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SharkNinja, Inc. SN

i

Market dataready · fetched 2026-11-04T03:04:28.743Z

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 · 2026-11-04T00:00:00.002000553Z

FundamentalsSEC EDGAR · ready · as of 2026-06-30 · fetched 2026-11-04T03:04:28.324023+00:00

Share price$210.59
1D-4.6%
AH$202$206$209$212$2165:30 AM6:30 AM9:00 AM1:00 PM2:00 PMSN
Sold putSold callAH

SharkNinja, Inc. options

Live interpolated SN call and put midpoint premiums by absolute delta.SharkNinja, Inc.$2.32$12.02$21.71$31.41$41.10$168.80$189.52$210.23$230.94$251.6520Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive SN spot · $210.59SN PRICE$3.37$4.47$5.65$7.23$8.92$10.64$12.41$14.23$16.35$18.47$21.42$24.85$28.55$4.26$5.75$7.26$8.97$10.71$12.46$14.75$17.13$20.11$23.74$27.84$32.46$38.31
PutsExpensive1.62×
CallsExpensive1.48×
SkewBearish+1.60 pp
Implied moveBearish±$27.16
TiltBearish11.8% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ243.0870.9%17.0%185.9177.2%13.7%
25Δ236.7970.6%14.6%191.0677.6%12.0%
30Δ231.2170.3%12.5%196.1176.5%10.3%
35Δ226.7372.0%11.1%200.6876.2%9.0%
40Δ222.5574.3%9.9%205.0374.7%7.7%
45Δ218.2875.5%8.7%209.3973.1%6.5%
50Δ213.8574.9%7.4%213.6272.7%5.6%
55Δ209.4574.4%6.2%217.8372.4%4.7%
60Δ205.2573.5%5.2%222.4372.8%3.9%
65Δ201.0672.7%4.2%227.4374.0%3.3%
70Δ196.5073.8%3.5%232.8674.9%2.6%
75Δ191.6174.9%2.8%238.7475.5%2.0%
80Δ186.5074.9%2.1%245.7575.9%1.5%

20Δ

Calls
Pseudo strike
243.08
IV
70.9%
B/E move
17.0%
Puts
Pseudo strike
185.91
IV
77.2%
B/E move
13.7%

25Δ

Calls
Pseudo strike
236.79
IV
70.6%
B/E move
14.6%
Puts
Pseudo strike
191.06
IV
77.6%
B/E move
12.0%

30Δ

Calls
Pseudo strike
231.21
IV
70.3%
B/E move
12.5%
Puts
Pseudo strike
196.11
IV
76.5%
B/E move
10.3%

35Δ

Calls
Pseudo strike
226.73
IV
72.0%
B/E move
11.1%
Puts
Pseudo strike
200.68
IV
76.2%
B/E move
9.0%

40Δ

Calls
Pseudo strike
222.55
IV
74.3%
B/E move
9.9%
Puts
Pseudo strike
205.03
IV
74.7%
B/E move
7.7%

45Δ

Calls
Pseudo strike
218.28
IV
75.5%
B/E move
8.7%
Puts
Pseudo strike
209.39
IV
73.1%
B/E move
6.5%

50Δ

Calls
Pseudo strike
213.85
IV
74.9%
B/E move
7.4%
Puts
Pseudo strike
213.62
IV
72.7%
B/E move
5.6%

55Δ

Calls
Pseudo strike
209.45
IV
74.4%
B/E move
6.2%
Puts
Pseudo strike
217.83
IV
72.4%
B/E move
4.7%

60Δ

Calls
Pseudo strike
205.25
IV
73.5%
B/E move
5.2%
Puts
Pseudo strike
222.43
IV
72.8%
B/E move
3.9%

65Δ

Calls
Pseudo strike
201.06
IV
72.7%
B/E move
4.2%
Puts
Pseudo strike
227.43
IV
74.0%
B/E move
3.3%

70Δ

Calls
Pseudo strike
196.50
IV
73.8%
B/E move
3.5%
Puts
Pseudo strike
232.86
IV
74.9%
B/E move
2.6%

75Δ

Calls
Pseudo strike
191.61
IV
74.9%
B/E move
2.8%
Puts
Pseudo strike
238.74
IV
75.5%
B/E move
2.0%

80Δ

Calls
Pseudo strike
186.50
IV
74.9%
B/E move
2.1%
Puts
Pseudo strike
245.75
IV
75.9%
B/E move
1.5%

Options history

IV · four-Friday blend59.03%
Daily EOD
SN52.0%55.8%59.5%2026-10-19: 52.58%2026-10-20: 52.93%2026-10-21: 52.52%2026-10-22: 53.66%2026-10-23: 54.52%2026-10-26: 54.93%2026-10-27: 54.76%2026-10-28: 55.12%2026-10-29: 54.95%2026-10-30: 59.03%Oct 19Oct 23Oct 30
10 observations2026-10-19 — 2026-10-30
Table
DateIV (%)
52.58%
52.93%
52.52%
53.66%
54.52%
54.93%
54.76%
55.12%
54.95%
59.03%