IntraAlpha
Create free account Start free

Sify Technologies Limited American Depositary Shares SIFY

i

Market datapartial · fetched 2026-11-12T03:12:14.991Z

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 · 2026-11-11T21:00:00.187381849Z

FundamentalsAlpha Vantage · unavailable

Share price$13.23
1D-0.2%
AH$13.05$13.16$13.26$13.36$13.475:30 AM6:30 AM9:00 AM1:00 PM2:00 PMSIFY
Sold putSold callAH

Sify Technologies Limited American Depositary Shares options

Live interpolated SIFY call and put midpoint premiums by absolute delta.Sify Technologies Limited American Depositary Shares$0.11$1.24$2.37$3.51$4.64$7.16$9.31$11.46$13.60$15.7520Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ70Δ C unavailable: no unambiguous, price-consistent delta bracketC —75Δ C unavailable: no unambiguous, price-consistent delta bracketC —80Δ C unavailable: no unambiguous, price-consistent delta bracketC —OPTION PRICELive SIFY spot · $13.23SIFY PRICE$0.23$0.36$0.49$0.63$0.76$0.89$1.02$1.16$1.29$1.42$1.70$1.72$1.75$1.79$1.90$2.03$2.17$2.30$2.44$2.71$3.25$3.78$4.31
PutsExpensive4.04×
Calls——
Skew——
Implied moveBearish±$3.19
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ14.8080.4%13.6%9.23504.3%43.1%
25Δ14.5485.4%12.7%10.44407.6%34.1%
30Δ14.2990.4%11.7%11.35348.5%27.5%
35Δ14.0495.4%10.8%12.25289.5%20.9%
40Δ13.78100.4%9.9%12.84259.0%17.3%
45Δ13.53105.5%9.0%13.30239.6%14.8%
50Δ13.27110.5%8.1%13.77220.2%12.3%
55Δ13.02115.5%7.1%14.23200.7%9.8%
60Δ12.77120.5%6.2%14.70181.3%7.3%
65Δ12.51125.5%5.3%15.23168.9%5.4%
70Δ15.89169.4%4.4%
75Δ16.55169.9%3.5%
80Δ17.21170.4%2.5%

20Δ

Calls
Pseudo strike
14.80
IV
80.4%
B/E move
13.6%
Puts
Pseudo strike
9.23
IV
504.3%
B/E move
43.1%

25Δ

Calls
Pseudo strike
14.54
IV
85.4%
B/E move
12.7%
Puts
Pseudo strike
10.44
IV
407.6%
B/E move
34.1%

30Δ

Calls
Pseudo strike
14.29
IV
90.4%
B/E move
11.7%
Puts
Pseudo strike
11.35
IV
348.5%
B/E move
27.5%

35Δ

Calls
Pseudo strike
14.04
IV
95.4%
B/E move
10.8%
Puts
Pseudo strike
12.25
IV
289.5%
B/E move
20.9%

40Δ

Calls
Pseudo strike
13.78
IV
100.4%
B/E move
9.9%
Puts
Pseudo strike
12.84
IV
259.0%
B/E move
17.3%

45Δ

Calls
Pseudo strike
13.53
IV
105.5%
B/E move
9.0%
Puts
Pseudo strike
13.30
IV
239.6%
B/E move
14.8%

50Δ

Calls
Pseudo strike
13.27
IV
110.5%
B/E move
8.1%
Puts
Pseudo strike
13.77
IV
220.2%
B/E move
12.3%

55Δ

Calls
Pseudo strike
13.02
IV
115.5%
B/E move
7.1%
Puts
Pseudo strike
14.23
IV
200.7%
B/E move
9.8%

60Δ

Calls
Pseudo strike
12.77
IV
120.5%
B/E move
6.2%
Puts
Pseudo strike
14.70
IV
181.3%
B/E move
7.3%

65Δ

Calls
Pseudo strike
12.51
IV
125.5%
B/E move
5.3%
Puts
Pseudo strike
15.23
IV
168.9%
B/E move
5.4%

70Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
15.89
IV
169.4%
B/E move
4.4%

75Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
16.55
IV
169.9%
B/E move
3.5%

80Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
17.21
IV
170.4%
B/E move
2.5%

Options history

IV · four-Friday blend84.42%
Daily EOD
SIFY72.9%92.8%112.7%2026-10-19: 82.56%2026-10-20: 86.07%2026-10-21: 75.60%2026-10-22: 87.01%2026-10-23: 90.55%2026-10-27: 109.94%2026-10-28: 92.48%2026-10-29: 93.76%2026-10-30: 84.42%Oct 19Oct 23Oct 30
9 observations2026-10-19 — 2026-10-30
Table
DateIV (%)
82.56%
86.07%
75.60%
87.01%
90.55%
109.94%
92.48%
93.76%
84.42%