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Peloton Interactive, Inc. Class A Common Stock PTON

CONSUMER CYCLICAL · LEISURE
i

Market dataready · fetched 2026-11-04T09:46:22.485Z

Delta surfaceAlpaca · derived absolute-delta buckets · 2026-11-06

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 · 2026-11-04T00:54:41.421602967Z

FundamentalsAlpha Vantage · ready · quarter 2026-06-30 · fetched 2026-11-04T09:46:21.653131+00:00

Share price$5.33
1D-0.2%
AH$5.20$5.25$5.29$5.33$5.385:30 AM6:30 AM9:00 AM1:00 PM2:00 PMPTON
Sold putSold callAH

Peloton Interactive, Inc. Class A Common Stock options

Live interpolated PTON call and put midpoint premiums by absolute delta.Peloton Interactive, Inc. Class A Common Stock$0.06$0.29$0.52$0.75$0.98$4.23$4.79$5.35$5.90$6.4620Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive PTON spot · $5.33PTON PRICE$0.09$0.12$0.15$0.19$0.23$0.27$0.32$0.37$0.43$0.48$0.55$0.65$0.75$0.11$0.14$0.18$0.22$0.27$0.32$0.36$0.41$0.50$0.59$0.68$0.77$0.92
PutsExpensive4.27×
CallsExpensive3.99×
SkewBullish-7.23 pp
Implied moveBearish±$0.68
TiltBearish8.8% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ6.21195.1%18.2%4.70199.9%13.8%
25Δ6.00190.5%14.7%4.83205.5%12.0%
30Δ5.88197.1%13.1%4.96211.2%10.2%
35Δ5.76203.8%11.6%5.08211.2%8.9%
40Δ5.63210.5%10.0%5.18209.1%7.8%
45Δ5.51217.2%8.4%5.29206.9%6.8%
50Δ5.40217.4%7.3%5.39204.8%5.7%
55Δ5.29216.9%6.3%5.49202.7%4.7%
60Δ5.18216.4%5.3%5.62199.2%4.0%
65Δ5.08215.9%4.3%5.74195.6%3.4%
70Δ4.96213.9%3.4%5.87192.0%2.7%
75Δ4.83208.5%2.7%5.99188.4%2.1%
80Δ4.69203.1%2.1%6.16185.7%1.6%

20Δ

Calls
Pseudo strike
6.21
IV
195.1%
B/E move
18.2%
Puts
Pseudo strike
4.70
IV
199.9%
B/E move
13.8%

25Δ

Calls
Pseudo strike
6.00
IV
190.5%
B/E move
14.7%
Puts
Pseudo strike
4.83
IV
205.5%
B/E move
12.0%

30Δ

Calls
Pseudo strike
5.88
IV
197.1%
B/E move
13.1%
Puts
Pseudo strike
4.96
IV
211.2%
B/E move
10.2%

35Δ

Calls
Pseudo strike
5.76
IV
203.8%
B/E move
11.6%
Puts
Pseudo strike
5.08
IV
211.2%
B/E move
8.9%

40Δ

Calls
Pseudo strike
5.63
IV
210.5%
B/E move
10.0%
Puts
Pseudo strike
5.18
IV
209.1%
B/E move
7.8%

45Δ

Calls
Pseudo strike
5.51
IV
217.2%
B/E move
8.4%
Puts
Pseudo strike
5.29
IV
206.9%
B/E move
6.8%

50Δ

Calls
Pseudo strike
5.40
IV
217.4%
B/E move
7.3%
Puts
Pseudo strike
5.39
IV
204.8%
B/E move
5.7%

55Δ

Calls
Pseudo strike
5.29
IV
216.9%
B/E move
6.3%
Puts
Pseudo strike
5.49
IV
202.7%
B/E move
4.7%

60Δ

Calls
Pseudo strike
5.18
IV
216.4%
B/E move
5.3%
Puts
Pseudo strike
5.62
IV
199.2%
B/E move
4.0%

65Δ

Calls
Pseudo strike
5.08
IV
215.9%
B/E move
4.3%
Puts
Pseudo strike
5.74
IV
195.6%
B/E move
3.4%

70Δ

Calls
Pseudo strike
4.96
IV
213.9%
B/E move
3.4%
Puts
Pseudo strike
5.87
IV
192.0%
B/E move
2.7%

75Δ

Calls
Pseudo strike
4.83
IV
208.5%
B/E move
2.7%
Puts
Pseudo strike
5.99
IV
188.4%
B/E move
2.1%

80Δ

Calls
Pseudo strike
4.69
IV
203.1%
B/E move
2.1%
Puts
Pseudo strike
6.16
IV
185.7%
B/E move
1.6%

Options history

IV · four-Friday blend303.91%
Daily EOD
PTON58.0%190.1%322.1%2026-10-20: 76.25%2026-10-23: 78.09%2026-10-30: 303.91%Oct 20Oct 23Oct 30
3 observations2026-10-20 — 2026-10-30
Table
DateIV (%)
76.25%
78.09%
303.91%