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Signet Jewelers Limited SIG

i

Market dataready · fetched 2026-11-07T07:28:59.331Z

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

FundamentalsSEC EDGAR · ready · as of 2026-08-01 · fetched 2026-11-07T07:28:58.806618+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$2.76$4.76$6.76$8.76$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$1.81$2.29$2.59$2.85$4.19$4.86$5.84$6.27$6.77$0.98$1.31$2.42$2.78$3.53$4.05$4.34$4.95$6.44$7.37$8.18
Puts——
Calls——
Skew——
Implied moveBearish±$6.38
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ110.7156.2%6.4%
25Δ122.6249.0%5.5%112.0556.3%5.6%
30Δ121.9453.7%5.3%
35Δ120.6652.4%4.4%
40Δ119.7955.7%4.1%115.5654.2%3.5%
45Δ118.6152.7%3.4%116.6052.3%2.9%
50Δ117.6049.5%2.7%117.6755.9%2.7%
55Δ118.6755.3%2.3%
60Δ115.5754.1%2.1%119.5451.3%1.8%
65Δ114.4854.6%1.8%120.5650.4%1.4%
70Δ113.1957.3%1.5%122.2156.6%1.3%
75Δ112.3253.5%1.1%123.5056.1%1.0%
80Δ111.4349.7%0.8%124.6453.8%0.7%

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
110.71
IV
56.2%
B/E move
6.4%

25Δ

Calls
Pseudo strike
122.62
IV
49.0%
B/E move
5.5%
Puts
Pseudo strike
112.05
IV
56.3%
B/E move
5.6%

30Δ

Calls
Pseudo strike
121.94
IV
53.7%
B/E move
5.3%
Puts
Pseudo strike
IV
B/E move

35Δ

Calls
Pseudo strike
120.66
IV
52.4%
B/E move
4.4%
Puts
Pseudo strike
IV
B/E move

40Δ

Calls
Pseudo strike
119.79
IV
55.7%
B/E move
4.1%
Puts
Pseudo strike
115.56
IV
54.2%
B/E move
3.5%

45Δ

Calls
Pseudo strike
118.61
IV
52.7%
B/E move
3.4%
Puts
Pseudo strike
116.60
IV
52.3%
B/E move
2.9%

50Δ

Calls
Pseudo strike
117.60
IV
49.5%
B/E move
2.7%
Puts
Pseudo strike
117.67
IV
55.9%
B/E move
2.7%

55Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
118.67
IV
55.3%
B/E move
2.3%

60Δ

Calls
Pseudo strike
115.57
IV
54.1%
B/E move
2.1%
Puts
Pseudo strike
119.54
IV
51.3%
B/E move
1.8%

65Δ

Calls
Pseudo strike
114.48
IV
54.6%
B/E move
1.8%
Puts
Pseudo strike
120.56
IV
50.4%
B/E move
1.4%

70Δ

Calls
Pseudo strike
113.19
IV
57.3%
B/E move
1.5%
Puts
Pseudo strike
122.21
IV
56.6%
B/E move
1.3%

75Δ

Calls
Pseudo strike
112.32
IV
53.5%
B/E move
1.1%
Puts
Pseudo strike
123.50
IV
56.1%
B/E move
1.0%

80Δ

Calls
Pseudo strike
111.43
IV
49.7%
B/E move
0.8%
Puts
Pseudo strike
124.64
IV
53.8%
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%