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

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Market datapartial · fetched 2026-10-23T02:25:26.522Z

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 · 2026-10-22T23:51:33.208677766Z

FundamentalsAlpha Vantage · unavailable

Share price$9.33
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$0.27$0.79$1.31$1.83$2.34$6.93$8.24$9.55$10.86$12.1720Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive SBSW spot · $9.33SBSW PRICE$0.49$0.48$0.46$0.44$0.43$0.50$0.56$0.62$0.68$0.78$0.99$1.19$1.40$0.39$0.37$0.35$0.33$0.40$0.49$0.57$0.66$0.75$0.83$1.14$1.64$2.19
PutsCheap0.86×
CallsExpensive1.45×
SkewBullish-26.53 pp
Implied moveBalanced±$1.13
TiltBearish5.6% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ18.83217.0%107.1%7.31123.6%25.9%
25Δ16.73180.8%84.4%7.8499.4%19.9%
30Δ14.37140.0%58.9%8.3875.2%14.0%
35Δ12.0199.1%33.4%8.9151.0%8.0%
40Δ9.9764.0%11.5%9.1346.9%6.4%
45Δ9.7661.2%9.9%9.2946.6%5.6%
50Δ9.5658.5%8.4%9.4546.4%4.9%
55Δ9.3555.7%6.8%9.6146.1%4.1%
60Δ9.1553.0%5.3%9.7745.9%3.4%
65Δ8.9352.0%4.0%9.9345.6%2.6%
70Δ8.6755.5%3.5%10.2751.6%2.2%
75Δ8.4158.9%2.9%10.7863.2%2.0%
80Δ8.1662.3%2.4%11.3771.5%1.7%

20Δ

Calls
Pseudo strike
18.83
IV
217.0%
B/E move
107.1%
Puts
Pseudo strike
7.31
IV
123.6%
B/E move
25.9%

25Δ

Calls
Pseudo strike
16.73
IV
180.8%
B/E move
84.4%
Puts
Pseudo strike
7.84
IV
99.4%
B/E move
19.9%

30Δ

Calls
Pseudo strike
14.37
IV
140.0%
B/E move
58.9%
Puts
Pseudo strike
8.38
IV
75.2%
B/E move
14.0%

35Δ

Calls
Pseudo strike
12.01
IV
99.1%
B/E move
33.4%
Puts
Pseudo strike
8.91
IV
51.0%
B/E move
8.0%

40Δ

Calls
Pseudo strike
9.97
IV
64.0%
B/E move
11.5%
Puts
Pseudo strike
9.13
IV
46.9%
B/E move
6.4%

45Δ

Calls
Pseudo strike
9.76
IV
61.2%
B/E move
9.9%
Puts
Pseudo strike
9.29
IV
46.6%
B/E move
5.6%

50Δ

Calls
Pseudo strike
9.56
IV
58.5%
B/E move
8.4%
Puts
Pseudo strike
9.45
IV
46.4%
B/E move
4.9%

55Δ

Calls
Pseudo strike
9.35
IV
55.7%
B/E move
6.8%
Puts
Pseudo strike
9.61
IV
46.1%
B/E move
4.1%

60Δ

Calls
Pseudo strike
9.15
IV
53.0%
B/E move
5.3%
Puts
Pseudo strike
9.77
IV
45.9%
B/E move
3.4%

65Δ

Calls
Pseudo strike
8.93
IV
52.0%
B/E move
4.0%
Puts
Pseudo strike
9.93
IV
45.6%
B/E move
2.6%

70Δ

Calls
Pseudo strike
8.67
IV
55.5%
B/E move
3.5%
Puts
Pseudo strike
10.27
IV
51.6%
B/E move
2.2%

75Δ

Calls
Pseudo strike
8.41
IV
58.9%
B/E move
2.9%
Puts
Pseudo strike
10.78
IV
63.2%
B/E move
2.0%

80Δ

Calls
Pseudo strike
8.16
IV
62.3%
B/E move
2.4%
Puts
Pseudo strike
11.37
IV
71.5%
B/E move
1.7%

Options history

No recorded observations