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Sibanye-Stillwater American Depositary Shares, each representing four ordinary shares SBSW

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Market datapartial · fetched 2026-10-23T19:54:47.612Z

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 and implied move: recorded expiration-specific observations.

History data

PriceAlpaca · sip · 2026-10-23T19:54:41.09792531Z

FundamentalsAlpha Vantage · unavailable

Share price$9.21
1D-0.1%
$8.92$9.02$9.11$9.21$9.315:30 AM6:30 AM9:00 AM1:00 PMSBSW
Sold putSold call

Sibanye-Stillwater American Depositary Shares, each representing four ordinary shares options

Live interpolated SBSW call and put midpoint premiums by absolute delta.Sibanye-Stillwater American Depositary Shares, each representing four ordinary shares$0.17$1.44$2.71$3.98$5.26$6.13$7.51$8.88$10.26$11.6420Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive SBSW spot · $9.21SBSW PRICE$0.49$0.43$0.33$0.31$0.37$0.43$0.50$0.56$0.62$0.73$0.84$0.94$1.05$0.50$0.48$0.46$0.44$0.43$0.96$1.52$2.08$2.64$3.21$3.77$4.33$4.89
PutsExpensive1.34×
CallsExpensive1.23×
SkewBearish+25.15 pp
Implied moveBearish±$2.02
TiltBearish54.4% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ18.86223.7%110.2%7.08146.4%28.4%
25Δ14.79157.8%65.4%7.56123.4%23.1%
30Δ11.6490.0%30.0%8.03100.3%17.8%
35Δ9.9154.3%11.0%8.5077.3%12.4%
40Δ9.7353.4%9.7%8.9854.2%7.1%
45Δ9.5552.5%8.4%9.5863.0%6.4%
50Δ9.3751.6%7.1%10.1973.3%5.9%
55Δ9.1850.8%5.9%10.7983.7%5.4%
60Δ9.0049.9%4.6%11.4094.0%4.9%
65Δ8.8448.4%3.9%12.01104.4%4.4%
70Δ8.6846.8%3.3%12.61114.7%3.9%
75Δ8.5145.3%2.7%13.22125.1%3.4%
80Δ8.3543.8%2.1%13.83135.4%2.9%

20Δ

Calls
Pseudo strike
18.86
IV
223.7%
B/E move
110.2%
Puts
Pseudo strike
7.08
IV
146.4%
B/E move
28.4%

25Δ

Calls
Pseudo strike
14.79
IV
157.8%
B/E move
65.4%
Puts
Pseudo strike
7.56
IV
123.4%
B/E move
23.1%

30Δ

Calls
Pseudo strike
11.64
IV
90.0%
B/E move
30.0%
Puts
Pseudo strike
8.03
IV
100.3%
B/E move
17.8%

35Δ

Calls
Pseudo strike
9.91
IV
54.3%
B/E move
11.0%
Puts
Pseudo strike
8.50
IV
77.3%
B/E move
12.4%

40Δ

Calls
Pseudo strike
9.73
IV
53.4%
B/E move
9.7%
Puts
Pseudo strike
8.98
IV
54.2%
B/E move
7.1%

45Δ

Calls
Pseudo strike
9.55
IV
52.5%
B/E move
8.4%
Puts
Pseudo strike
9.58
IV
63.0%
B/E move
6.4%

50Δ

Calls
Pseudo strike
9.37
IV
51.6%
B/E move
7.1%
Puts
Pseudo strike
10.19
IV
73.3%
B/E move
5.9%

55Δ

Calls
Pseudo strike
9.18
IV
50.8%
B/E move
5.9%
Puts
Pseudo strike
10.79
IV
83.7%
B/E move
5.4%

60Δ

Calls
Pseudo strike
9.00
IV
49.9%
B/E move
4.6%
Puts
Pseudo strike
11.40
IV
94.0%
B/E move
4.9%

65Δ

Calls
Pseudo strike
8.84
IV
48.4%
B/E move
3.9%
Puts
Pseudo strike
12.01
IV
104.4%
B/E move
4.4%

70Δ

Calls
Pseudo strike
8.68
IV
46.8%
B/E move
3.3%
Puts
Pseudo strike
12.61
IV
114.7%
B/E move
3.9%

75Δ

Calls
Pseudo strike
8.51
IV
45.3%
B/E move
2.7%
Puts
Pseudo strike
13.22
IV
125.1%
B/E move
3.4%

80Δ

Calls
Pseudo strike
8.35
IV
43.8%
B/E move
2.1%
Puts
Pseudo strike
13.83
IV
135.4%
B/E move
2.9%

Options history

No recorded observations