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Steven Madden, Ltd. Common Stock SHOO

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Market datapartial · fetched 2026-10-23T04:07:09.069Z

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 · 2026-10-22T20:00:02.361478793Z

FundamentalsAlpha Vantage · unavailable

Share price$44.42
1D-0.6%
AH$43.18$43.60$44.03$44.46$44.885:30 AM6:30 AM9:00 AM1:00 PM2:00 PMSHOO
Sold putSold callAH

Steven Madden, Ltd. Common Stock options

Live interpolated SHOO call and put midpoint premiums by absolute delta.Steven Madden, Ltd. Common Stock$0.47$2.10$3.72$5.35$6.97$36.19$40.31$44.44$48.57$52.6920Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive SHOO spot · $44.42SHOO PRICE$0.65$0.85$1.12$1.38$1.70$2.12$2.54$2.62$3.07$3.80$4.58$5.15$6.09$0.86$1.12$1.40$1.71$2.02$2.42$3.12$3.63$3.95$4.29$4.76$5.53$6.50
PutsExpensive1.54×
CallsExpensive1.59×
SkewBullish-0.32 pp
Implied moveBearish±$5.66
TiltBearish7.3% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ50.8250.6%15.9%39.4158.0%13.2%
25Δ49.3349.4%13.0%40.5856.4%11.2%
30Δ48.4550.9%11.6%41.6055.0%9.5%
35Δ47.5551.2%10.1%42.5354.0%8.1%
40Δ46.6752.0%8.9%43.3852.9%6.9%
45Δ45.9655.5%8.2%44.2352.6%5.9%
50Δ45.1157.0%7.3%45.1257.3%5.4%
55Δ44.2450.2%5.5%46.0257.1%4.6%
60Δ43.4050.6%4.6%46.7753.7%3.6%
65Δ42.4855.1%4.2%47.4850.6%2.8%
70Δ41.4658.3%3.6%48.2648.6%2.1%
75Δ40.5457.3%2.9%49.2548.7%1.6%
80Δ39.3359.2%2.2%50.4648.3%1.0%

20Δ

Calls
Pseudo strike
50.82
IV
50.6%
B/E move
15.9%
Puts
Pseudo strike
39.41
IV
58.0%
B/E move
13.2%

25Δ

Calls
Pseudo strike
49.33
IV
49.4%
B/E move
13.0%
Puts
Pseudo strike
40.58
IV
56.4%
B/E move
11.2%

30Δ

Calls
Pseudo strike
48.45
IV
50.9%
B/E move
11.6%
Puts
Pseudo strike
41.60
IV
55.0%
B/E move
9.5%

35Δ

Calls
Pseudo strike
47.55
IV
51.2%
B/E move
10.1%
Puts
Pseudo strike
42.53
IV
54.0%
B/E move
8.1%

40Δ

Calls
Pseudo strike
46.67
IV
52.0%
B/E move
8.9%
Puts
Pseudo strike
43.38
IV
52.9%
B/E move
6.9%

45Δ

Calls
Pseudo strike
45.96
IV
55.5%
B/E move
8.2%
Puts
Pseudo strike
44.23
IV
52.6%
B/E move
5.9%

50Δ

Calls
Pseudo strike
45.11
IV
57.0%
B/E move
7.3%
Puts
Pseudo strike
45.12
IV
57.3%
B/E move
5.4%

55Δ

Calls
Pseudo strike
44.24
IV
50.2%
B/E move
5.5%
Puts
Pseudo strike
46.02
IV
57.1%
B/E move
4.6%

60Δ

Calls
Pseudo strike
43.40
IV
50.6%
B/E move
4.6%
Puts
Pseudo strike
46.77
IV
53.7%
B/E move
3.6%

65Δ

Calls
Pseudo strike
42.48
IV
55.1%
B/E move
4.2%
Puts
Pseudo strike
47.48
IV
50.6%
B/E move
2.8%

70Δ

Calls
Pseudo strike
41.46
IV
58.3%
B/E move
3.6%
Puts
Pseudo strike
48.26
IV
48.6%
B/E move
2.1%

75Δ

Calls
Pseudo strike
40.54
IV
57.3%
B/E move
2.9%
Puts
Pseudo strike
49.25
IV
48.7%
B/E move
1.6%

80Δ

Calls
Pseudo strike
39.33
IV
59.2%
B/E move
2.2%
Puts
Pseudo strike
50.46
IV
48.3%
B/E move
1.0%

Options history

No recorded observations