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Symbotic Inc. Class A Common Stock SYM

i

Market datapartial · fetched 2026-11-05T22:16:07.769Z

Delta surfaceAlpaca · derived absolute-delta buckets ·

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 · 2026-11-05T22:11:08.936557465Z

FundamentalsAlpha Vantage · unavailable

Share price$34.76
1D-7.3%
AH$33$34$36$37$385:30 AM6:30 AM9:00 AM1:00 PM2:00 PMSYM
Sold putSold callAH

Symbotic Inc. Class A Common Stock options

Live interpolated SYM call and put midpoint premiums by absolute delta.Symbotic Inc. Class A Common Stock$0.00$0.27$0.54$0.81$1.08$-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 —30Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —35Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —40Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —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 C/P unavailable: no unambiguous, price-consistent delta bracketC/P —65Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —70Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —75Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —80Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —OPTION PRICESYM PRICE
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
30Δ
35Δ
40Δ
45Δ
50Δ
55Δ
60Δ
65Δ
70Δ
75Δ
80Δ

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

35Δ

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

40Δ

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

65Δ

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

70Δ

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

75Δ

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

80Δ

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

Options history

IV · four-Friday blend69.58%
Daily close
SYM46.3%61.8%77.4%2026-08-07: 56.41%2026-08-10: 62.91%2026-08-11: 60.87%2026-08-12: 59.35%2026-08-13: 59.44%2026-08-14: 53.03%2026-08-17: 61.34%2026-08-18: 57.57%2026-08-19: 56.26%2026-08-20: 68.24%2026-08-21: 54.10%2026-08-24: 59.87%2026-08-25: 55.30%2026-08-26: 55.66%2026-08-27: 52.03%2026-08-28: 49.01%2026-08-31: 48.40%2026-09-01: 53.77%2026-09-02: 56.66%2026-09-03: 65.44%2026-09-04: 50.28%2026-09-08: 56.43%2026-09-09: 61.98%2026-09-10: 57.90%2026-09-11: 53.47%2026-09-14: 54.82%2026-09-15: 62.61%2026-09-16: 57.59%2026-09-17: 64.17%2026-09-18: 55.77%2026-09-21: 73.70%2026-09-22: 55.92%2026-09-23: 60.70%2026-09-24: 58.44%2026-09-25: 58.14%2026-09-28: 53.43%2026-09-29: 58.40%2026-09-30: 59.48%2026-10-01: 54.42%2026-10-02: 53.40%2026-10-05: 51.18%2026-10-06: 60.25%2026-10-07: 60.00%2026-10-08: 60.09%2026-10-09: 50.05%2026-10-12: 55.96%2026-10-13: 60.44%2026-10-14: 56.22%2026-10-15: 63.35%2026-10-16: 55.08%2026-10-19: 57.56%2026-10-20: 58.54%2026-10-21: 62.62%2026-10-22: 63.21%2026-10-23: 62.17%2026-10-26: 65.02%2026-10-27: 57.82%2026-10-28: 65.54%2026-10-29: 75.21%2026-10-30: 69.58%Aug 7Sep 18Oct 30
60 observations2026-08-07 — 2026-10-30
Table
DateIV (%)
56.41%
62.91%
60.87%
59.35%
59.44%
53.03%
61.34%
57.57%
56.26%
68.24%
54.10%
59.87%
55.30%
55.66%
52.03%
49.01%
48.40%
53.77%
56.66%
65.44%
50.28%
56.43%
61.98%
57.90%
53.47%
54.82%
62.61%
57.59%
64.17%
55.77%
73.70%
55.92%
60.70%
58.44%
58.14%
53.43%
58.40%
59.48%
54.42%
53.40%
51.18%
60.25%
60.00%
60.09%
50.05%
55.96%
60.44%
56.22%
63.35%
55.08%
57.56%
58.54%
62.62%
63.21%
62.17%
65.02%
57.82%
65.54%
75.21%
69.58%