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Silicon Motion Technology Corporation American Depositary Shares SIMO

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Market datapartial · fetched 2026-10-22T23:05:34.397Z

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 · 2026-10-22T22:23:51.985883814Z

FundamentalsAlpha Vantage · unavailable

Share price$187.50
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$3.33$20.33$37.33$54.34$71.34$114.75$163.83$212.91$261.99$311.0720Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive SIMO spot · $187.50SIMO PRICE$5.17$6.63$8.36$10.36$12.54$15.19$17.54$20.62$24.41$27.82$32.05$36.72$41.83$7.00$9.50$12.23$14.96$18.04$21.30$26.53$31.45$36.77$41.79$48.18$54.90$66.44
PutsExpensive1.19×
CallsExpensive1.31×
SkewBearish+2.18 pp
Implied moveBearish±$44.07
TiltBearish20.0% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ247.6999.3%34.9%153.73102.5%21.7%
25Δ234.1895.7%28.4%161.24103.1%19.1%
30Δ224.2894.6%24.1%168.44103.2%16.7%
35Δ216.4095.4%20.9%175.47101.6%14.4%
40Δ209.0396.3%18.2%182.21100.6%12.4%
45Δ202.4998.8%16.1%188.8399.3%10.7%
50Δ195.3997.9%13.6%196.26103.4%9.5%
55Δ188.7999.5%11.7%203.77103.8%8.1%
60Δ182.32103.4%10.3%211.53104.1%6.8%
65Δ175.41102.9%8.4%219.01102.0%5.5%
70Δ168.33104.2%6.9%227.53101.1%4.3%
75Δ160.95104.8%5.4%236.2699.1%3.3%
80Δ153.35104.4%4.1%249.44101.6%2.4%

20Δ

Calls
Pseudo strike
247.69
IV
99.3%
B/E move
34.9%
Puts
Pseudo strike
153.73
IV
102.5%
B/E move
21.7%

25Δ

Calls
Pseudo strike
234.18
IV
95.7%
B/E move
28.4%
Puts
Pseudo strike
161.24
IV
103.1%
B/E move
19.1%

30Δ

Calls
Pseudo strike
224.28
IV
94.6%
B/E move
24.1%
Puts
Pseudo strike
168.44
IV
103.2%
B/E move
16.7%

35Δ

Calls
Pseudo strike
216.40
IV
95.4%
B/E move
20.9%
Puts
Pseudo strike
175.47
IV
101.6%
B/E move
14.4%

40Δ

Calls
Pseudo strike
209.03
IV
96.3%
B/E move
18.2%
Puts
Pseudo strike
182.21
IV
100.6%
B/E move
12.4%

45Δ

Calls
Pseudo strike
202.49
IV
98.8%
B/E move
16.1%
Puts
Pseudo strike
188.83
IV
99.3%
B/E move
10.7%

50Δ

Calls
Pseudo strike
195.39
IV
97.9%
B/E move
13.6%
Puts
Pseudo strike
196.26
IV
103.4%
B/E move
9.5%

55Δ

Calls
Pseudo strike
188.79
IV
99.5%
B/E move
11.7%
Puts
Pseudo strike
203.77
IV
103.8%
B/E move
8.1%

60Δ

Calls
Pseudo strike
182.32
IV
103.4%
B/E move
10.3%
Puts
Pseudo strike
211.53
IV
104.1%
B/E move
6.8%

65Δ

Calls
Pseudo strike
175.41
IV
102.9%
B/E move
8.4%
Puts
Pseudo strike
219.01
IV
102.0%
B/E move
5.5%

70Δ

Calls
Pseudo strike
168.33
IV
104.2%
B/E move
6.9%
Puts
Pseudo strike
227.53
IV
101.1%
B/E move
4.3%

75Δ

Calls
Pseudo strike
160.95
IV
104.8%
B/E move
5.4%
Puts
Pseudo strike
236.26
IV
99.1%
B/E move
3.3%

80Δ

Calls
Pseudo strike
153.35
IV
104.4%
B/E move
4.1%
Puts
Pseudo strike
249.44
IV
101.6%
B/E move
2.4%

Options history

No recorded observations