IntraAlpha
Create free account Start free

8x8 Inc Common Stock EGHT

i

Market dataready · fetched 2026-11-04T00:14:49.190Z

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 · 2026-11-04T00:13:05.018651767Z

FundamentalsSEC EDGAR · ready · as of 2026-06-30 · fetched 2026-11-04T00:14:48.785613+00:00

Share price$2.11
1D+6.3%
AH$2.02$2.07$2.12$2.16$2.215:30 AM6:30 AM9:00 AM1:00 PM2:00 PMEGHT
Sold putSold callAH

8x8 Inc Common Stock options

Live interpolated EGHT call and put midpoint premiums by absolute delta.8x8 Inc Common Stock$0.06$0.19$0.33$0.46$0.59$1.63$1.88$2.14$2.39$2.6420Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ20Δ C unavailable: no unambiguous, price-consistent delta bracketC —25Δ C unavailable: no unambiguous, price-consistent delta bracketC —30Δ C unavailable: no unambiguous, price-consistent delta bracketC —80Δ P unavailable: no unambiguous, price-consistent delta bracketP —OPTION PRICELive EGHT spot · $2.11EGHT PRICE$0.11$0.13$0.16$0.18$0.21$0.23$0.27$0.36$0.46$0.55$0.08$0.10$0.12$0.14$0.17$0.20$0.24$0.27$0.30$0.33$0.36$0.39
Puts——
Calls——
Skew——
Implied moveBearish±$0.42
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ1.71122.6%22.7%
25Δ1.80120.1%19.6%
30Δ1.89117.6%16.4%
35Δ2.40108.4%18.9%1.97115.1%13.2%
40Δ2.33108.1%16.8%2.04111.9%11.4%
45Δ2.26107.7%14.6%2.10108.4%10.2%
50Δ2.19107.4%12.5%2.16104.9%9.0%
55Δ2.12107.1%10.4%2.21101.3%7.8%
60Δ2.05106.7%8.3%2.2797.8%6.5%
65Δ1.98109.6%6.5%2.3394.3%5.3%
70Δ1.87124.0%5.7%2.3990.8%4.1%
75Δ1.76138.3%4.9%2.4487.3%2.9%
80Δ1.65152.6%4.1%

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
1.71
IV
122.6%
B/E move
22.7%

25Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
1.80
IV
120.1%
B/E move
19.6%

30Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
1.89
IV
117.6%
B/E move
16.4%

35Δ

Calls
Pseudo strike
2.40
IV
108.4%
B/E move
18.9%
Puts
Pseudo strike
1.97
IV
115.1%
B/E move
13.2%

40Δ

Calls
Pseudo strike
2.33
IV
108.1%
B/E move
16.8%
Puts
Pseudo strike
2.04
IV
111.9%
B/E move
11.4%

45Δ

Calls
Pseudo strike
2.26
IV
107.7%
B/E move
14.6%
Puts
Pseudo strike
2.10
IV
108.4%
B/E move
10.2%

50Δ

Calls
Pseudo strike
2.19
IV
107.4%
B/E move
12.5%
Puts
Pseudo strike
2.16
IV
104.9%
B/E move
9.0%

55Δ

Calls
Pseudo strike
2.12
IV
107.1%
B/E move
10.4%
Puts
Pseudo strike
2.21
IV
101.3%
B/E move
7.8%

60Δ

Calls
Pseudo strike
2.05
IV
106.7%
B/E move
8.3%
Puts
Pseudo strike
2.27
IV
97.8%
B/E move
6.5%

65Δ

Calls
Pseudo strike
1.98
IV
109.6%
B/E move
6.5%
Puts
Pseudo strike
2.33
IV
94.3%
B/E move
5.3%

70Δ

Calls
Pseudo strike
1.87
IV
124.0%
B/E move
5.7%
Puts
Pseudo strike
2.39
IV
90.8%
B/E move
4.1%

75Δ

Calls
Pseudo strike
1.76
IV
138.3%
B/E move
4.9%
Puts
Pseudo strike
2.44
IV
87.3%
B/E move
2.9%

80Δ

Calls
Pseudo strike
1.65
IV
152.6%
B/E move
4.1%
Puts
Pseudo strike
IV
B/E move

Options history

IV · four-Friday blend95.18%
Daily close
EGHT77.0%144.3%211.5%2026-08-05: 202.21%2026-08-11: 159.22%2026-08-18: 155.01%2026-08-24: 142.59%2026-08-25: 145.75%2026-08-27: 160.03%2026-08-28: 132.61%2026-09-02: 115.34%2026-09-03: 160.24%2026-09-04: 135.51%2026-09-10: 118.49%2026-09-18: 146.56%2026-09-22: 86.30%2026-09-23: 110.47%2026-09-24: 95.41%2026-09-25: 101.22%2026-09-28: 105.16%2026-09-29: 126.85%2026-10-06: 102.55%2026-10-07: 151.20%2026-10-08: 145.63%2026-10-13: 134.96%2026-10-14: 157.28%2026-10-19: 90.74%2026-10-20: 103.33%2026-10-21: 114.04%2026-10-22: 113.18%2026-10-23: 117.86%2026-10-26: 99.21%2026-10-28: 94.88%2026-10-29: 95.18%Aug 5Sep 25Oct 29
31 observations2026-08-05 — 2026-10-29
Table
DateIV (%)
202.21%
159.22%
155.01%
142.59%
145.75%
160.03%
132.61%
115.34%
160.24%
135.51%
118.49%
146.56%
86.30%
110.47%
95.41%
101.22%
105.16%
126.85%
102.55%
151.20%
145.63%
134.96%
157.28%
90.74%
103.33%
114.04%
113.18%
117.86%
99.21%
94.88%
95.18%