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Supernus, Inc. Common Stock SUPN

i

Market dataready · fetched 2026-11-13T02:53:45.867Z

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 · 2026-11-13T00:16:51.445477052Z

FundamentalsSEC EDGAR · ready · as of 2026-09-30 · fetched 2026-11-13T02:53:45.210431+00:00

Share price$29.19
1D-1.0%
AH$29.13$29.39$29.66$29.93$30.195:30 AM6:30 AM9:00 AM1:00 PM2:00 PMSUPN
Sold putSold callAH

Supernus, Inc. Common Stock options

Live interpolated SUPN call and put midpoint premiums by absolute delta.Supernus, Inc. Common Stock$1.06$1.81$2.57$3.32$4.07$-0.12$0.19$0.50$0.81$1.1220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ20Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —25Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —40Δ P unavailable: no unambiguous, price-consistent delta bracketP —45Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —50Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —55Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —60Δ P unavailable: no unambiguous, price-consistent delta bracketP —65Δ P unavailable: no unambiguous, price-consistent delta bracketP —70Δ C unavailable: no unambiguous, price-consistent delta bracketC —OPTION PRICESUPN PRICE$1.70$1.75$1.81$2.16$2.38$3.64$3.86$1.14$1.67$2.26$2.38$2.51
Puts——
Calls——
Skew——
Implied move——
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ
25Δ
30Δ37.90251.7%35.7%27.09121.3%11.1%
35Δ34.25203.9%23.3%27.62141.6%11.1%
40Δ32.12169.1%16.2%
45Δ
50Δ
55Δ
60Δ28.46103.7%4.9%
65Δ27.9298.1%3.8%
70Δ30.9367.7%1.8%
75Δ26.43116.5%3.0%31.1762.0%1.4%
80Δ25.92106.3%2.0%31.4256.4%1.0%

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

25Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

30Δ

Calls
Pseudo strike
37.90
IV
251.7%
B/E move
35.7%
Puts
Pseudo strike
27.09
IV
121.3%
B/E move
11.1%

35Δ

Calls
Pseudo strike
34.25
IV
203.9%
B/E move
23.3%
Puts
Pseudo strike
27.62
IV
141.6%
B/E move
11.1%

40Δ

Calls
Pseudo strike
32.12
IV
169.1%
B/E move
16.2%
Puts
Pseudo strike
IV
B/E move

45Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

50Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

55Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

60Δ

Calls
Pseudo strike
28.46
IV
103.7%
B/E move
4.9%
Puts
Pseudo strike
IV
B/E move

65Δ

Calls
Pseudo strike
27.92
IV
98.1%
B/E move
3.8%
Puts
Pseudo strike
IV
B/E move

70Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
30.93
IV
67.7%
B/E move
1.8%

75Δ

Calls
Pseudo strike
26.43
IV
116.5%
B/E move
3.0%
Puts
Pseudo strike
31.17
IV
62.0%
B/E move
1.4%

80Δ

Calls
Pseudo strike
25.92
IV
106.3%
B/E move
2.0%
Puts
Pseudo strike
31.42
IV
56.4%
B/E move
1.0%

Options history

IV · four-Friday blend42.80%
Daily EOD
SUPN41.9%48.4%54.9%2026-10-19: 51.60%2026-10-20: 50.53%2026-10-21: 51.71%2026-10-22: 51.41%2026-10-23: 51.88%2026-10-26: 53.71%2026-10-27: 53.98%2026-10-28: 53.81%2026-10-29: 51.06%2026-10-30: 42.80%Oct 19Oct 23Oct 30
10 observations2026-10-19 — 2026-10-30
Table
DateIV (%)
51.60%
50.53%
51.71%
51.41%
51.88%
53.71%
53.98%
53.81%
51.06%
42.80%