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Logitech International S.A. Ordinary Shares LOGI

i

Market dataready · fetched 2026-11-03T14:42:44.853Z

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 · 2026-11-03T14:42:26.710660223Z

FundamentalsSEC EDGAR · ready · as of 2026-09-30 · fetched 2026-11-03T14:42:44.360533+00:00

Share price$93.99
1D-0.9%
$93.76$94.02$94.29$94.56$94.825:30 AM6:30 AM9:00 AM1:00 PMLOGI
Sold putSold call

Logitech International S.A. Ordinary Shares options

Live interpolated LOGI call and put midpoint premiums by absolute delta.Logitech International S.A. Ordinary Shares$0.56$2.66$4.77$6.87$8.97$78.11$87.70$97.29$106.88$116.4720Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive LOGI spot · $93.99LOGI PRICE$0.79$1.05$1.37$1.69$2.01$2.33$2.82$3.39$3.97$4.55$5.12$5.92$7.01$0.95$1.23$1.56$1.94$2.33$2.72$3.11$3.64$4.37$5.10$5.83$6.56$8.37
PutsCheap0.62×
CallsCheap0.87×
SkewBearish+1.39 pp
Implied moveBearish±$5.93
TiltBearish6.3% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ100.9535.5%8.2%87.6039.6%7.8%
25Δ99.5035.2%7.0%89.1638.6%6.4%
30Δ98.4735.2%6.2%90.4637.8%5.4%
35Δ97.4435.2%5.5%91.4437.4%4.8%
40Δ96.4135.1%4.7%92.4336.9%4.1%
45Δ95.3835.1%4.0%93.4236.5%3.5%
50Δ94.3935.3%3.4%94.4036.1%2.9%
55Δ93.4335.6%3.0%95.4235.9%2.4%
60Δ92.4736.0%2.6%96.4836.0%2.0%
65Δ91.5136.3%2.2%97.5436.1%1.7%
70Δ90.5536.7%1.8%98.6036.2%1.3%
75Δ89.4136.8%1.4%99.6636.4%1.0%
80Δ88.0536.5%1.1%101.7038.9%0.7%

20Δ

Calls
Pseudo strike
100.95
IV
35.5%
B/E move
8.2%
Puts
Pseudo strike
87.60
IV
39.6%
B/E move
7.8%

25Δ

Calls
Pseudo strike
99.50
IV
35.2%
B/E move
7.0%
Puts
Pseudo strike
89.16
IV
38.6%
B/E move
6.4%

30Δ

Calls
Pseudo strike
98.47
IV
35.2%
B/E move
6.2%
Puts
Pseudo strike
90.46
IV
37.8%
B/E move
5.4%

35Δ

Calls
Pseudo strike
97.44
IV
35.2%
B/E move
5.5%
Puts
Pseudo strike
91.44
IV
37.4%
B/E move
4.8%

40Δ

Calls
Pseudo strike
96.41
IV
35.1%
B/E move
4.7%
Puts
Pseudo strike
92.43
IV
36.9%
B/E move
4.1%

45Δ

Calls
Pseudo strike
95.38
IV
35.1%
B/E move
4.0%
Puts
Pseudo strike
93.42
IV
36.5%
B/E move
3.5%

50Δ

Calls
Pseudo strike
94.39
IV
35.3%
B/E move
3.4%
Puts
Pseudo strike
94.40
IV
36.1%
B/E move
2.9%

55Δ

Calls
Pseudo strike
93.43
IV
35.6%
B/E move
3.0%
Puts
Pseudo strike
95.42
IV
35.9%
B/E move
2.4%

60Δ

Calls
Pseudo strike
92.47
IV
36.0%
B/E move
2.6%
Puts
Pseudo strike
96.48
IV
36.0%
B/E move
2.0%

65Δ

Calls
Pseudo strike
91.51
IV
36.3%
B/E move
2.2%
Puts
Pseudo strike
97.54
IV
36.1%
B/E move
1.7%

70Δ

Calls
Pseudo strike
90.55
IV
36.7%
B/E move
1.8%
Puts
Pseudo strike
98.60
IV
36.2%
B/E move
1.3%

75Δ

Calls
Pseudo strike
89.41
IV
36.8%
B/E move
1.4%
Puts
Pseudo strike
99.66
IV
36.4%
B/E move
1.0%

80Δ

Calls
Pseudo strike
88.05
IV
36.5%
B/E move
1.1%
Puts
Pseudo strike
101.70
IV
38.9%
B/E move
0.7%

Options history

IV · four-Friday blend36.88%
Daily EOD
LOGI34.8%38.3%41.8%2026-10-19: 39.22%2026-10-20: 38.42%2026-10-21: 38.04%2026-10-22: 39.39%2026-10-23: 40.16%2026-10-26: 41.28%2026-10-27: 41.09%2026-10-28: 37.33%2026-10-29: 35.26%2026-10-30: 36.88%Oct 19Oct 23Oct 30
10 observations2026-10-19 — 2026-10-30
Table
DateIV (%)
39.22%
38.42%
38.04%
39.39%
40.16%
41.28%
41.09%
37.33%
35.26%
36.88%