IntraAlpha
Create free account Start free

Silicon Motion Technology Corporation American Depositary Shares SIMO

i

Market datapartial · fetched 2026-10-22T21:40:02.344Z

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 · 2026-10-22T21:24:32.022304419Z

FundamentalsAlpha Vantage · unavailable

Share price$188.97
1D-12.9%
AH$182$190$199$207$2155:30 AM6:30 AM9:00 AM1:00 PM2:00 PMSIMO
Sold putSold callAH

Silicon Motion Technology Corporation American Depositary Shares options

Live interpolated SIMO call and put midpoint premiums by absolute delta.Silicon Motion Technology Corporation American Depositary Shares$3.04$22.28$41.51$60.75$79.99$113.50$162.93$212.35$261.78$311.2020Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive SIMO spot · $188.97SIMO PRICE$5.12$6.57$8.24$10.18$12.26$14.87$17.21$19.77$23.95$26.89$30.87$35.09$40.40$7.19$9.81$12.65$15.53$18.74$22.40$27.85$33.27$38.72$44.52$51.59$60.17$74.44
PutsExpensive1.24×
CallsExpensive1.26×
SkewBearish+10.01 pp
Implied moveBearish±$45.07
TiltBearish24.8% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ248.1097.4%34.0%154.54104.3%22.0%
25Δ234.8493.8%27.7%162.12105.3%19.4%
30Δ224.8392.2%23.3%169.50105.6%17.0%
35Δ217.0392.7%20.2%176.73104.1%14.7%
40Δ209.7293.2%17.5%183.70103.2%12.7%
45Δ203.2995.4%15.4%190.65102.9%11.0%
50Δ196.5094.9%13.1%198.39107.0%9.8%
55Δ189.9094.0%11.0%206.41108.0%8.4%
60Δ183.68100.1%9.9%214.43107.7%7.0%
65Δ177.0497.7%7.9%222.73106.5%5.7%
70Δ170.3098.6%6.5%231.98106.1%4.5%
75Δ163.4298.1%5.0%242.60106.0%3.5%
80Δ155.8398.9%3.8%258.51110.2%2.6%

20Δ

Calls
Pseudo strike
248.10
IV
97.4%
B/E move
34.0%
Puts
Pseudo strike
154.54
IV
104.3%
B/E move
22.0%

25Δ

Calls
Pseudo strike
234.84
IV
93.8%
B/E move
27.7%
Puts
Pseudo strike
162.12
IV
105.3%
B/E move
19.4%

30Δ

Calls
Pseudo strike
224.83
IV
92.2%
B/E move
23.3%
Puts
Pseudo strike
169.50
IV
105.6%
B/E move
17.0%

35Δ

Calls
Pseudo strike
217.03
IV
92.7%
B/E move
20.2%
Puts
Pseudo strike
176.73
IV
104.1%
B/E move
14.7%

40Δ

Calls
Pseudo strike
209.72
IV
93.2%
B/E move
17.5%
Puts
Pseudo strike
183.70
IV
103.2%
B/E move
12.7%

45Δ

Calls
Pseudo strike
203.29
IV
95.4%
B/E move
15.4%
Puts
Pseudo strike
190.65
IV
102.9%
B/E move
11.0%

50Δ

Calls
Pseudo strike
196.50
IV
94.9%
B/E move
13.1%
Puts
Pseudo strike
198.39
IV
107.0%
B/E move
9.8%

55Δ

Calls
Pseudo strike
189.90
IV
94.0%
B/E move
11.0%
Puts
Pseudo strike
206.41
IV
108.0%
B/E move
8.4%

60Δ

Calls
Pseudo strike
183.68
IV
100.1%
B/E move
9.9%
Puts
Pseudo strike
214.43
IV
107.7%
B/E move
7.0%

65Δ

Calls
Pseudo strike
177.04
IV
97.7%
B/E move
7.9%
Puts
Pseudo strike
222.73
IV
106.5%
B/E move
5.7%

70Δ

Calls
Pseudo strike
170.30
IV
98.6%
B/E move
6.5%
Puts
Pseudo strike
231.98
IV
106.1%
B/E move
4.5%

75Δ

Calls
Pseudo strike
163.42
IV
98.1%
B/E move
5.0%
Puts
Pseudo strike
242.60
IV
106.0%
B/E move
3.5%

80Δ

Calls
Pseudo strike
155.83
IV
98.9%
B/E move
3.8%
Puts
Pseudo strike
258.51
IV
110.2%
B/E move
2.6%

Options history

No recorded observations