IntraAlpha
Create free account Start free

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

i

Market datapartial · fetched 2026-11-13T02:53:57.122Z

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 · 2026-11-13T00:26:15.709706274Z

FundamentalsAlpha Vantage · unavailable

Share price$8.95
1D-1.4%
AH$8.83$8.91$8.99$9.07$9.155:30 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$0.06$0.46$0.86$1.26$1.66$7.60$8.26$8.91$9.56$10.2220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ25Δ 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 —OPTION PRICELive SBSW spot · $8.95SBSW PRICE$0.10$0.14$0.17$0.20$0.24$0.27$0.31$0.52$0.72$0.93$1.13$1.34$1.54$0.57$0.44$0.55$0.67$0.79$0.90$1.02$1.14
Puts——
CallsExpensive1.08×
Skew——
Implied moveBearish±$0.75
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ9.8869.6%11.5%6.74316.3%31.1%
25Δ9.7368.1%10.2%
30Δ9.5866.5%9.0%
35Δ9.4465.0%7.7%
40Δ9.2963.5%6.4%
45Δ9.1462.0%5.1%
50Δ8.9961.1%3.9%9.0276.3%4.1%
55Δ8.7569.3%3.5%9.1877.0%3.6%
60Δ8.5177.6%3.2%9.3477.7%3.1%
65Δ8.2785.9%2.8%9.5078.4%2.7%
70Δ8.0494.2%2.4%9.6679.1%2.2%
75Δ7.80102.4%2.1%9.8279.8%1.7%
80Δ7.56110.7%1.7%9.9880.5%1.2%

20Δ

Calls
Pseudo strike
9.88
IV
69.6%
B/E move
11.5%
Puts
Pseudo strike
6.74
IV
316.3%
B/E move
31.1%

25Δ

Calls
Pseudo strike
9.73
IV
68.1%
B/E move
10.2%
Puts
Pseudo strike
IV
B/E move

30Δ

Calls
Pseudo strike
9.58
IV
66.5%
B/E move
9.0%
Puts
Pseudo strike
IV
B/E move

35Δ

Calls
Pseudo strike
9.44
IV
65.0%
B/E move
7.7%
Puts
Pseudo strike
IV
B/E move

40Δ

Calls
Pseudo strike
9.29
IV
63.5%
B/E move
6.4%
Puts
Pseudo strike
IV
B/E move

45Δ

Calls
Pseudo strike
9.14
IV
62.0%
B/E move
5.1%
Puts
Pseudo strike
IV
B/E move

50Δ

Calls
Pseudo strike
8.99
IV
61.1%
B/E move
3.9%
Puts
Pseudo strike
9.02
IV
76.3%
B/E move
4.1%

55Δ

Calls
Pseudo strike
8.75
IV
69.3%
B/E move
3.5%
Puts
Pseudo strike
9.18
IV
77.0%
B/E move
3.6%

60Δ

Calls
Pseudo strike
8.51
IV
77.6%
B/E move
3.2%
Puts
Pseudo strike
9.34
IV
77.7%
B/E move
3.1%

65Δ

Calls
Pseudo strike
8.27
IV
85.9%
B/E move
2.8%
Puts
Pseudo strike
9.50
IV
78.4%
B/E move
2.7%

70Δ

Calls
Pseudo strike
8.04
IV
94.2%
B/E move
2.4%
Puts
Pseudo strike
9.66
IV
79.1%
B/E move
2.2%

75Δ

Calls
Pseudo strike
7.80
IV
102.4%
B/E move
2.1%
Puts
Pseudo strike
9.82
IV
79.8%
B/E move
1.7%

80Δ

Calls
Pseudo strike
7.56
IV
110.7%
B/E move
1.7%
Puts
Pseudo strike
9.98
IV
80.5%
B/E move
1.2%

Options history

IV · four-Friday blend57.81%
Daily EOD
SBSW47.2%52.9%58.6%2026-10-19: 51.44%2026-10-20: 49.60%2026-10-21: 51.04%2026-10-22: 47.97%2026-10-23: 50.53%2026-10-26: 50.06%2026-10-27: 51.42%2026-10-28: 53.80%2026-10-29: 49.63%2026-10-30: 57.81%Oct 19Oct 23Oct 30
10 observations2026-10-19 — 2026-10-30
Table
DateIV (%)
51.44%
49.60%
51.04%
47.97%
50.53%
50.06%
51.42%
53.80%
49.63%
57.81%