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Symbotic Inc SYM

INDUSTRIALS · SPECIALTY INDUSTRIAL MACHINERY
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Market dataready · fetched 2026-10-15T21:02:29.620Z

Delta surfaceAlpaca · derived absolute-delta buckets · 2026-10-16

Calculation methodology

PriceAlpaca · sip · 2026-10-15T21:00:04.541363906Z

FundamentalsAlpha Vantage · quarter 2026-06-30 · fetched 2026-10-15T21:02:28.664577+00:00

Share price$39.77
1D+7.0%
AH$36$37$38$40$415:30 AM6:30 AM9:00 AM1:00 PM2:00 PMSYM
Sold putSold callAH

Symbotic Inc options

Live interpolated SYM call and put midpoint premiums by absolute delta.Symbotic Inc$0.09$0.93$1.77$2.61$3.46$36.16$37.81$39.45$41.09$42.7320Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔATM · $39.77OPTION PRICELive SYM spot · $39.77SYM PRICE$0.31$0.32$0.40$0.51$0.51$0.40$0.47$0.53$0.60$0.80$1.01$1.61$3.21$0.19$0.18$0.34$0.49$0.65$0.81$0.98$1.16$1.32$1.54$1.78$2.02$1.42
PutsExpensive1.25×
CallsCheap0.80×
SkewBearish+5.15 pp
Implied moveBearish±$1.45
TiltBearish9.4% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ43.04156.3%9.0%38.3185.9%4.1%
25Δ41.33106.4%4.7%39.0157.0%2.4%
30Δ40.99106.7%4.1%39.1471.4%2.4%
35Δ40.70106.5%3.6%39.2785.8%2.5%
40Δ40.3389.4%2.7%39.40100.2%2.6%
45Δ39.9557.3%1.4%39.56112.3%2.6%
50Δ39.8056.7%1.2%39.85114.1%2.3%
55Δ39.6556.1%1.0%40.15114.3%2.0%
60Δ39.5155.5%0.8%40.44112.8%1.6%
65Δ39.2762.5%0.8%40.78112.3%1.4%
70Δ39.0469.7%0.7%41.11112.0%1.1%
75Δ38.4898.0%0.8%41.45111.8%0.8%
80Δ36.94171.5%1.0%41.0369.7%0.4%

20Δ

Calls
Pseudo strike
43.04
IV
156.3%
B/E move
9.0%
Puts
Pseudo strike
38.31
IV
85.9%
B/E move
4.1%

25Δ

Calls
Pseudo strike
41.33
IV
106.4%
B/E move
4.7%
Puts
Pseudo strike
39.01
IV
57.0%
B/E move
2.4%

30Δ

Calls
Pseudo strike
40.99
IV
106.7%
B/E move
4.1%
Puts
Pseudo strike
39.14
IV
71.4%
B/E move
2.4%

35Δ

Calls
Pseudo strike
40.70
IV
106.5%
B/E move
3.6%
Puts
Pseudo strike
39.27
IV
85.8%
B/E move
2.5%

40Δ

Calls
Pseudo strike
40.33
IV
89.4%
B/E move
2.7%
Puts
Pseudo strike
39.40
IV
100.2%
B/E move
2.6%

45Δ

Calls
Pseudo strike
39.95
IV
57.3%
B/E move
1.4%
Puts
Pseudo strike
39.56
IV
112.3%
B/E move
2.6%

50Δ

Calls
Pseudo strike
39.80
IV
56.7%
B/E move
1.2%
Puts
Pseudo strike
39.85
IV
114.1%
B/E move
2.3%

55Δ

Calls
Pseudo strike
39.65
IV
56.1%
B/E move
1.0%
Puts
Pseudo strike
40.15
IV
114.3%
B/E move
2.0%

60Δ

Calls
Pseudo strike
39.51
IV
55.5%
B/E move
0.8%
Puts
Pseudo strike
40.44
IV
112.8%
B/E move
1.6%

65Δ

Calls
Pseudo strike
39.27
IV
62.5%
B/E move
0.8%
Puts
Pseudo strike
40.78
IV
112.3%
B/E move
1.4%

70Δ

Calls
Pseudo strike
39.04
IV
69.7%
B/E move
0.7%
Puts
Pseudo strike
41.11
IV
112.0%
B/E move
1.1%

75Δ

Calls
Pseudo strike
38.48
IV
98.0%
B/E move
0.8%
Puts
Pseudo strike
41.45
IV
111.8%
B/E move
0.8%

80Δ

Calls
Pseudo strike
36.94
IV
171.5%
B/E move
1.0%
Puts
Pseudo strike
41.03
IV
69.7%
B/E move
0.4%