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Root, Inc. Class A Common Stock ROOT

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Market datapartial · fetched 2026-11-04T01:13:31.968Z

Delta surfaceAlpaca · derived absolute-delta buckets ·

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 · 2026-11-03T21:00:09.288772964Z

FundamentalsAlpha Vantage · unavailable

Share price$53.87
1D+5.0%
AH$50.88$51.76$52.65$53.53$54.415:30 AM6:30 AM9:00 AM1:00 PM2:00 PMROOT
Sold putSold callAH

Root, Inc. Class A Common Stock options

Live interpolated ROOT call and put midpoint premiums by absolute delta.Root, Inc. Class A Common Stock$0.00$0.27$0.54$0.81$1.08$-0.12$0.19$0.50$0.81$1.1220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ20Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —25Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —30Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —35Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —40Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —45Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —50Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —55Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —60Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —65Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —70Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —75Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —80Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —OPTION PRICEROOT PRICE
Puts——
Calls——
Skew——
Implied move——
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ
25Δ
30Δ
35Δ
40Δ
45Δ
50Δ
55Δ
60Δ
65Δ
70Δ
75Δ
80Δ

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

25Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

30Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

35Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

40Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

45Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

50Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

55Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

60Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

65Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

70Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

75Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

80Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

Options history

IV · four-Friday blend76.63%
Daily close
ROOT58.5%75.7%93.0%2026-08-05: 90.59%2026-08-06: 70.32%2026-08-07: 67.98%2026-08-10: 66.68%2026-08-11: 66.57%2026-08-12: 64.35%2026-08-13: 66.83%2026-08-14: 64.98%2026-08-17: 71.50%2026-08-21: 63.39%2026-08-24: 64.34%2026-08-25: 62.37%2026-08-26: 63.61%2026-08-27: 63.85%2026-08-28: 63.82%2026-08-31: 63.77%2026-09-01: 65.01%2026-09-02: 63.18%2026-09-03: 63.44%2026-09-04: 60.89%2026-09-08: 65.54%2026-09-09: 64.79%2026-09-10: 64.79%2026-09-11: 64.95%2026-09-18: 67.99%2026-09-21: 65.74%2026-09-22: 67.62%2026-09-23: 68.06%2026-09-24: 68.10%2026-09-25: 67.20%2026-09-28: 67.84%2026-09-29: 66.49%2026-09-30: 68.12%2026-10-01: 67.91%2026-10-05: 67.36%2026-10-06: 67.60%2026-10-08: 67.50%2026-10-16: 73.90%2026-10-19: 72.61%2026-10-20: 72.19%2026-10-21: 73.77%2026-10-22: 75.26%2026-10-23: 74.96%2026-10-26: 75.75%2026-10-27: 75.92%2026-10-28: 76.65%2026-10-29: 76.71%2026-10-30: 76.63%Aug 5Sep 11Oct 30
48 observations2026-08-05 — 2026-10-30
Table
DateIV (%)
90.59%
70.32%
67.98%
66.68%
66.57%
64.35%
66.83%
64.98%
71.50%
63.39%
64.34%
62.37%
63.61%
63.85%
63.82%
63.77%
65.01%
63.18%
63.44%
60.89%
65.54%
64.79%
64.79%
64.95%
67.99%
65.74%
67.62%
68.06%
68.10%
67.20%
67.84%
66.49%
68.12%
67.91%
67.36%
67.60%
67.50%
73.90%
72.61%
72.19%
73.77%
75.26%
74.96%
75.75%
75.92%
76.65%
76.71%
76.63%