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SiTime Corporation Common Stock SITM

i

Market dataready · fetched 2026-11-13T18:50:59.776Z

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 · 2026-11-13T18:50:03.243928957Z

FundamentalsSEC EDGAR · ready · as of 2026-09-30 · fetched 2026-11-13T18:50:59.062754+00:00

Share price$442.50
1D-8.0%
$426$441$455$470$4845:30 AM6:30 AM9:00 AM1:00 PMSITM
Sold putSold call

SiTime Corporation Common Stock options

Live interpolated SITM call and put midpoint premiums by absolute delta.SiTime Corporation Common Stock$4.32$21.70$39.09$56.47$73.86$354.72$400.40$446.07$491.75$537.4220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive SITM spot · $442.50SITM PRICE$6.20$9.46$10.38$13.72$15.55$17.90$21.00$24.50$29.04$32.15$34.93$42.23$51.76$8.50$10.84$13.87$17.03$20.53$24.47$28.30$32.78$37.05$41.54$49.07$59.23$68.84
PutsCheap0.93×
CallsCheap0.76×
SkewBearish+10.39 pp
Implied moveBearish±$49.30
TiltBearish14.3% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ499.3594.8%14.2%392.60115.0%13.2%
25Δ494.62106.7%13.9%404.97109.0%10.9%
30Δ478.8994.5%10.6%414.21109.2%9.5%
35Δ472.54101.4%9.9%423.23108.0%8.2%
40Δ462.8796.0%8.1%431.75107.3%7.1%
45Δ454.3592.4%6.7%440.03107.2%6.1%
50Δ447.0492.4%5.8%448.10105.1%5.1%
55Δ439.9193.2%5.0%456.22104.0%4.3%
60Δ432.4795.7%4.3%463.96101.4%3.5%
65Δ425.7992.3%3.5%471.7398.4%2.8%
70Δ419.2786.9%2.6%481.59100.3%2.3%
75Δ410.1592.2%2.2%493.78103.9%1.8%
80Δ398.8898.7%1.8%505.64103.6%1.3%

20Δ

Calls
Pseudo strike
499.35
IV
94.8%
B/E move
14.2%
Puts
Pseudo strike
392.60
IV
115.0%
B/E move
13.2%

25Δ

Calls
Pseudo strike
494.62
IV
106.7%
B/E move
13.9%
Puts
Pseudo strike
404.97
IV
109.0%
B/E move
10.9%

30Δ

Calls
Pseudo strike
478.89
IV
94.5%
B/E move
10.6%
Puts
Pseudo strike
414.21
IV
109.2%
B/E move
9.5%

35Δ

Calls
Pseudo strike
472.54
IV
101.4%
B/E move
9.9%
Puts
Pseudo strike
423.23
IV
108.0%
B/E move
8.2%

40Δ

Calls
Pseudo strike
462.87
IV
96.0%
B/E move
8.1%
Puts
Pseudo strike
431.75
IV
107.3%
B/E move
7.1%

45Δ

Calls
Pseudo strike
454.35
IV
92.4%
B/E move
6.7%
Puts
Pseudo strike
440.03
IV
107.2%
B/E move
6.1%

50Δ

Calls
Pseudo strike
447.04
IV
92.4%
B/E move
5.8%
Puts
Pseudo strike
448.10
IV
105.1%
B/E move
5.1%

55Δ

Calls
Pseudo strike
439.91
IV
93.2%
B/E move
5.0%
Puts
Pseudo strike
456.22
IV
104.0%
B/E move
4.3%

60Δ

Calls
Pseudo strike
432.47
IV
95.7%
B/E move
4.3%
Puts
Pseudo strike
463.96
IV
101.4%
B/E move
3.5%

65Δ

Calls
Pseudo strike
425.79
IV
92.3%
B/E move
3.5%
Puts
Pseudo strike
471.73
IV
98.4%
B/E move
2.8%

70Δ

Calls
Pseudo strike
419.27
IV
86.9%
B/E move
2.6%
Puts
Pseudo strike
481.59
IV
100.3%
B/E move
2.3%

75Δ

Calls
Pseudo strike
410.15
IV
92.2%
B/E move
2.2%
Puts
Pseudo strike
493.78
IV
103.9%
B/E move
1.8%

80Δ

Calls
Pseudo strike
398.88
IV
98.7%
B/E move
1.8%
Puts
Pseudo strike
505.64
IV
103.6%
B/E move
1.3%

Options history

IV · four-Friday blend91.57%
Daily close
SITM64.5%80.3%96.0%2026-08-17: 78.33%2026-08-18: 82.69%2026-08-19: 81.36%2026-08-20: 78.56%2026-08-21: 76.75%2026-08-24: 77.59%2026-08-25: 76.89%2026-08-26: 76.34%2026-08-27: 74.82%2026-08-28: 73.15%2026-08-31: 66.70%2026-09-01: 70.96%2026-09-02: 69.89%2026-09-03: 70.93%2026-09-04: 72.55%2026-09-08: 75.81%2026-09-09: 74.90%2026-09-10: 74.21%2026-09-11: 73.14%2026-09-14: 76.95%2026-09-15: 76.52%2026-09-16: 77.18%2026-09-17: 74.53%2026-09-18: 74.53%2026-09-21: 75.72%2026-09-22: 75.88%2026-09-23: 75.03%2026-09-24: 76.93%2026-09-25: 75.50%2026-09-28: 74.96%2026-09-29: 76.44%2026-09-30: 76.41%2026-10-01: 76.46%2026-10-02: 77.63%2026-10-05: 76.72%2026-10-06: 75.69%2026-10-07: 75.27%2026-10-08: 76.52%2026-10-09: 76.54%2026-10-12: 78.42%2026-10-13: 81.52%2026-10-14: 93.81%2026-10-15: 90.23%2026-10-16: 87.12%2026-10-19: 86.21%2026-10-20: 87.36%2026-10-21: 86.73%2026-10-22: 89.10%2026-10-23: 89.62%2026-10-26: 89.84%2026-10-27: 90.03%2026-10-28: 90.31%2026-10-29: 88.62%2026-10-30: 91.57%Aug 17Sep 23Oct 30
54 observations2026-08-17 — 2026-10-30
Table
DateIV (%)
78.33%
82.69%
81.36%
78.56%
76.75%
77.59%
76.89%
76.34%
74.82%
73.15%
66.70%
70.96%
69.89%
70.93%
72.55%
75.81%
74.90%
74.21%
73.14%
76.95%
76.52%
77.18%
74.53%
74.53%
75.72%
75.88%
75.03%
76.93%
75.50%
74.96%
76.44%
76.41%
76.46%
77.63%
76.72%
75.69%
75.27%
76.52%
76.54%
78.42%
81.52%
93.81%
90.23%
87.12%
86.21%
87.36%
86.73%
89.10%
89.62%
89.84%
90.03%
90.31%
88.62%
91.57%