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Synaptics Incorporated Common Stock $0.001 Par Value SYNA

TECHNOLOGY · SEMICONDUCTORS
i

Market dataready · fetched 2026-11-06T14:46:10.433Z

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 · 2026-11-06T14:46:08.049931243Z

FundamentalsAlpha Vantage · ready · quarter 2026-06-30 · fetched 2026-11-06T14:46:09.641131+00:00

Share price$116.53
1D-0.2%
$116.37$116.48$116.58$116.68$116.795:30 AM6:30 AM9:00 AM1:00 PMSYNA
Sold putSold call

Synaptics Incorporated Common Stock $0.001 Par Value options

Live interpolated SYNA call and put midpoint premiums by absolute delta.Synaptics Incorporated Common Stock $0.001 Par Value$0.38$1.39$2.41$3.42$4.43$-0.12$0.19$0.50$0.81$1.1220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ20Δ P unavailable: no unambiguous, price-consistent delta bracketP —25Δ P unavailable: no unambiguous, price-consistent delta bracketP —30Δ P unavailable: no unambiguous, price-consistent delta bracketP —35Δ P unavailable: no unambiguous, price-consistent delta bracketP —40Δ P unavailable: no unambiguous, price-consistent delta bracketP —45Δ P unavailable: no unambiguous, price-consistent delta bracketP —50Δ P unavailable: no unambiguous, price-consistent delta bracketP —55Δ P unavailable: no unambiguous, price-consistent delta bracketP —60Δ P unavailable: no unambiguous, price-consistent delta bracketP —65Δ P unavailable: no unambiguous, price-consistent delta bracketP —70Δ P unavailable: no unambiguous, price-consistent delta bracketP —75Δ P unavailable: no unambiguous, price-consistent delta bracketP —80Δ P unavailable: no unambiguous, price-consistent delta bracketP —OPTION PRICESYNA PRICE$0.49$0.66$0.82$0.99$1.16$1.32$1.49$1.66$1.82$1.99$2.16$2.93$4.14
Puts——
CallsCheap0.85×
Skew——
Implied move——
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ119.0410.3%2.6%
25Δ118.6510.6%2.4%
30Δ118.2610.9%2.2%
35Δ117.8711.1%2.0%
40Δ117.4911.4%1.8%
45Δ117.1011.7%1.6%
50Δ116.7111.9%1.4%
55Δ116.3212.2%1.2%
60Δ115.9412.5%1.1%
65Δ115.5512.7%0.9%
70Δ115.1613.0%0.7%
75Δ114.2514.5%0.6%
80Δ112.9516.9%0.5%

20Δ

Calls
Pseudo strike
119.04
IV
10.3%
B/E move
2.6%
Puts
Pseudo strike
IV
B/E move

25Δ

Calls
Pseudo strike
118.65
IV
10.6%
B/E move
2.4%
Puts
Pseudo strike
IV
B/E move

30Δ

Calls
Pseudo strike
118.26
IV
10.9%
B/E move
2.2%
Puts
Pseudo strike
IV
B/E move

35Δ

Calls
Pseudo strike
117.87
IV
11.1%
B/E move
2.0%
Puts
Pseudo strike
IV
B/E move

40Δ

Calls
Pseudo strike
117.49
IV
11.4%
B/E move
1.8%
Puts
Pseudo strike
IV
B/E move

45Δ

Calls
Pseudo strike
117.10
IV
11.7%
B/E move
1.6%
Puts
Pseudo strike
IV
B/E move

50Δ

Calls
Pseudo strike
116.71
IV
11.9%
B/E move
1.4%
Puts
Pseudo strike
IV
B/E move

55Δ

Calls
Pseudo strike
116.32
IV
12.2%
B/E move
1.2%
Puts
Pseudo strike
IV
B/E move

60Δ

Calls
Pseudo strike
115.94
IV
12.5%
B/E move
1.1%
Puts
Pseudo strike
IV
B/E move

65Δ

Calls
Pseudo strike
115.55
IV
12.7%
B/E move
0.9%
Puts
Pseudo strike
IV
B/E move

70Δ

Calls
Pseudo strike
115.16
IV
13.0%
B/E move
0.7%
Puts
Pseudo strike
IV
B/E move

75Δ

Calls
Pseudo strike
114.25
IV
14.5%
B/E move
0.6%
Puts
Pseudo strike
IV
B/E move

80Δ

Calls
Pseudo strike
112.95
IV
16.9%
B/E move
0.5%
Puts
Pseudo strike
IV
B/E move

Options history

IV · four-Friday blend—
Daily EOD

No recorded observations

0 observations