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Signet Jewelers Limited SIG

CONSUMER CYCLICAL · LUXURY GOODS
i

Market dataready · fetched 2026-11-07T03:48:12.401Z

Delta surfaceAlpaca · derived absolute-delta buckets · 2026-11-13

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 · 2026-11-07T00:00:00.001355008Z

FundamentalsAlpha Vantage · ready · quarter 2026-07-31 · fetched 2026-11-07T03:48:11.642938+00:00

Share price$117.26
1D-1.9%
AH$116$118$120$121$1235:30 AM6:30 AM9:00 AM1:00 PM2:00 PMSIG
Sold putSold callAH

Signet Jewelers Limited options

Live interpolated SIG call and put midpoint premiums by absolute delta.Signet Jewelers Limited$0.76$2.77$4.77$6.77$8.78$108.47$114.26$120.06$125.86$131.6520Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ20Δ C unavailable: no unambiguous, price-consistent delta bracketC —30Δ P unavailable: no unambiguous, price-consistent delta bracketP —35Δ P unavailable: no unambiguous, price-consistent delta bracketP —55Δ C unavailable: no unambiguous, price-consistent delta bracketC —OPTION PRICELive SIG spot · $117.26SIG PRICE$1.09$1.48$1.80$2.29$2.58$2.85$4.18$4.85$5.82$6.27$6.75$0.98$1.31$2.43$2.78$3.55$4.05$4.35$4.97$6.45$7.41$8.20
Puts——
Calls——
Skew——
Implied moveBearish±$6.39
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ110.7252.1%6.4%
25Δ122.6245.3%5.5%112.0552.2%5.6%
30Δ121.9549.6%5.3%
35Δ120.6648.4%4.4%
40Δ119.8051.5%4.1%115.5750.3%3.5%
45Δ118.6248.7%3.4%116.6148.5%2.9%
50Δ117.6145.8%2.7%117.6852.0%2.7%
55Δ118.6851.3%2.2%
60Δ115.5850.0%2.1%119.5647.5%1.7%
65Δ114.5050.4%1.8%120.5946.9%1.4%
70Δ113.2252.9%1.5%122.2452.5%1.3%
75Δ112.3349.4%1.1%123.5552.2%1.0%
80Δ111.4545.9%0.8%124.6749.9%0.7%

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
110.72
IV
52.1%
B/E move
6.4%

25Δ

Calls
Pseudo strike
122.62
IV
45.3%
B/E move
5.5%
Puts
Pseudo strike
112.05
IV
52.2%
B/E move
5.6%

30Δ

Calls
Pseudo strike
121.95
IV
49.6%
B/E move
5.3%
Puts
Pseudo strike
IV
B/E move

35Δ

Calls
Pseudo strike
120.66
IV
48.4%
B/E move
4.4%
Puts
Pseudo strike
IV
B/E move

40Δ

Calls
Pseudo strike
119.80
IV
51.5%
B/E move
4.1%
Puts
Pseudo strike
115.57
IV
50.3%
B/E move
3.5%

45Δ

Calls
Pseudo strike
118.62
IV
48.7%
B/E move
3.4%
Puts
Pseudo strike
116.61
IV
48.5%
B/E move
2.9%

50Δ

Calls
Pseudo strike
117.61
IV
45.8%
B/E move
2.7%
Puts
Pseudo strike
117.68
IV
52.0%
B/E move
2.7%

55Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
118.68
IV
51.3%
B/E move
2.2%

60Δ

Calls
Pseudo strike
115.58
IV
50.0%
B/E move
2.1%
Puts
Pseudo strike
119.56
IV
47.5%
B/E move
1.7%

65Δ

Calls
Pseudo strike
114.50
IV
50.4%
B/E move
1.8%
Puts
Pseudo strike
120.59
IV
46.9%
B/E move
1.4%

70Δ

Calls
Pseudo strike
113.22
IV
52.9%
B/E move
1.5%
Puts
Pseudo strike
122.24
IV
52.5%
B/E move
1.3%

75Δ

Calls
Pseudo strike
112.33
IV
49.4%
B/E move
1.1%
Puts
Pseudo strike
123.55
IV
52.2%
B/E move
1.0%

80Δ

Calls
Pseudo strike
111.45
IV
45.9%
B/E move
0.8%
Puts
Pseudo strike
124.67
IV
49.9%
B/E move
0.7%

Options history

IV · four-Friday blend42.77%
Daily close
SIG35.3%63.2%91.1%2026-08-10: 51.97%2026-08-11: 53.10%2026-08-12: 52.34%2026-08-13: 51.73%2026-08-14: 44.98%2026-08-17: 52.41%2026-08-18: 52.41%2026-08-19: 51.95%2026-08-20: 60.68%2026-08-21: 54.37%2026-08-24: 59.22%2026-08-25: 59.46%2026-08-26: 62.51%2026-08-27: 61.52%2026-08-28: 62.53%2026-08-31: 63.44%2026-09-01: 70.82%2026-09-02: 68.95%2026-09-03: 73.41%2026-09-04: 76.12%2026-09-08: 87.21%2026-09-09: 53.54%2026-09-10: 50.22%2026-09-11: 40.09%2026-09-14: 44.51%2026-09-15: 45.07%2026-09-16: 47.48%2026-09-17: 44.56%2026-09-18: 39.17%2026-09-21: 41.90%2026-09-22: 41.98%2026-09-23: 39.49%2026-09-24: 48.17%2026-09-25: 39.23%2026-09-28: 41.41%2026-09-29: 42.20%2026-09-30: 44.33%2026-10-01: 42.86%2026-10-02: 40.34%2026-10-05: 42.86%2026-10-06: 42.64%2026-10-07: 44.70%2026-10-08: 47.44%2026-10-09: 40.52%2026-10-12: 41.52%2026-10-13: 40.30%2026-10-14: 40.83%2026-10-15: 49.63%2026-10-16: 41.89%2026-10-19: 44.80%2026-10-20: 44.33%2026-10-21: 42.39%2026-10-22: 51.18%2026-10-23: 41.60%2026-10-26: 45.33%2026-10-27: 45.61%2026-10-28: 46.69%2026-10-29: 43.96%2026-10-30: 42.77%Aug 10Sep 21Oct 30
59 observations2026-08-10 — 2026-10-30
Table
DateIV (%)
51.97%
53.10%
52.34%
51.73%
44.98%
52.41%
52.41%
51.95%
60.68%
54.37%
59.22%
59.46%
62.51%
61.52%
62.53%
63.44%
70.82%
68.95%
73.41%
76.12%
87.21%
53.54%
50.22%
40.09%
44.51%
45.07%
47.48%
44.56%
39.17%
41.90%
41.98%
39.49%
48.17%
39.23%
41.41%
42.20%
44.33%
42.86%
40.34%
42.86%
42.64%
44.70%
47.44%
40.52%
41.52%
40.30%
40.83%
49.63%
41.89%
44.80%
44.33%
42.39%
51.18%
41.60%
45.33%
45.61%
46.69%
43.96%
42.77%