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Sify Technologies Limited American Depositary Shares SIFY

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Market datapartial · fetched 2026-10-22T21:06:17.790Z

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 · 2026-10-22T20:00:00.072276541Z

FundamentalsAlpha Vantage · unavailable

Share price$11.63
1D-1.0%
AH$11.54$11.66$11.79$11.91$12.035:30 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$0.37$1.18$1.99$2.80$3.61$5.95$8.59$11.24$13.88$16.5320Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive SIFY spot · $11.63SIFY PRICE$0.46$0.85$1.24$1.31$0.57$0.76$0.96$1.15$1.35$1.54$1.74$1.93$2.64$1.76$1.78$1.78$1.69$1.60$1.52$1.43$1.34$1.25$1.16$1.07$2.03$3.38
PutsExpensive2.48×
CallsExpensive2.38×
SkewBearish+23.92 pp
Implied moveBearish±$2.39
TiltBearish13.8% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ17.15128.8%51.4%8.08309.0%45.7%
25Δ20.81206.1%86.3%9.16255.1%36.5%
30Δ24.47283.3%121.1%10.07208.8%28.7%
35Δ18.84235.0%73.3%10.36188.3%25.5%
40Δ12.3963.9%11.4%10.66167.9%22.2%
45Δ12.0766.5%10.4%10.95147.4%18.9%
50Δ11.7669.1%9.4%11.24126.9%15.6%
55Δ11.4571.6%8.3%11.54106.5%12.3%
60Δ11.1374.2%7.3%11.8386.0%9.0%
65Δ10.8276.8%6.3%12.1365.6%5.7%
70Δ10.5079.4%5.3%12.4245.1%2.4%
75Δ10.1981.9%4.2%13.4658.7%1.7%
80Δ9.39102.6%3.5%14.7885.0%1.9%

20Δ

Calls
Pseudo strike
17.15
IV
128.8%
B/E move
51.4%
Puts
Pseudo strike
8.08
IV
309.0%
B/E move
45.7%

25Δ

Calls
Pseudo strike
20.81
IV
206.1%
B/E move
86.3%
Puts
Pseudo strike
9.16
IV
255.1%
B/E move
36.5%

30Δ

Calls
Pseudo strike
24.47
IV
283.3%
B/E move
121.1%
Puts
Pseudo strike
10.07
IV
208.8%
B/E move
28.7%

35Δ

Calls
Pseudo strike
18.84
IV
235.0%
B/E move
73.3%
Puts
Pseudo strike
10.36
IV
188.3%
B/E move
25.5%

40Δ

Calls
Pseudo strike
12.39
IV
63.9%
B/E move
11.4%
Puts
Pseudo strike
10.66
IV
167.9%
B/E move
22.2%

45Δ

Calls
Pseudo strike
12.07
IV
66.5%
B/E move
10.4%
Puts
Pseudo strike
10.95
IV
147.4%
B/E move
18.9%

50Δ

Calls
Pseudo strike
11.76
IV
69.1%
B/E move
9.4%
Puts
Pseudo strike
11.24
IV
126.9%
B/E move
15.6%

55Δ

Calls
Pseudo strike
11.45
IV
71.6%
B/E move
8.3%
Puts
Pseudo strike
11.54
IV
106.5%
B/E move
12.3%

60Δ

Calls
Pseudo strike
11.13
IV
74.2%
B/E move
7.3%
Puts
Pseudo strike
11.83
IV
86.0%
B/E move
9.0%

65Δ

Calls
Pseudo strike
10.82
IV
76.8%
B/E move
6.3%
Puts
Pseudo strike
12.13
IV
65.6%
B/E move
5.7%

70Δ

Calls
Pseudo strike
10.50
IV
79.4%
B/E move
5.3%
Puts
Pseudo strike
12.42
IV
45.1%
B/E move
2.4%

75Δ

Calls
Pseudo strike
10.19
IV
81.9%
B/E move
4.2%
Puts
Pseudo strike
13.46
IV
58.7%
B/E move
1.7%

80Δ

Calls
Pseudo strike
9.39
IV
102.6%
B/E move
3.5%
Puts
Pseudo strike
14.78
IV
85.0%
B/E move
1.9%

Options history

No recorded observations