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Alight, Inc. ALIT

i

Market dataready · fetched 2026-11-03T19:56:15.986Z

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 · 2026-11-03T19:55:26.787755796Z

FundamentalsSEC EDGAR · ready · as of 2026-06-30 · fetched 2026-11-03T19:56:15.554388+00:00

Share price$10.21
1D+7.8%
$9.22$9.50$9.78$10.07$10.355:30 AM6:30 AM9:00 AM1:00 PMALIT
Sold putSold call

Alight, Inc. options

Live interpolated ALIT call and put midpoint premiums by absolute delta.Alight, Inc.$0.17$2.09$4.01$5.93$7.86$5.99$7.90$9.81$11.72$13.6320Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive ALIT spot · $10.21ALIT PRICE$0.38$0.40$0.48$0.58$0.70$0.82$0.92$1.01$1.12$1.25$1.38$1.51$1.72$0.42$0.57$0.73$0.92$1.11$1.26$1.40$1.54$2.67$3.51$3.91$4.57$7.30
PutsExpensive1.89×
CallsExpensive1.42×
SkewBearish+36.36 pp
Implied moveBearish±$2.31
TiltBearish41.9% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ15.39181.4%54.4%8.27142.2%23.1%
25Δ13.13139.5%32.5%8.69143.6%20.4%
30Δ12.38131.0%25.9%9.12144.8%17.9%
35Δ11.82127.5%21.5%9.52145.2%15.8%
40Δ11.42128.1%18.7%9.92145.6%13.7%
45Δ11.01128.7%15.9%10.28139.5%11.7%
50Δ10.63122.0%13.1%10.62131.9%9.7%
55Δ10.26115.1%10.4%10.96124.4%7.7%
60Δ9.92109.1%8.0%12.02170.6%8.4%
65Δ9.64105.1%6.6%12.96186.4%7.5%
70Δ9.36101.1%5.2%13.52179.4%5.9%
75Δ9.0897.1%3.7%14.32178.7%4.5%
80Δ8.7793.9%2.8%17.11220.2%4.0%

20Δ

Calls
Pseudo strike
15.39
IV
181.4%
B/E move
54.4%
Puts
Pseudo strike
8.27
IV
142.2%
B/E move
23.1%

25Δ

Calls
Pseudo strike
13.13
IV
139.5%
B/E move
32.5%
Puts
Pseudo strike
8.69
IV
143.6%
B/E move
20.4%

30Δ

Calls
Pseudo strike
12.38
IV
131.0%
B/E move
25.9%
Puts
Pseudo strike
9.12
IV
144.8%
B/E move
17.9%

35Δ

Calls
Pseudo strike
11.82
IV
127.5%
B/E move
21.5%
Puts
Pseudo strike
9.52
IV
145.2%
B/E move
15.8%

40Δ

Calls
Pseudo strike
11.42
IV
128.1%
B/E move
18.7%
Puts
Pseudo strike
9.92
IV
145.6%
B/E move
13.7%

45Δ

Calls
Pseudo strike
11.01
IV
128.7%
B/E move
15.9%
Puts
Pseudo strike
10.28
IV
139.5%
B/E move
11.7%

50Δ

Calls
Pseudo strike
10.63
IV
122.0%
B/E move
13.1%
Puts
Pseudo strike
10.62
IV
131.9%
B/E move
9.7%

55Δ

Calls
Pseudo strike
10.26
IV
115.1%
B/E move
10.4%
Puts
Pseudo strike
10.96
IV
124.4%
B/E move
7.7%

60Δ

Calls
Pseudo strike
9.92
IV
109.1%
B/E move
8.0%
Puts
Pseudo strike
12.02
IV
170.6%
B/E move
8.4%

65Δ

Calls
Pseudo strike
9.64
IV
105.1%
B/E move
6.6%
Puts
Pseudo strike
12.96
IV
186.4%
B/E move
7.5%

70Δ

Calls
Pseudo strike
9.36
IV
101.1%
B/E move
5.2%
Puts
Pseudo strike
13.52
IV
179.4%
B/E move
5.9%

75Δ

Calls
Pseudo strike
9.08
IV
97.1%
B/E move
3.7%
Puts
Pseudo strike
14.32
IV
178.7%
B/E move
4.5%

80Δ

Calls
Pseudo strike
8.77
IV
93.9%
B/E move
2.8%
Puts
Pseudo strike
17.11
IV
220.2%
B/E move
4.0%

Options history

IV · four-Friday blend116.84%
Daily close
ALIT94.3%150.4%206.5%2026-08-05: 123.55%2026-08-06: 124.31%2026-08-07: 123.18%2026-08-10: 117.09%2026-08-11: 118.73%2026-08-12: 116.45%2026-08-13: 121.04%2026-08-14: 113.75%2026-08-17: 119.71%2026-08-18: 130.13%2026-08-19: 117.84%2026-08-20: 133.38%2026-08-21: 118.52%2026-08-24: 121.23%2026-08-25: 121.66%2026-08-26: 120.48%2026-08-27: 117.72%2026-08-28: 118.71%2026-08-31: 120.27%2026-09-01: 114.90%2026-09-02: 117.12%2026-09-03: 116.18%2026-09-04: 122.88%2026-09-08: 119.79%2026-09-09: 110.75%2026-09-10: 115.37%2026-09-11: 104.88%2026-09-14: 128.05%2026-09-15: 117.37%2026-09-16: 114.63%2026-09-17: 198.75%2026-09-18: 120.20%2026-09-21: 113.04%2026-09-22: 116.74%2026-09-23: 101.99%2026-09-24: 106.68%2026-09-25: 111.70%2026-09-28: 112.34%2026-09-29: 107.37%2026-09-30: 108.36%2026-10-01: 110.78%2026-10-02: 107.05%2026-10-05: 112.54%2026-10-06: 116.26%2026-10-07: 119.48%2026-10-08: 103.03%2026-10-09: 119.36%2026-10-12: 117.93%2026-10-13: 130.84%2026-10-14: 120.02%2026-10-15: 142.26%2026-10-16: 114.87%2026-10-19: 113.49%2026-10-20: 114.93%2026-10-21: 121.55%2026-10-22: 116.57%2026-10-23: 113.04%2026-10-26: 118.88%2026-10-27: 110.40%2026-10-28: 132.71%2026-10-29: 109.65%2026-10-30: 116.84%Aug 5Sep 17Oct 30
62 observations2026-08-05 — 2026-10-30
Table
DateIV (%)
123.55%
124.31%
123.18%
117.09%
118.73%
116.45%
121.04%
113.75%
119.71%
130.13%
117.84%
133.38%
118.52%
121.23%
121.66%
120.48%
117.72%
118.71%
120.27%
114.90%
117.12%
116.18%
122.88%
119.79%
110.75%
115.37%
104.88%
128.05%
117.37%
114.63%
198.75%
120.20%
113.04%
116.74%
101.99%
106.68%
111.70%
112.34%
107.37%
108.36%
110.78%
107.05%
112.54%
116.26%
119.48%
103.03%
119.36%
117.93%
130.84%
120.02%
142.26%
114.87%
113.49%
114.93%
121.55%
116.57%
113.04%
118.88%
110.40%
132.71%
109.65%
116.84%