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Seanergy Maritime Holdings Corp. Common Stock SHIP

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Market datapartial · fetched 2026-10-22T17:34:31.436Z

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 · 2026-10-22T17:28:32.82709886Z

FundamentalsAlpha Vantage · unavailable

Share price$15.45
1D-0.8%
$15.35$15.44$15.52$15.61$15.695:30 AM6:30 AM9:00 AM1:00 PMSHIP
Sold putSold call

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$1.11$1.98$2.85$3.71$11.97$13.73$15.50$17.26$19.0220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive SHIP spot · $15.45SHIP PRICE$0.38$0.34$0.38$0.47$0.56$0.69$0.88$1.08$1.27$1.59$1.94$2.31$2.70$0.38$0.40$0.48$0.57$0.67$0.80$0.92$1.05$1.22$1.43$1.63$3.46
PutsCheap0.83×
CallsCheap0.94×
SkewBullish-8.37 pp
Implied moveBearish±$1.80
TiltBullish5.7% CALL
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ19.6386.3%29.5%13.3371.1%16.1%
25Δ17.6959.0%16.8%14.0956.2%11.4%
30Δ16.8248.4%11.3%14.4353.7%9.7%
35Δ16.5148.4%10.0%14.7851.2%8.0%
40Δ16.2048.4%8.6%15.1049.4%6.6%
45Δ15.9149.6%7.4%15.3648.6%5.7%
50Δ15.6253.1%6.8%15.6247.8%4.8%
55Δ15.3356.6%6.2%15.8947.0%3.9%
60Δ15.0560.1%5.6%16.1746.6%3.2%
65Δ14.6465.4%5.1%16.4746.6%2.6%
70Δ14.2071.0%4.5%16.7646.5%2.0%
75Δ13.7274.6%3.8%18.5870.8%2.1%
80Δ13.2176.4%3.0%

20Δ

Calls
Pseudo strike
19.63
IV
86.3%
B/E move
29.5%
Puts
Pseudo strike
13.33
IV
71.1%
B/E move
16.1%

25Δ

Calls
Pseudo strike
17.69
IV
59.0%
B/E move
16.8%
Puts
Pseudo strike
14.09
IV
56.2%
B/E move
11.4%

30Δ

Calls
Pseudo strike
16.82
IV
48.4%
B/E move
11.3%
Puts
Pseudo strike
14.43
IV
53.7%
B/E move
9.7%

35Δ

Calls
Pseudo strike
16.51
IV
48.4%
B/E move
10.0%
Puts
Pseudo strike
14.78
IV
51.2%
B/E move
8.0%

40Δ

Calls
Pseudo strike
16.20
IV
48.4%
B/E move
8.6%
Puts
Pseudo strike
15.10
IV
49.4%
B/E move
6.6%

45Δ

Calls
Pseudo strike
15.91
IV
49.6%
B/E move
7.4%
Puts
Pseudo strike
15.36
IV
48.6%
B/E move
5.7%

50Δ

Calls
Pseudo strike
15.62
IV
53.1%
B/E move
6.8%
Puts
Pseudo strike
15.62
IV
47.8%
B/E move
4.8%

55Δ

Calls
Pseudo strike
15.33
IV
56.6%
B/E move
6.2%
Puts
Pseudo strike
15.89
IV
47.0%
B/E move
3.9%

60Δ

Calls
Pseudo strike
15.05
IV
60.1%
B/E move
5.6%
Puts
Pseudo strike
16.17
IV
46.6%
B/E move
3.2%

65Δ

Calls
Pseudo strike
14.64
IV
65.4%
B/E move
5.1%
Puts
Pseudo strike
16.47
IV
46.6%
B/E move
2.6%

70Δ

Calls
Pseudo strike
14.20
IV
71.0%
B/E move
4.5%
Puts
Pseudo strike
16.76
IV
46.5%
B/E move
2.0%

75Δ

Calls
Pseudo strike
13.72
IV
74.6%
B/E move
3.8%
Puts
Pseudo strike
18.58
IV
70.8%
B/E move
2.1%

80Δ

Calls
Pseudo strike
13.21
IV
76.4%
B/E move
3.0%
Puts
Pseudo strike
IV
B/E move

Options history

No recorded observations