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Silicon Motion Technology Corporation American Depositary Shares SIMO

TECHNOLOGY · SEMICONDUCTORS
i

Market dataready · fetched 2026-11-12T00:56:27.179Z

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: 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 · 2026-11-12T00:01:11.023583102Z

FundamentalsAlpha Vantage · ready · quarter 2026-09-30 · fetched 2026-11-12T00:56:26.676420+00:00

Share price$178.50
1D+3.3%
AH$175$179$182$185$1895:30 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$1.73$11.32$20.92$30.51$40.10$131.87$155.07$178.27$201.46$224.6620Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ75Δ C unavailable: no unambiguous, price-consistent delta bracketC —OPTION PRICELive SIMO spot · $178.50SIMO PRICE$3.02$4.08$4.77$6.33$8.06$10.13$11.87$13.71$16.49$20.32$24.07$37.34$2.76$3.71$4.64$5.58$6.51$7.38$8.24$9.66$11.16$12.41$13.63$14.87$16.14
PutsCheap0.52×
Calls——
Skew——
Implied moveBullish±$20.12
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ207.51102.5%17.9%161.5382.2%11.1%
25Δ202.48104.4%15.7%165.0383.0%9.6%
30Δ195.7896.7%12.4%168.4281.0%8.2%
35Δ192.45102.7%11.4%171.5978.6%7.0%
40Δ189.54110.8%10.7%174.5675.9%5.9%
45Δ185.99118.0%9.9%177.1672.4%4.9%
50Δ181.83118.6%8.5%179.6968.8%4.0%
55Δ177.58117.9%7.2%182.1968.4%3.3%
60Δ173.21123.4%6.3%184.6868.4%2.8%
65Δ168.38134.5%5.7%186.8965.8%2.3%
70Δ163.02140.2%4.8%189.0762.9%1.7%
75Δ191.1159.4%1.3%
80Δ147.49173.5%3.5%193.0555.6%0.9%

20Δ

Calls
Pseudo strike
207.51
IV
102.5%
B/E move
17.9%
Puts
Pseudo strike
161.53
IV
82.2%
B/E move
11.1%

25Δ

Calls
Pseudo strike
202.48
IV
104.4%
B/E move
15.7%
Puts
Pseudo strike
165.03
IV
83.0%
B/E move
9.6%

30Δ

Calls
Pseudo strike
195.78
IV
96.7%
B/E move
12.4%
Puts
Pseudo strike
168.42
IV
81.0%
B/E move
8.2%

35Δ

Calls
Pseudo strike
192.45
IV
102.7%
B/E move
11.4%
Puts
Pseudo strike
171.59
IV
78.6%
B/E move
7.0%

40Δ

Calls
Pseudo strike
189.54
IV
110.8%
B/E move
10.7%
Puts
Pseudo strike
174.56
IV
75.9%
B/E move
5.9%

45Δ

Calls
Pseudo strike
185.99
IV
118.0%
B/E move
9.9%
Puts
Pseudo strike
177.16
IV
72.4%
B/E move
4.9%

50Δ

Calls
Pseudo strike
181.83
IV
118.6%
B/E move
8.5%
Puts
Pseudo strike
179.69
IV
68.8%
B/E move
4.0%

55Δ

Calls
Pseudo strike
177.58
IV
117.9%
B/E move
7.2%
Puts
Pseudo strike
182.19
IV
68.4%
B/E move
3.3%

60Δ

Calls
Pseudo strike
173.21
IV
123.4%
B/E move
6.3%
Puts
Pseudo strike
184.68
IV
68.4%
B/E move
2.8%

65Δ

Calls
Pseudo strike
168.38
IV
134.5%
B/E move
5.7%
Puts
Pseudo strike
186.89
IV
65.8%
B/E move
2.3%

70Δ

Calls
Pseudo strike
163.02
IV
140.2%
B/E move
4.8%
Puts
Pseudo strike
189.07
IV
62.9%
B/E move
1.7%

75Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
191.11
IV
59.4%
B/E move
1.3%

80Δ

Calls
Pseudo strike
147.49
IV
173.5%
B/E move
3.5%
Puts
Pseudo strike
193.05
IV
55.6%
B/E move
0.9%

Options history

IV · four-Friday blend80.16%
Daily EOD
SIMO77.3%85.3%93.3%2026-10-19: 83.07%2026-10-20: 83.27%2026-10-21: 82.86%2026-10-22: 86.83%2026-10-23: 86.20%2026-10-26: 88.45%2026-10-27: 88.38%2026-10-28: 92.19%2026-10-29: 78.39%2026-10-30: 80.16%Oct 19Oct 23Oct 30
10 observations2026-10-19 — 2026-10-30
Table
DateIV (%)
83.07%
83.27%
82.86%
86.83%
86.20%
88.45%
88.38%
92.19%
78.39%
80.16%