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SiTime Corporation Common Stock SITM

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Market datapartial · fetched 2026-10-22T23:57:33.540Z

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 · 2026-10-22T23:53:36.593532731Z

FundamentalsAlpha Vantage · unavailable

Share price$458.00
1D-4.8%
AH$452$463$474$485$4965:30 AM6:30 AM9:00 AM1:00 PM2:00 PMSITM
Sold putSold callAH

SiTime Corporation Common Stock options

Live interpolated SITM call and put midpoint premiums by absolute delta.SiTime Corporation Common Stock$9.89$48.83$87.78$126.72$165.66$280.67$404.54$528.40$652.27$776.1320Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive SITM spot · $458.00SITM PRICE$14.10$18.42$22.31$28.12$33.24$39.08$45.78$53.03$62.45$72.10$80.98$93.54$112.92$17.26$23.29$28.38$35.22$45.77$50.78$64.84$75.29$86.97$100.33$114.84$129.87$154.44
PutsExpensive1.12×
CallsExpensive1.34×
SkewBullish-8.64 pp
Implied moveBearish±$110.62
TiltBearish15.7% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ631.67112.8%41.0%375.11103.3%21.9%
25Δ595.93111.0%34.1%393.63103.6%19.1%
30Δ560.94105.2%27.3%412.9498.5%16.0%
35Δ541.41108.3%24.4%428.9998.5%14.0%
40Δ518.35106.2%20.4%445.27103.9%12.8%
45Δ498.49105.5%17.4%460.9597.2%10.4%
50Δ480.39106.0%14.9%479.43103.5%9.5%
55Δ462.86106.2%12.6%496.70102.4%8.0%
60Δ445.46109.2%10.9%514.58101.4%6.6%
65Δ427.72110.7%9.1%533.57100.6%5.4%
70Δ410.04108.8%7.2%553.3299.3%4.3%
75Δ390.83110.6%5.8%573.2796.8%3.2%
80Δ366.52118.8%4.7%601.8597.8%2.3%

20Δ

Calls
Pseudo strike
631.67
IV
112.8%
B/E move
41.0%
Puts
Pseudo strike
375.11
IV
103.3%
B/E move
21.9%

25Δ

Calls
Pseudo strike
595.93
IV
111.0%
B/E move
34.1%
Puts
Pseudo strike
393.63
IV
103.6%
B/E move
19.1%

30Δ

Calls
Pseudo strike
560.94
IV
105.2%
B/E move
27.3%
Puts
Pseudo strike
412.94
IV
98.5%
B/E move
16.0%

35Δ

Calls
Pseudo strike
541.41
IV
108.3%
B/E move
24.4%
Puts
Pseudo strike
428.99
IV
98.5%
B/E move
14.0%

40Δ

Calls
Pseudo strike
518.35
IV
106.2%
B/E move
20.4%
Puts
Pseudo strike
445.27
IV
103.9%
B/E move
12.8%

45Δ

Calls
Pseudo strike
498.49
IV
105.5%
B/E move
17.4%
Puts
Pseudo strike
460.95
IV
97.2%
B/E move
10.4%

50Δ

Calls
Pseudo strike
480.39
IV
106.0%
B/E move
14.9%
Puts
Pseudo strike
479.43
IV
103.5%
B/E move
9.5%

55Δ

Calls
Pseudo strike
462.86
IV
106.2%
B/E move
12.6%
Puts
Pseudo strike
496.70
IV
102.4%
B/E move
8.0%

60Δ

Calls
Pseudo strike
445.46
IV
109.2%
B/E move
10.9%
Puts
Pseudo strike
514.58
IV
101.4%
B/E move
6.6%

65Δ

Calls
Pseudo strike
427.72
IV
110.7%
B/E move
9.1%
Puts
Pseudo strike
533.57
IV
100.6%
B/E move
5.4%

70Δ

Calls
Pseudo strike
410.04
IV
108.8%
B/E move
7.2%
Puts
Pseudo strike
553.32
IV
99.3%
B/E move
4.3%

75Δ

Calls
Pseudo strike
390.83
IV
110.6%
B/E move
5.8%
Puts
Pseudo strike
573.27
IV
96.8%
B/E move
3.2%

80Δ

Calls
Pseudo strike
366.52
IV
118.8%
B/E move
4.7%
Puts
Pseudo strike
601.85
IV
97.8%
B/E move
2.3%

Options history

No recorded observations