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

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Market datapartial · fetched 2026-10-22T23:23:41.230Z

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 · 2026-10-22T23:00:00.002753128Z

FundamentalsAlpha Vantage · unavailable

Share price$9.32
1D-0.6%
AH$9.22$9.27$9.32$9.37$9.425:30 AM6:30 AM9:00 AM1:00 PM2:00 PMSBSW
Sold putSold callAH

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$0.28$0.77$1.26$1.75$2.24$6.91$8.23$9.55$10.86$12.1820Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive SBSW spot · $9.32SBSW PRICE$0.49$0.48$0.46$0.44$0.44$0.50$0.56$0.62$0.69$0.81$1.01$1.22$1.43$0.39$0.37$0.35$0.33$0.39$0.48$0.56$0.65$0.73$0.82$1.06$1.56$2.10
PutsCheap0.85×
CallsExpensive1.45×
SkewBullish-27.92 pp
Implied moveBalanced±$1.12
TiltBearish3.4% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ18.83216.8%107.3%7.29123.4%25.9%
25Δ16.71180.5%84.4%7.8299.6%20.0%
30Δ14.33139.5%58.7%8.3575.8%14.1%
35Δ11.9598.5%33.0%8.8852.0%8.2%
40Δ9.9664.4%11.6%9.1246.4%6.3%
45Δ9.7561.7%10.0%9.2846.0%5.6%
50Δ9.5559.0%8.4%9.4345.7%4.8%
55Δ9.3456.2%6.9%9.5945.4%4.1%
60Δ9.1353.5%5.3%9.7445.1%3.3%
65Δ8.9053.3%4.1%9.9044.8%2.6%
70Δ8.6457.0%3.6%10.1948.7%2.0%
75Δ8.3860.6%3.0%10.7060.2%1.9%
80Δ8.1264.3%2.5%11.2769.2%1.6%

20Δ

Calls
Pseudo strike
18.83
IV
216.8%
B/E move
107.3%
Puts
Pseudo strike
7.29
IV
123.4%
B/E move
25.9%

25Δ

Calls
Pseudo strike
16.71
IV
180.5%
B/E move
84.4%
Puts
Pseudo strike
7.82
IV
99.6%
B/E move
20.0%

30Δ

Calls
Pseudo strike
14.33
IV
139.5%
B/E move
58.7%
Puts
Pseudo strike
8.35
IV
75.8%
B/E move
14.1%

35Δ

Calls
Pseudo strike
11.95
IV
98.5%
B/E move
33.0%
Puts
Pseudo strike
8.88
IV
52.0%
B/E move
8.2%

40Δ

Calls
Pseudo strike
9.96
IV
64.4%
B/E move
11.6%
Puts
Pseudo strike
9.12
IV
46.4%
B/E move
6.3%

45Δ

Calls
Pseudo strike
9.75
IV
61.7%
B/E move
10.0%
Puts
Pseudo strike
9.28
IV
46.0%
B/E move
5.6%

50Δ

Calls
Pseudo strike
9.55
IV
59.0%
B/E move
8.4%
Puts
Pseudo strike
9.43
IV
45.7%
B/E move
4.8%

55Δ

Calls
Pseudo strike
9.34
IV
56.2%
B/E move
6.9%
Puts
Pseudo strike
9.59
IV
45.4%
B/E move
4.1%

60Δ

Calls
Pseudo strike
9.13
IV
53.5%
B/E move
5.3%
Puts
Pseudo strike
9.74
IV
45.1%
B/E move
3.3%

65Δ

Calls
Pseudo strike
8.90
IV
53.3%
B/E move
4.1%
Puts
Pseudo strike
9.90
IV
44.8%
B/E move
2.6%

70Δ

Calls
Pseudo strike
8.64
IV
57.0%
B/E move
3.6%
Puts
Pseudo strike
10.19
IV
48.7%
B/E move
2.0%

75Δ

Calls
Pseudo strike
8.38
IV
60.6%
B/E move
3.0%
Puts
Pseudo strike
10.70
IV
60.2%
B/E move
1.9%

80Δ

Calls
Pseudo strike
8.12
IV
64.3%
B/E move
2.5%
Puts
Pseudo strike
11.27
IV
69.2%
B/E move
1.6%

Options history

No recorded observations