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Signet Jewelers Ltd SIG

CONSUMER CYCLICAL · LUXURY GOODS
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Market dataready · fetched 2026-10-15T20:03:50.066Z

Delta surfaceAlpaca · derived absolute-delta buckets · 2026-10-16

Calculation methodology

PriceAlpaca · sip · 2026-10-15T20:00:12.41447931Z

FundamentalsAlpha Vantage · quarter 2026-07-31 · fetched 2026-10-15T19:56:59.612294+00:00

Share price$118.16
1D+8.4%
AH$108$111$114$117$1205:30 AM6:30 AM9:00 AM1:00 PM2:00 PMSIG
Sold putSold callAH

Signet Jewelers Ltd options

Live interpolated SIG call and put midpoint premiums by absolute delta.Signet Jewelers Ltd$0.00$3.97$7.94$11.92$15.89$105.55$110.57$115.60$120.63$125.6620Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔATM · $118.16OPTION PRICELive SIG spot · $118.16SIG PRICE$1.11$1.06$0.63$0.90$1.18$1.44$1.69$2.01$2.41$2.97$3.43$3.74$4.51$0.43$0.60$0.76$0.88$1.17$1.55$1.81$1.95$2.10$2.25$2.41$8.21$14.74
PutsExpensive2.12×
CallsCheap0.92×
SkewBullish-12.74 pp
Implied moveBearish±$3.50
TiltBearish17.9% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ128.15171.2%9.4%115.1559.9%2.9%
25Δ123.92123.2%5.8%115.6462.6%2.6%
30Δ119.9954.3%2.1%116.1863.5%2.3%
35Δ119.6160.2%2.0%116.8059.7%1.9%
40Δ119.2466.2%1.9%117.3063.3%1.7%
45Δ118.8069.9%1.8%117.7570.5%1.7%
50Δ118.2569.6%1.5%118.2372.0%1.5%
55Δ117.6971.0%1.3%118.7366.6%1.2%
60Δ117.1074.0%1.1%119.1861.7%0.9%
65Δ116.3879.2%1.0%119.5757.5%0.7%
70Δ115.7279.9%0.8%119.9653.3%0.5%
75Δ115.1575.7%0.6%125.8688.4%0.4%
80Δ114.2278.9%0.5%132.47128.6%0.4%

20Δ

Calls
Pseudo strike
128.15
IV
171.2%
B/E move
9.4%
Puts
Pseudo strike
115.15
IV
59.9%
B/E move
2.9%

25Δ

Calls
Pseudo strike
123.92
IV
123.2%
B/E move
5.8%
Puts
Pseudo strike
115.64
IV
62.6%
B/E move
2.6%

30Δ

Calls
Pseudo strike
119.99
IV
54.3%
B/E move
2.1%
Puts
Pseudo strike
116.18
IV
63.5%
B/E move
2.3%

35Δ

Calls
Pseudo strike
119.61
IV
60.2%
B/E move
2.0%
Puts
Pseudo strike
116.80
IV
59.7%
B/E move
1.9%

40Δ

Calls
Pseudo strike
119.24
IV
66.2%
B/E move
1.9%
Puts
Pseudo strike
117.30
IV
63.3%
B/E move
1.7%

45Δ

Calls
Pseudo strike
118.80
IV
69.9%
B/E move
1.8%
Puts
Pseudo strike
117.75
IV
70.5%
B/E move
1.7%

50Δ

Calls
Pseudo strike
118.25
IV
69.6%
B/E move
1.5%
Puts
Pseudo strike
118.23
IV
72.0%
B/E move
1.5%

55Δ

Calls
Pseudo strike
117.69
IV
71.0%
B/E move
1.3%
Puts
Pseudo strike
118.73
IV
66.6%
B/E move
1.2%

60Δ

Calls
Pseudo strike
117.10
IV
74.0%
B/E move
1.1%
Puts
Pseudo strike
119.18
IV
61.7%
B/E move
0.9%

65Δ

Calls
Pseudo strike
116.38
IV
79.2%
B/E move
1.0%
Puts
Pseudo strike
119.57
IV
57.5%
B/E move
0.7%

70Δ

Calls
Pseudo strike
115.72
IV
79.9%
B/E move
0.8%
Puts
Pseudo strike
119.96
IV
53.3%
B/E move
0.5%

75Δ

Calls
Pseudo strike
115.15
IV
75.7%
B/E move
0.6%
Puts
Pseudo strike
125.86
IV
88.4%
B/E move
0.4%

80Δ

Calls
Pseudo strike
114.22
IV
78.9%
B/E move
0.5%
Puts
Pseudo strike
132.47
IV
128.6%
B/E move
0.4%