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Supernus Pharmaceuticals, Inc. Common Stock SUPN

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Market datapartial · fetched 2026-10-23T01:37:11.621Z

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 · 2026-10-22T20:00:08.093760834Z

FundamentalsAlpha Vantage · unavailable

Share price$42.07
1D+1.9%
AH$40.64$41.03$41.42$41.81$42.205:30 AM6:30 AM9:00 AM1:00 PM2:00 PMSUPN
Sold putSold callAH

Supernus Pharmaceuticals, Inc. Common Stock options

Live interpolated SUPN call and put midpoint premiums by absolute delta.Supernus Pharmaceuticals, Inc. Common Stock$2.16$3.87$5.59$7.30$9.02$30.76$36.20$41.65$47.09$52.5320Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive SUPN spot · $42.07SUPN PRICE$2.45$2.35$2.45$2.36$2.57$2.78$3.39$3.77$4.20$5.09$5.59$2.45$2.45$2.36$2.34$2.54$2.78$3.32$4.19$4.91$5.31$6.35$7.21$8.52
PutsExpensive1.54×
CallsExpensive1.46×
SkewBearish+7.18 pp
Implied moveBearish±$5.89
TiltBearish19.3% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ32.35149.9%28.9%
25Δ35.70116.8%21.0%
30Δ54.77130.5%36.0%38.1591.1%14.9%
35Δ48.6997.2%21.3%39.8274.4%10.9%
40Δ46.0082.6%15.2%40.9567.3%8.7%
45Δ43.9565.5%10.1%41.9162.0%7.0%
50Δ42.8360.4%7.9%42.8662.4%6.0%
55Δ41.8855.6%6.2%43.9866.8%5.4%
60Δ41.0259.2%5.6%45.0767.2%4.5%
65Δ40.1857.1%4.5%45.9163.1%3.5%
70Δ39.3655.4%3.5%47.2364.8%2.8%
75Δ38.2359.0%3.0%48.4063.5%2.1%
80Δ37.4256.1%2.2%49.9664.2%1.5%

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
32.35
IV
149.9%
B/E move
28.9%

25Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
35.70
IV
116.8%
B/E move
21.0%

30Δ

Calls
Pseudo strike
54.77
IV
130.5%
B/E move
36.0%
Puts
Pseudo strike
38.15
IV
91.1%
B/E move
14.9%

35Δ

Calls
Pseudo strike
48.69
IV
97.2%
B/E move
21.3%
Puts
Pseudo strike
39.82
IV
74.4%
B/E move
10.9%

40Δ

Calls
Pseudo strike
46.00
IV
82.6%
B/E move
15.2%
Puts
Pseudo strike
40.95
IV
67.3%
B/E move
8.7%

45Δ

Calls
Pseudo strike
43.95
IV
65.5%
B/E move
10.1%
Puts
Pseudo strike
41.91
IV
62.0%
B/E move
7.0%

50Δ

Calls
Pseudo strike
42.83
IV
60.4%
B/E move
7.9%
Puts
Pseudo strike
42.86
IV
62.4%
B/E move
6.0%

55Δ

Calls
Pseudo strike
41.88
IV
55.6%
B/E move
6.2%
Puts
Pseudo strike
43.98
IV
66.8%
B/E move
5.4%

60Δ

Calls
Pseudo strike
41.02
IV
59.2%
B/E move
5.6%
Puts
Pseudo strike
45.07
IV
67.2%
B/E move
4.5%

65Δ

Calls
Pseudo strike
40.18
IV
57.1%
B/E move
4.5%
Puts
Pseudo strike
45.91
IV
63.1%
B/E move
3.5%

70Δ

Calls
Pseudo strike
39.36
IV
55.4%
B/E move
3.5%
Puts
Pseudo strike
47.23
IV
64.8%
B/E move
2.8%

75Δ

Calls
Pseudo strike
38.23
IV
59.0%
B/E move
3.0%
Puts
Pseudo strike
48.40
IV
63.5%
B/E move
2.1%

80Δ

Calls
Pseudo strike
37.42
IV
56.1%
B/E move
2.2%
Puts
Pseudo strike
49.96
IV
64.2%
B/E move
1.5%

Options history

No recorded observations