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StepStone Group Inc. Class A Common Stock STEP

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Market dataready · fetched 2026-11-12T00:46:21.942Z

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 · 2026-11-11T21:00:01.846087348Z

FundamentalsSEC EDGAR · ready · as of 2026-09-30 · fetched 2026-11-12T00:46:21.486976+00:00

Share price$48.46
1D-2.7%
AH$48.35$48.74$49.13$49.52$49.915:30 AM6:30 AM9:00 AM1:00 PM2:00 PMSTEP
Sold putSold callAH

StepStone Group Inc. Class A Common Stock options

Live interpolated STEP call and put midpoint premiums by absolute delta.StepStone Group Inc. Class A Common Stock$0.30$2.02$3.74$5.46$7.17$40.26$44.47$48.68$52.89$57.1020Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ65Δ P unavailable: no unambiguous, price-consistent delta bracketP —70Δ P unavailable: no unambiguous, price-consistent delta bracketP —75Δ P unavailable: no unambiguous, price-consistent delta bracketP —80Δ P unavailable: no unambiguous, price-consistent delta bracketP —OPTION PRICELive STEP spot · $48.46STEP PRICE$0.49$0.63$0.77$0.91$1.25$1.74$2.22$2.70$3.19$3.67$4.16$4.88$6.68$1.19$1.26$1.37$1.53$1.69$1.85$2.00$2.16$2.32
Puts——
CallsCheap0.71×
Skew——
Implied moveBullish±$4.22
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ52.8652.8%10.1%41.35133.7%17.1%
25Δ52.0352.7%8.7%43.71107.5%12.4%
30Δ51.1952.5%7.2%45.3290.5%9.3%
35Δ50.3652.4%5.8%46.0284.6%8.2%
40Δ49.6154.6%5.0%46.7278.6%7.1%
45Δ48.9458.7%4.6%47.4372.6%5.9%
50Δ48.2662.7%4.2%48.1366.7%4.8%
55Δ47.5866.8%3.8%48.8360.7%3.7%
60Δ46.9170.8%3.4%49.5454.8%2.6%
65Δ46.2374.9%3.0%
70Δ45.5578.9%2.6%
75Δ44.6484.9%2.2%
80Δ42.6999.5%1.9%

20Δ

Calls
Pseudo strike
52.86
IV
52.8%
B/E move
10.1%
Puts
Pseudo strike
41.35
IV
133.7%
B/E move
17.1%

25Δ

Calls
Pseudo strike
52.03
IV
52.7%
B/E move
8.7%
Puts
Pseudo strike
43.71
IV
107.5%
B/E move
12.4%

30Δ

Calls
Pseudo strike
51.19
IV
52.5%
B/E move
7.2%
Puts
Pseudo strike
45.32
IV
90.5%
B/E move
9.3%

35Δ

Calls
Pseudo strike
50.36
IV
52.4%
B/E move
5.8%
Puts
Pseudo strike
46.02
IV
84.6%
B/E move
8.2%

40Δ

Calls
Pseudo strike
49.61
IV
54.6%
B/E move
5.0%
Puts
Pseudo strike
46.72
IV
78.6%
B/E move
7.1%

45Δ

Calls
Pseudo strike
48.94
IV
58.7%
B/E move
4.6%
Puts
Pseudo strike
47.43
IV
72.6%
B/E move
5.9%

50Δ

Calls
Pseudo strike
48.26
IV
62.7%
B/E move
4.2%
Puts
Pseudo strike
48.13
IV
66.7%
B/E move
4.8%

55Δ

Calls
Pseudo strike
47.58
IV
66.8%
B/E move
3.8%
Puts
Pseudo strike
48.83
IV
60.7%
B/E move
3.7%

60Δ

Calls
Pseudo strike
46.91
IV
70.8%
B/E move
3.4%
Puts
Pseudo strike
49.54
IV
54.8%
B/E move
2.6%

65Δ

Calls
Pseudo strike
46.23
IV
74.9%
B/E move
3.0%
Puts
Pseudo strike
IV
B/E move

70Δ

Calls
Pseudo strike
45.55
IV
78.9%
B/E move
2.6%
Puts
Pseudo strike
IV
B/E move

75Δ

Calls
Pseudo strike
44.64
IV
84.9%
B/E move
2.2%
Puts
Pseudo strike
IV
B/E move

80Δ

Calls
Pseudo strike
42.69
IV
99.5%
B/E move
1.9%
Puts
Pseudo strike
IV
B/E move

Options history

IV · four-Friday blend50.23%
Daily EOD
STEP49.6%54.0%58.4%2026-10-19: 52.65%2026-10-20: 53.51%2026-10-21: 54.66%2026-10-22: 55.43%2026-10-23: 56.80%2026-10-26: 57.66%2026-10-27: 57.79%2026-10-28: 56.66%2026-10-29: 53.08%2026-10-30: 50.23%Oct 19Oct 23Oct 30
10 observations2026-10-19 — 2026-10-30
Table
DateIV (%)
52.65%
53.51%
54.66%
55.43%
56.80%
57.66%
57.79%
56.66%
53.08%
50.23%