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Seanergy Maritime Holdings Corp. Common Stock SHIP

INDUSTRIALS · MARINE SHIPPING
i

Market dataready · fetched 2026-11-12T00:50:39.420Z

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 · 2026-11-11T21:00:01.679166037Z

FundamentalsAlpha Vantage · ready · quarter 2026-06-30 · fetched 2026-11-12T00:50:39.111095+00:00

Share price$15.42
1D+1.3%
AH$15.05$15.17$15.29$15.41$15.535:30 AM6:30 AM9:00 AM1:00 PM2:00 PMSHIP
Sold putSold callAH

Seanergy Maritime Holdings Corp. Common Stock options

Live interpolated SHIP call and put midpoint premiums by absolute delta.Seanergy Maritime Holdings Corp. Common Stock$0.25$0.76$1.28$1.79$2.30$13.36$14.38$15.40$16.42$17.4420Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ20Δ C unavailable: no unambiguous, price-consistent delta bracketC —65Δ 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 PRICELive SHIP spot · $15.42SHIP PRICE$0.31$0.41$0.51$0.61$0.74$0.94$1.14$1.33$1.49$1.65$1.81$2.16$0.39$0.40$0.48$0.56$0.64$0.69$0.75$0.80$0.86$2.13
Puts——
Calls——
Skew——
Implied moveBullish±$1.69
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ13.04139.5%17.9%
25Δ16.6470.4%9.9%14.02103.0%11.7%
30Δ16.4777.0%9.4%14.3797.1%10.0%
35Δ16.2983.6%8.9%14.7291.3%8.2%
40Δ16.1290.2%8.5%15.0485.5%6.6%
45Δ15.9096.7%7.9%15.2479.7%5.6%
50Δ15.60102.9%7.2%15.4574.0%4.7%
55Δ15.29109.1%6.5%15.6568.2%3.7%
60Δ14.99114.9%5.8%15.8662.5%2.8%
65Δ14.67110.8%4.8%
70Δ14.35106.7%3.8%17.12107.3%2.8%
75Δ14.03102.6%2.7%
80Δ13.59104.4%2.1%

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
13.04
IV
139.5%
B/E move
17.9%

25Δ

Calls
Pseudo strike
16.64
IV
70.4%
B/E move
9.9%
Puts
Pseudo strike
14.02
IV
103.0%
B/E move
11.7%

30Δ

Calls
Pseudo strike
16.47
IV
77.0%
B/E move
9.4%
Puts
Pseudo strike
14.37
IV
97.1%
B/E move
10.0%

35Δ

Calls
Pseudo strike
16.29
IV
83.6%
B/E move
8.9%
Puts
Pseudo strike
14.72
IV
91.3%
B/E move
8.2%

40Δ

Calls
Pseudo strike
16.12
IV
90.2%
B/E move
8.5%
Puts
Pseudo strike
15.04
IV
85.5%
B/E move
6.6%

45Δ

Calls
Pseudo strike
15.90
IV
96.7%
B/E move
7.9%
Puts
Pseudo strike
15.24
IV
79.7%
B/E move
5.6%

50Δ

Calls
Pseudo strike
15.60
IV
102.9%
B/E move
7.2%
Puts
Pseudo strike
15.45
IV
74.0%
B/E move
4.7%

55Δ

Calls
Pseudo strike
15.29
IV
109.1%
B/E move
6.5%
Puts
Pseudo strike
15.65
IV
68.2%
B/E move
3.7%

60Δ

Calls
Pseudo strike
14.99
IV
114.9%
B/E move
5.8%
Puts
Pseudo strike
15.86
IV
62.5%
B/E move
2.8%

65Δ

Calls
Pseudo strike
14.67
IV
110.8%
B/E move
4.8%
Puts
Pseudo strike
IV
B/E move

70Δ

Calls
Pseudo strike
14.35
IV
106.7%
B/E move
3.8%
Puts
Pseudo strike
17.12
IV
107.3%
B/E move
2.8%

75Δ

Calls
Pseudo strike
14.03
IV
102.6%
B/E move
2.7%
Puts
Pseudo strike
IV
B/E move

80Δ

Calls
Pseudo strike
13.59
IV
104.4%
B/E move
2.1%
Puts
Pseudo strike
IV
B/E move

Options history

IV · four-Friday blend50.42%
Daily EOD
SHIP49.4%57.0%64.7%2026-10-19: 55.32%2026-10-20: 53.44%2026-10-21: 53.78%2026-10-22: 56.11%2026-10-23: 63.62%2026-10-26: 52.90%2026-10-27: 54.15%2026-10-28: 61.30%2026-10-29: 57.88%2026-10-30: 50.42%Oct 19Oct 23Oct 30
10 observations2026-10-19 — 2026-10-30
Table
DateIV (%)
55.32%
53.44%
53.78%
56.11%
63.62%
52.90%
54.15%
61.30%
57.88%
50.42%