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Synaptics Incorporated Common Stock $0.001 Par Value SYNA

i

Market dataready · fetched 2026-11-13T01:02:33.647Z

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 · 2026-11-12T22:16:30.548189744Z

FundamentalsSEC EDGAR · ready · as of 2026-09-26 · fetched 2026-11-13T01:02:33.258949+00:00

Share price$117.86
1D+0.3%
AH$117.59$117.73$117.87$118.00$118.145:30 AM6:30 AM9:00 AM1:00 PM2:00 PMSYNA
Sold putSold callAH

Synaptics Incorporated Common Stock $0.001 Par Value options

Live interpolated SYNA call and put midpoint premiums by absolute delta.Synaptics Incorporated Common Stock $0.001 Par Value$0.29$1.02$1.75$2.48$3.21$113.15$115.59$118.04$120.49$122.9320Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive SYNA spot · $117.86SYNA PRICE$0.37$0.59$0.81$1.02$1.24$1.46$1.68$1.90$2.12$2.34$2.56$2.78$3.00$0.40$0.54$0.69$0.83$0.98$1.12$1.27$1.41$1.56$1.70$1.85$1.99$2.14
PutsCheap0.59×
CallsCheap0.59×
SkewBullish-1.20 pp
Implied moveBullish±$2.95
TiltBullish14.1% CALL
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ119.6411.5%1.8%115.6513.7%2.2%
25Δ119.2911.9%1.7%115.9913.5%2.0%
30Δ118.9312.4%1.6%116.3413.4%1.9%
35Δ118.5712.8%1.5%116.6813.3%1.7%
40Δ118.2113.2%1.3%117.0313.1%1.5%
45Δ117.8513.7%1.2%117.3713.0%1.4%
50Δ117.4914.1%1.1%117.7212.9%1.2%
55Δ117.1314.5%1.0%118.0612.7%1.0%
60Δ116.7714.9%0.9%118.4112.6%0.9%
65Δ116.4115.4%0.8%118.7612.5%0.7%
70Δ116.0515.8%0.6%119.1012.4%0.5%
75Δ115.6916.2%0.5%119.4512.2%0.3%
80Δ115.3316.6%0.4%119.7912.1%0.2%

20Δ

Calls
Pseudo strike
119.64
IV
11.5%
B/E move
1.8%
Puts
Pseudo strike
115.65
IV
13.7%
B/E move
2.2%

25Δ

Calls
Pseudo strike
119.29
IV
11.9%
B/E move
1.7%
Puts
Pseudo strike
115.99
IV
13.5%
B/E move
2.0%

30Δ

Calls
Pseudo strike
118.93
IV
12.4%
B/E move
1.6%
Puts
Pseudo strike
116.34
IV
13.4%
B/E move
1.9%

35Δ

Calls
Pseudo strike
118.57
IV
12.8%
B/E move
1.5%
Puts
Pseudo strike
116.68
IV
13.3%
B/E move
1.7%

40Δ

Calls
Pseudo strike
118.21
IV
13.2%
B/E move
1.3%
Puts
Pseudo strike
117.03
IV
13.1%
B/E move
1.5%

45Δ

Calls
Pseudo strike
117.85
IV
13.7%
B/E move
1.2%
Puts
Pseudo strike
117.37
IV
13.0%
B/E move
1.4%

50Δ

Calls
Pseudo strike
117.49
IV
14.1%
B/E move
1.1%
Puts
Pseudo strike
117.72
IV
12.9%
B/E move
1.2%

55Δ

Calls
Pseudo strike
117.13
IV
14.5%
B/E move
1.0%
Puts
Pseudo strike
118.06
IV
12.7%
B/E move
1.0%

60Δ

Calls
Pseudo strike
116.77
IV
14.9%
B/E move
0.9%
Puts
Pseudo strike
118.41
IV
12.6%
B/E move
0.9%

65Δ

Calls
Pseudo strike
116.41
IV
15.4%
B/E move
0.8%
Puts
Pseudo strike
118.76
IV
12.5%
B/E move
0.7%

70Δ

Calls
Pseudo strike
116.05
IV
15.8%
B/E move
0.6%
Puts
Pseudo strike
119.10
IV
12.4%
B/E move
0.5%

75Δ

Calls
Pseudo strike
115.69
IV
16.2%
B/E move
0.5%
Puts
Pseudo strike
119.45
IV
12.2%
B/E move
0.3%

80Δ

Calls
Pseudo strike
115.33
IV
16.6%
B/E move
0.4%
Puts
Pseudo strike
119.79
IV
12.1%
B/E move
0.2%

Options history

IV · four-Friday blend—
Daily EOD

No recorded observations

0 observations