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Schrodinger, Inc. Common Stock SDGR

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Market dataready · fetched 2026-11-07T21:44:31.911Z

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 · 2026-11-07T00:59:36.139437312Z

FundamentalsSEC EDGAR · ready · as of 2026-09-30 · fetched 2026-11-07T21:44:31.452748+00:00

Share price$30.30
1D+3.7%
AH$28.60$29.18$29.75$30.33$30.915:30 AM6:30 AM9:00 AM1:00 PM2:00 PMSDGR
Sold putSold callAH

Schrodinger, Inc. Common Stock options

Live interpolated SDGR call and put midpoint premiums by absolute delta.Schrodinger, Inc. Common Stock$0.30$2.60$4.91$7.21$9.51$20.84$25.97$31.11$36.24$41.3820Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ70Δ P unavailable: no unambiguous, price-consistent delta bracketP —OPTION PRICELive SDGR spot · $30.30SDGR PRICE$0.55$0.73$0.97$1.21$1.44$1.63$1.82$2.01$2.38$2.78$3.19$3.60$4.27$0.63$0.80$1.16$1.52$1.88$2.20$2.43$2.66$2.89$3.12$7.26$8.85
Puts——
CallsCheap0.56×
Skew——
Implied moveBearish±$4.25
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ35.9194.5%20.3%26.4593.1%14.8%
25Δ34.4788.7%16.2%27.5985.0%11.6%
30Δ33.7792.1%14.7%28.2389.6%10.7%
35Δ33.0795.6%13.1%28.8794.2%9.7%
40Δ32.3697.5%11.5%29.5198.8%8.8%
45Δ31.6292.9%9.7%30.14101.0%7.8%
50Δ30.8988.3%7.9%30.7295.4%6.6%
55Δ30.1583.6%6.1%31.3189.8%5.5%
60Δ29.4883.5%5.1%31.8984.2%4.3%
65Δ28.8484.4%4.4%32.4878.7%3.1%
70Δ28.1985.3%3.6%
75Δ27.5486.3%2.8%36.66124.9%3.0%
80Δ26.6886.6%2.2%38.46129.2%2.3%

20Δ

Calls
Pseudo strike
35.91
IV
94.5%
B/E move
20.3%
Puts
Pseudo strike
26.45
IV
93.1%
B/E move
14.8%

25Δ

Calls
Pseudo strike
34.47
IV
88.7%
B/E move
16.2%
Puts
Pseudo strike
27.59
IV
85.0%
B/E move
11.6%

30Δ

Calls
Pseudo strike
33.77
IV
92.1%
B/E move
14.7%
Puts
Pseudo strike
28.23
IV
89.6%
B/E move
10.7%

35Δ

Calls
Pseudo strike
33.07
IV
95.6%
B/E move
13.1%
Puts
Pseudo strike
28.87
IV
94.2%
B/E move
9.7%

40Δ

Calls
Pseudo strike
32.36
IV
97.5%
B/E move
11.5%
Puts
Pseudo strike
29.51
IV
98.8%
B/E move
8.8%

45Δ

Calls
Pseudo strike
31.62
IV
92.9%
B/E move
9.7%
Puts
Pseudo strike
30.14
IV
101.0%
B/E move
7.8%

50Δ

Calls
Pseudo strike
30.89
IV
88.3%
B/E move
7.9%
Puts
Pseudo strike
30.72
IV
95.4%
B/E move
6.6%

55Δ

Calls
Pseudo strike
30.15
IV
83.6%
B/E move
6.1%
Puts
Pseudo strike
31.31
IV
89.8%
B/E move
5.5%

60Δ

Calls
Pseudo strike
29.48
IV
83.5%
B/E move
5.1%
Puts
Pseudo strike
31.89
IV
84.2%
B/E move
4.3%

65Δ

Calls
Pseudo strike
28.84
IV
84.4%
B/E move
4.4%
Puts
Pseudo strike
32.48
IV
78.7%
B/E move
3.1%

70Δ

Calls
Pseudo strike
28.19
IV
85.3%
B/E move
3.6%
Puts
Pseudo strike
IV
B/E move

75Δ

Calls
Pseudo strike
27.54
IV
86.3%
B/E move
2.8%
Puts
Pseudo strike
36.66
IV
124.9%
B/E move
3.0%

80Δ

Calls
Pseudo strike
26.68
IV
86.6%
B/E move
2.2%
Puts
Pseudo strike
38.46
IV
129.2%
B/E move
2.3%

Options history

IV · four-Friday blend93.82%
Daily EOD
SDGR84.8%91.9%98.9%2026-10-19: 88.59%2026-10-20: 85.78%2026-10-21: 87.66%2026-10-22: 89.70%2026-10-23: 86.29%2026-10-26: 87.65%2026-10-27: 89.93%2026-10-28: 97.93%2026-10-29: 95.76%2026-10-30: 93.82%Oct 19Oct 23Oct 30
10 observations2026-10-19 — 2026-10-30
Table
DateIV (%)
88.59%
85.78%
87.66%
89.70%
86.29%
87.65%
89.93%
97.93%
95.76%
93.82%