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Symbotic Inc SYM

INDUSTRIALS · SPECIALTY INDUSTRIAL MACHINERY
i

Market dataready · fetched 2026-10-20T06:06:44.604Z

Delta surfaceAlpaca · derived absolute-delta buckets · 2026-11-20

Calculation methodology

Options historyRecorded provider observations · delta-comparison-v1 · expiration-specific

History data

PriceAlpaca · sip · 2026-10-19T23:21:42.275058619Z

FundamentalsAlpha Vantage · quarter 2026-06-30 · fetched 2026-10-20T06:06:43.998226+00:00

Share price$39.16
1D-1.0%
AH$37.97$38.41$38.84$39.28$39.715:30 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$0.50$3.15$5.81$8.47$11.13$29.24$34.12$39.00$43.89$48.7720Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive SYM spot · $39.16SYM PRICE$0.78$1.01$1.30$1.75$2.01$2.21$2.58$2.85$3.51$4.28$4.92$5.62$6.66$0.92$1.22$1.72$2.04$2.49$3.36$3.45$4.59$4.69$5.88$5.99$8.50$10.36
PutsExpensive1.14×
CallsExpensive1.12×
SkewBearish+2.70 pp
Implied moveBearish±$6.03
TiltBearish16.6% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ47.2267.1%22.6%34.0865.5%15.3%
25Δ45.4464.8%18.6%35.2264.8%13.2%
30Δ44.2265.5%16.2%36.0370.5%12.4%
35Δ43.5872.5%15.7%37.1467.5%10.4%
40Δ42.2169.2%12.9%38.1167.9%9.0%
45Δ40.9163.5%10.1%39.1575.6%8.6%
50Δ39.9663.2%8.6%40.0466.7%6.6%
55Δ39.0360.0%7.0%41.3474.4%6.1%
60Δ38.1464.8%6.4%42.0566.4%4.6%
65Δ37.0969.3%5.6%43.4771.0%4.0%
70Δ36.0669.7%4.6%44.0463.5%2.8%
75Δ34.9769.7%3.7%46.6675.0%2.5%
80Δ33.6372.2%2.9%48.7977.7%1.9%

20Δ

Calls
Pseudo strike
47.22
IV
67.1%
B/E move
22.6%
Puts
Pseudo strike
34.08
IV
65.5%
B/E move
15.3%

25Δ

Calls
Pseudo strike
45.44
IV
64.8%
B/E move
18.6%
Puts
Pseudo strike
35.22
IV
64.8%
B/E move
13.2%

30Δ

Calls
Pseudo strike
44.22
IV
65.5%
B/E move
16.2%
Puts
Pseudo strike
36.03
IV
70.5%
B/E move
12.4%

35Δ

Calls
Pseudo strike
43.58
IV
72.5%
B/E move
15.7%
Puts
Pseudo strike
37.14
IV
67.5%
B/E move
10.4%

40Δ

Calls
Pseudo strike
42.21
IV
69.2%
B/E move
12.9%
Puts
Pseudo strike
38.11
IV
67.9%
B/E move
9.0%

45Δ

Calls
Pseudo strike
40.91
IV
63.5%
B/E move
10.1%
Puts
Pseudo strike
39.15
IV
75.6%
B/E move
8.6%

50Δ

Calls
Pseudo strike
39.96
IV
63.2%
B/E move
8.6%
Puts
Pseudo strike
40.04
IV
66.7%
B/E move
6.6%

55Δ

Calls
Pseudo strike
39.03
IV
60.0%
B/E move
7.0%
Puts
Pseudo strike
41.34
IV
74.4%
B/E move
6.1%

60Δ

Calls
Pseudo strike
38.14
IV
64.8%
B/E move
6.4%
Puts
Pseudo strike
42.05
IV
66.4%
B/E move
4.6%

65Δ

Calls
Pseudo strike
37.09
IV
69.3%
B/E move
5.6%
Puts
Pseudo strike
43.47
IV
71.0%
B/E move
4.0%

70Δ

Calls
Pseudo strike
36.06
IV
69.7%
B/E move
4.6%
Puts
Pseudo strike
44.04
IV
63.5%
B/E move
2.8%

75Δ

Calls
Pseudo strike
34.97
IV
69.7%
B/E move
3.7%
Puts
Pseudo strike
46.66
IV
75.0%
B/E move
2.5%

80Δ

Calls
Pseudo strike
33.63
IV
72.2%
B/E move
2.9%
Puts
Pseudo strike
48.79
IV
77.7%
B/E move
1.9%

Options history

SYM63.9263.9864.052026-10-19T19:55:13.459000+00:00: 63.98%Oct 19Oct 19
Table
ObservationIVSkewImplied move
63.98%0.06 pp15.42%