.6%52.7%
30Δ6.99304.6%46.0%
35Δ10.5298.3%33.8%7.56268.7%39.4%
40Δ11.69151.5%53.2%8.13232.7%32.7%
45Δ12.85204.7%72.7%8.69196.8%26.0%
50Δ14.01258.0%92.2%9.26160.8%19.3%
55Δ14.16293.0%98.7%9.83124.9%12.6%
60Δ11.11241.7%62.1%10.48114.1%9.4%
65Δ9.13197.8%38.5%11.17114.1%7.8%
70Δ7.37162.0%18.4%11.86114.0%6.1%
75Δ6.67164.0%14.8%12.68115.6%4.5%
80Δ5.96166.0%11.3%

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
5.86
IV
376.5%
B/E move
59.4%

25Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
6.42
IV
340.6%
B/E move
52.7%

30Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
6.99
IV
304.6%
B/E move
46.0%

35Δ

Calls
Pseudo strike
10.52
IV
98.3%
B/E move
33.8%
Puts
Pseudo strike
7.56
IV
268.7%
B/E move
39.4%

40Δ

Calls
Pseudo strike
11.69
IV
151.5%
B/E move
53.2%
Puts
Pseudo strike
8.13
IV
232.7%
B/E move
32.7%

45Δ

Calls
Pseudo strike
12.85
IV
204.7%
B/E move
72.7%
Puts
Pseudo strike
8.69
IV
196.8%
B/E move
26.0%

50Δ

Calls
Pseudo strike
14.01
IV
258.0%
B/E move
92.2%
Puts
Pseudo strike
9.26
IV
160.8%
B/E move
19.3%

55Δ

Calls
Pseudo strike
14.16
IV
293.0%
B/E move
98.7%
Puts
Pseudo strike
9.83
IV
124.9%
B/E move
12.6%

60Δ

Calls
Pseudo strike
11.11
IV
241.7%
B/E move
62.1%
Puts
Pseudo strike
10.48
IV
114.1%
B/E move
9.4%

65Δ

Calls
Pseudo strike
9.13
IV
197.8%
B/E move
38.5%
Puts
Pseudo strike
11.17
IV
114.1%
B/E move
7.8%

70Δ

Calls
Pseudo strike
7.37
IV
162.0%
B/E move
18.4%
Puts
Pseudo strike
11.86
IV
114.0%
B/E move
6.1%

75Δ

Calls
Pseudo strike
6.67
IV
164.0%
B/E move
14.8%
Puts
Pseudo strike
12.68
IV
115.6%
B/E move
4.5%

80Δ

Calls
Pseudo strike
5.96
IV
166.0%
B/E move
11.3%
Puts
Pseudo strike
IV
B/E move

Options history

No recorded observations