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Somnigroup International Inc. SGI

CONSUMER CYCLICAL · FURNISHINGS, FIXTURES & APPLIANCES
i

Market dataready · fetched 2026-11-04T08:58:47.223Z

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 · 2026-11-04T00:00:00.001377879Z

FundamentalsAlpha Vantage · ready · quarter 2026-06-30 · fetched 2026-11-04T08:58:46.381104+00:00

Share price$65.35
1D-1.2%
AH$64.86$65.35$65.85$66.34$66.845:30 AM6:30 AM9:00 AM1:00 PM2:00 PMSGI
Sold putSold callAH

Somnigroup International Inc. options

Live interpolated SGI call and put midpoint premiums by absolute delta.Somnigroup International Inc.$0.71$3.39$6.07$8.75$11.43$52.66$59.02$65.38$71.74$78.1020Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive SGI spot · $65.35SGI PRICE$1.00$1.40$1.79$2.17$2.64$3.13$3.67$4.22$4.93$5.67$6.76$7.85$8.93$1.26$1.69$2.17$2.65$3.22$3.79$4.47$5.16$6.02$6.90$7.88$9.07$10.66
PutsExpensive1.84×
CallsExpensive1.59×
SkewBullish-0.47 pp
Implied moveBearish±$8.15
TiltBearish9.1% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ74.7569.2%15.9%57.9875.7%13.2%
25Δ73.3872.4%14.4%59.5375.9%11.5%
30Δ71.9174.0%12.8%60.9775.7%10.0%
35Δ70.2572.8%10.8%62.3775.2%8.6%
40Δ68.8873.2%9.4%63.6874.7%7.5%
45Δ67.5573.8%8.2%64.9774.1%6.4%
50Δ66.2673.4%7.0%66.2573.6%5.5%
55Δ64.9773.0%5.9%67.5273.2%4.6%
60Δ63.6973.5%5.0%68.8672.8%3.8%
65Δ62.4074.3%4.2%70.2172.4%3.1%
70Δ60.8977.1%3.5%71.6271.3%2.5%
75Δ59.3678.5%2.8%73.2070.8%1.9%
80Δ57.8177.8%2.1%75.1271.6%1.4%

20Δ

Calls
Pseudo strike
74.75
IV
69.2%
B/E move
15.9%
Puts
Pseudo strike
57.98
IV
75.7%
B/E move
13.2%

25Δ

Calls
Pseudo strike
73.38
IV
72.4%
B/E move
14.4%
Puts
Pseudo strike
59.53
IV
75.9%
B/E move
11.5%

30Δ

Calls
Pseudo strike
71.91
IV
74.0%
B/E move
12.8%
Puts
Pseudo strike
60.97
IV
75.7%
B/E move
10.0%

35Δ

Calls
Pseudo strike
70.25
IV
72.8%
B/E move
10.8%
Puts
Pseudo strike
62.37
IV
75.2%
B/E move
8.6%

40Δ

Calls
Pseudo strike
68.88
IV
73.2%
B/E move
9.4%
Puts
Pseudo strike
63.68
IV
74.7%
B/E move
7.5%

45Δ

Calls
Pseudo strike
67.55
IV
73.8%
B/E move
8.2%
Puts
Pseudo strike
64.97
IV
74.1%
B/E move
6.4%

50Δ

Calls
Pseudo strike
66.26
IV
73.4%
B/E move
7.0%
Puts
Pseudo strike
66.25
IV
73.6%
B/E move
5.5%

55Δ

Calls
Pseudo strike
64.97
IV
73.0%
B/E move
5.9%
Puts
Pseudo strike
67.52
IV
73.2%
B/E move
4.6%

60Δ

Calls
Pseudo strike
63.69
IV
73.5%
B/E move
5.0%
Puts
Pseudo strike
68.86
IV
72.8%
B/E move
3.8%

65Δ

Calls
Pseudo strike
62.40
IV
74.3%
B/E move
4.2%
Puts
Pseudo strike
70.21
IV
72.4%
B/E move
3.1%

70Δ

Calls
Pseudo strike
60.89
IV
77.1%
B/E move
3.5%
Puts
Pseudo strike
71.62
IV
71.3%
B/E move
2.5%

75Δ

Calls
Pseudo strike
59.36
IV
78.5%
B/E move
2.8%
Puts
Pseudo strike
73.20
IV
70.8%
B/E move
1.9%

80Δ

Calls
Pseudo strike
57.81
IV
77.8%
B/E move
2.1%
Puts
Pseudo strike
75.12
IV
71.6%
B/E move
1.4%

Options history

IV · four-Friday blend54.35%
Daily EOD
SGI49.3%52.0%54.7%2026-10-19: 50.82%2026-10-20: 50.27%2026-10-21: 49.73%2026-10-22: 49.67%2026-10-23: 50.42%2026-10-26: 52.90%2026-10-27: 53.20%2026-10-28: 53.95%2026-10-29: 52.08%2026-10-30: 54.35%Oct 19Oct 23Oct 30
10 observations2026-10-19 — 2026-10-30
Table
DateIV (%)
50.82%
50.27%
49.73%
49.67%
50.42%
52.90%
53.20%
53.95%
52.08%
54.35%