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Signet Jewelers Ltd SIG

CONSUMER CYCLICAL · LUXURY GOODS
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Market dataready · fetched 2026-10-16T00:17:18.949Z

Delta surfaceAlpaca · derived absolute-delta buckets · 2026-11-20

Calculation methodology

PriceAlpaca · sip · 2026-10-15T23:00:00.001405209Z

FundamentalsAlpha Vantage · quarter 2026-07-31 · fetched 2026-10-16T00:17:18.431672+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$1.16$5.54$9.92$14.30$18.68$91.20$103.19$115.19$127.18$139.1820Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive SIG spot · $118.16SIG PRICE$1.63$2.18$2.78$3.41$4.15$4.94$5.75$6.62$7.49$8.58$9.84$11.18$13.56$1.94$2.59$3.29$4.03$4.82$5.69$6.56$7.99$9.58$10.99$12.25$13.65$17.42
PutsCheap0.94×
CallsCheap0.93×
SkewBearish+0.90 pp
Implied moveBearish±$12.31
TiltBearish10.2% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ133.6341.5%14.5%106.6543.3%11.4%
25Δ130.7841.7%12.5%109.1643.3%9.8%
30Δ128.2741.8%10.9%111.4542.9%8.5%
35Δ125.8941.7%9.4%113.6242.4%7.3%
40Δ123.7341.8%8.2%115.7041.9%6.2%
45Δ121.6942.0%7.2%117.6441.3%5.3%
50Δ119.6742.0%6.1%119.5840.7%4.4%
55Δ117.7441.3%5.2%121.7541.7%3.7%
60Δ115.8140.6%4.3%123.9943.1%3.2%
65Δ113.8440.3%3.6%126.1042.9%2.6%
70Δ111.8540.2%3.0%128.1041.4%2.0%
75Δ109.7840.2%2.4%130.2340.2%1.3%
80Δ106.8742.1%1.9%134.4143.5%1.0%

20Δ

Calls
Pseudo strike
133.63
IV
41.5%
B/E move
14.5%
Puts
Pseudo strike
106.65
IV
43.3%
B/E move
11.4%

25Δ

Calls
Pseudo strike
130.78
IV
41.7%
B/E move
12.5%
Puts
Pseudo strike
109.16
IV
43.3%
B/E move
9.8%

30Δ

Calls
Pseudo strike
128.27
IV
41.8%
B/E move
10.9%
Puts
Pseudo strike
111.45
IV
42.9%
B/E move
8.5%

35Δ

Calls
Pseudo strike
125.89
IV
41.7%
B/E move
9.4%
Puts
Pseudo strike
113.62
IV
42.4%
B/E move
7.3%

40Δ

Calls
Pseudo strike
123.73
IV
41.8%
B/E move
8.2%
Puts
Pseudo strike
115.70
IV
41.9%
B/E move
6.2%

45Δ

Calls
Pseudo strike
121.69
IV
42.0%
B/E move
7.2%
Puts
Pseudo strike
117.64
IV
41.3%
B/E move
5.3%

50Δ

Calls
Pseudo strike
119.67
IV
42.0%
B/E move
6.1%
Puts
Pseudo strike
119.58
IV
40.7%
B/E move
4.4%

55Δ

Calls
Pseudo strike
117.74
IV
41.3%
B/E move
5.2%
Puts
Pseudo strike
121.75
IV
41.7%
B/E move
3.7%

60Δ

Calls
Pseudo strike
115.81
IV
40.6%
B/E move
4.3%
Puts
Pseudo strike
123.99
IV
43.1%
B/E move
3.2%

65Δ

Calls
Pseudo strike
113.84
IV
40.3%
B/E move
3.6%
Puts
Pseudo strike
126.10
IV
42.9%
B/E move
2.6%

70Δ

Calls
Pseudo strike
111.85
IV
40.2%
B/E move
3.0%
Puts
Pseudo strike
128.10
IV
41.4%
B/E move
2.0%

75Δ

Calls
Pseudo strike
109.78
IV
40.2%
B/E move
2.4%
Puts
Pseudo strike
130.23
IV
40.2%
B/E move
1.3%

80Δ

Calls
Pseudo strike
106.87
IV
42.1%
B/E move
1.9%
Puts
Pseudo strike
134.41
IV
43.5%
B/E move
1.0%