IntraAlpha
Create free account Start free

Supernus Pharmaceuticals Inc SUPN

HEALTHCARE · DRUG MANUFACTURERS - SPECIALTY & GENERIC
i

Market dataready · fetched 2026-10-23T16:42:22.411Z

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 · 2026-10-23T16:42:18.675019103Z

FundamentalsAlpha Vantage · ready · quarter 2026-06-30 · fetched 2026-10-23T16:39:35.785205+00:00

Share price$40.46
1D-2.9%
$39.98$40.43$40.88$41.33$41.785:30 AM6:30 AM9:00 AM1:00 PMSUPN
Sold putSold call

Supernus Pharmaceuticals Inc options

Live interpolated SUPN call and put midpoint premiums by absolute delta.Supernus Pharmaceuticals Inc$1.01$2.62$4.23$5.85$7.46$31.62$35.96$40.30$44.64$48.9820Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive SUPN spot · $40.45SUPN PRICE$1.22$1.43$1.66$1.87$2.11$2.39$2.67$3.01$3.38$3.74$4.41$4.86$1.18$1.35$1.58$1.83$2.13$2.52$3.03$3.61$4.11$4.89$5.59$6.25$7.00
PutsExpensive1.23×
CallsExpensive1.26×
SkewBearish+2.79 pp
Implied moveBearish±$5.41
TiltBearish15.8% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ34.1485.0%18.5%
25Δ48.4580.8%22.8%36.1672.5%14.0%
30Δ46.2274.4%17.8%37.4666.7%11.3%
35Δ44.5869.6%14.3%38.5262.7%9.3%
40Δ43.1864.6%11.4%39.4460.1%7.8%
45Δ42.0661.3%9.2%40.2959.6%6.6%
50Δ41.1358.9%7.6%41.1660.6%5.7%
55Δ40.2956.7%6.2%42.0761.7%4.9%
60Δ39.5055.1%5.1%42.9360.5%4.0%
65Δ38.7553.7%4.1%43.9961.9%3.4%
70Δ38.0351.8%3.2%44.9861.1%2.6%
75Δ37.1253.4%2.7%45.9359.1%1.9%
80Δ36.4050.9%2.0%46.9357.0%1.3%

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
34.14
IV
85.0%
B/E move
18.5%

25Δ

Calls
Pseudo strike
48.45
IV
80.8%
B/E move
22.8%
Puts
Pseudo strike
36.16
IV
72.5%
B/E move
14.0%

30Δ

Calls
Pseudo strike
46.22
IV
74.4%
B/E move
17.8%
Puts
Pseudo strike
37.46
IV
66.7%
B/E move
11.3%

35Δ

Calls
Pseudo strike
44.58
IV
69.6%
B/E move
14.3%
Puts
Pseudo strike
38.52
IV
62.7%
B/E move
9.3%

40Δ

Calls
Pseudo strike
43.18
IV
64.6%
B/E move
11.4%
Puts
Pseudo strike
39.44
IV
60.1%
B/E move
7.8%

45Δ

Calls
Pseudo strike
42.06
IV
61.3%
B/E move
9.2%
Puts
Pseudo strike
40.29
IV
59.6%
B/E move
6.6%

50Δ

Calls
Pseudo strike
41.13
IV
58.9%
B/E move
7.6%
Puts
Pseudo strike
41.16
IV
60.6%
B/E move
5.7%

55Δ

Calls
Pseudo strike
40.29
IV
56.7%
B/E move
6.2%
Puts
Pseudo strike
42.07
IV
61.7%
B/E move
4.9%

60Δ

Calls
Pseudo strike
39.50
IV
55.1%
B/E move
5.1%
Puts
Pseudo strike
42.93
IV
60.5%
B/E move
4.0%

65Δ

Calls
Pseudo strike
38.75
IV
53.7%
B/E move
4.1%
Puts
Pseudo strike
43.99
IV
61.9%
B/E move
3.4%

70Δ

Calls
Pseudo strike
38.03
IV
51.8%
B/E move
3.2%
Puts
Pseudo strike
44.98
IV
61.1%
B/E move
2.6%

75Δ

Calls
Pseudo strike
37.12
IV
53.4%
B/E move
2.7%
Puts
Pseudo strike
45.93
IV
59.1%
B/E move
1.9%

80Δ

Calls
Pseudo strike
36.40
IV
50.9%
B/E move
2.0%
Puts
Pseudo strike
46.93
IV
57.0%
B/E move
1.3%

Options history

No recorded observations