IntraAlpha
Create free account Start free

Synaptics Incorporated Common Stock $0.001 Par Value SYNA

i

Market datapartial · fetched 2026-10-23T17:37:49.846Z

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 · 2026-10-23T17:37:19.010885543Z

FundamentalsAlpha Vantage · unavailable

Share price$117.26
1D-0.2%
$116.98$117.13$117.27$117.41$117.565:30 AM6:30 AM9:00 AM1:00 PMSYNA
Sold putSold call

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$0.10$2.57$5.05$7.52$9.99$-0.12$0.19$0.50$0.81$1.1220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICESYNA PRICE$0.37$0.51$0.64$0.78$0.92$1.06$1.19$1.33$1.47$1.61$1.74$1.88$2.02$5.55$7.41$9.28
PutsCheap0.73×
CallsCheap0.08×
SkewBearish+16.64 pp
Implied move——
TiltBearish17.8% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ119.355.3%2.1%
25Δ119.045.3%2.0%
30Δ118.745.3%1.8%
35Δ118.435.3%1.7%
40Δ118.125.3%1.5%
45Δ117.825.3%1.4%
50Δ117.515.3%1.2%
55Δ117.215.3%1.1%
60Δ116.905.3%1.0%
65Δ116.605.3%0.8%
70Δ116.295.2%0.7%122.0319.8%0.7%
75Δ115.995.2%0.5%124.0821.9%0.5%
80Δ115.685.2%0.4%126.1324.0%0.3%

20Δ

Calls
Pseudo strike
119.35
IV
5.3%
B/E move
2.1%
Puts
Pseudo strike
IV
B/E move

25Δ

Calls
Pseudo strike
119.04
IV
5.3%
B/E move
2.0%
Puts
Pseudo strike
IV
B/E move

30Δ

Calls
Pseudo strike
118.74
IV
5.3%
B/E move
1.8%
Puts
Pseudo strike
IV
B/E move

35Δ

Calls
Pseudo strike
118.43
IV
5.3%
B/E move
1.7%
Puts
Pseudo strike
IV
B/E move

40Δ

Calls
Pseudo strike
118.12
IV
5.3%
B/E move
1.5%
Puts
Pseudo strike
IV
B/E move

45Δ

Calls
Pseudo strike
117.82
IV
5.3%
B/E move
1.4%
Puts
Pseudo strike
IV
B/E move

50Δ

Calls
Pseudo strike
117.51
IV
5.3%
B/E move
1.2%
Puts
Pseudo strike
IV
B/E move

55Δ

Calls
Pseudo strike
117.21
IV
5.3%
B/E move
1.1%
Puts
Pseudo strike
IV
B/E move

60Δ

Calls
Pseudo strike
116.90
IV
5.3%
B/E move
1.0%
Puts
Pseudo strike
IV
B/E move

65Δ

Calls
Pseudo strike
116.60
IV
5.3%
B/E move
0.8%
Puts
Pseudo strike
IV
B/E move

70Δ

Calls
Pseudo strike
116.29
IV
5.2%
B/E move
0.7%
Puts
Pseudo strike
122.03
IV
19.8%
B/E move
0.7%

75Δ

Calls
Pseudo strike
115.99
IV
5.2%
B/E move
0.5%
Puts
Pseudo strike
124.08
IV
21.9%
B/E move
0.5%

80Δ

Calls
Pseudo strike
115.68
IV
5.2%
B/E move
0.4%
Puts
Pseudo strike
126.13
IV
24.0%
B/E move
0.3%

Options history

No recorded observations