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Synaptics Incorporated Common Stock $0.001 Par Value SYNA

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Market datapartial · fetched 2026-10-23T19:44:05.911Z

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 · 2026-10-23T19:43:25.404363246Z

FundamentalsAlpha Vantage · unavailable

Share price$117.33
1D-0.1%
$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$1.03$2.40$3.78$5.15$6.53$-0.12$0.19$0.50$0.81$1.1220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICESYNA PRICE$1.18$1.26$1.33$1.41$1.49$1.56$1.64$1.72$1.79$1.87$1.95$2.02$2.10$3.61$4.45$5.29$6.13
PutsCheap0.58×
CallsCheap0.49×
SkewBullish-13.79 pp
Implied move——
TiltBullish4.5% CALL
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ137.9748.7%18.6%
25Δ136.4745.8%17.4%
30Δ134.9642.9%16.2%
35Δ133.4539.9%14.9%
40Δ131.9537.0%13.7%
45Δ130.4434.1%12.5%
50Δ128.9331.2%11.3%
55Δ127.4328.2%10.1%
60Δ125.9225.3%8.9%
65Δ124.4122.4%7.6%120.0117.3%0.8%
70Δ122.9119.4%6.4%121.0617.3%0.6%
75Δ121.4016.5%5.2%122.1117.4%0.4%
80Δ119.8913.6%4.0%123.1617.5%0.3%

20Δ

Calls
Pseudo strike
137.97
IV
48.7%
B/E move
18.6%
Puts
Pseudo strike
IV
B/E move

25Δ

Calls
Pseudo strike
136.47
IV
45.8%
B/E move
17.4%
Puts
Pseudo strike
IV
B/E move

30Δ

Calls
Pseudo strike
134.96
IV
42.9%
B/E move
16.2%
Puts
Pseudo strike
IV
B/E move

35Δ

Calls
Pseudo strike
133.45
IV
39.9%
B/E move
14.9%
Puts
Pseudo strike
IV
B/E move

40Δ

Calls
Pseudo strike
131.95
IV
37.0%
B/E move
13.7%
Puts
Pseudo strike
IV
B/E move

45Δ

Calls
Pseudo strike
130.44
IV
34.1%
B/E move
12.5%
Puts
Pseudo strike
IV
B/E move

50Δ

Calls
Pseudo strike
128.93
IV
31.2%
B/E move
11.3%
Puts
Pseudo strike
IV
B/E move

55Δ

Calls
Pseudo strike
127.43
IV
28.2%
B/E move
10.1%
Puts
Pseudo strike
IV
B/E move

60Δ

Calls
Pseudo strike
125.92
IV
25.3%
B/E move
8.9%
Puts
Pseudo strike
IV
B/E move

65Δ

Calls
Pseudo strike
124.41
IV
22.4%
B/E move
7.6%
Puts
Pseudo strike
120.01
IV
17.3%
B/E move
0.8%

70Δ

Calls
Pseudo strike
122.91
IV
19.4%
B/E move
6.4%
Puts
Pseudo strike
121.06
IV
17.3%
B/E move
0.6%

75Δ

Calls
Pseudo strike
121.40
IV
16.5%
B/E move
5.2%
Puts
Pseudo strike
122.11
IV
17.4%
B/E move
0.4%

80Δ

Calls
Pseudo strike
119.89
IV
13.6%
B/E move
4.0%
Puts
Pseudo strike
123.16
IV
17.5%
B/E move
0.3%

Options history

No recorded observations