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Sitime Corporation SITM

TECHNOLOGY · SEMICONDUCTORS
i

Market dataready · fetched 2026-10-24T04:25:29.385Z

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 · 2026-10-23T22:48:47.02233959Z

FundamentalsAlpha Vantage · ready · quarter 2026-06-30 · fetched 2026-10-24T04:25:29.407283+00:00

Share price$460.55
1D+0.3%
AH$447$453$459$465$4715:30 AM6:30 AM9:00 AM1:00 PM2:00 PMSITM
Sold putSold callAH

Sitime Corporation options

Live interpolated SITM call and put midpoint premiums by absolute delta.Sitime Corporation$8.73$52.19$95.64$139.10$182.56$276.52$401.54$526.55$651.56$776.5820Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive SITM spot · $460.55SITM PRICE$13.43$17.55$22.18$27.19$33.31$38.57$45.30$52.63$60.84$69.26$79.14$90.49$103.08$18.11$23.43$30.25$37.33$44.85$55.25$63.48$74.63$87.65$101.87$123.91$143.20$170.03
PutsExpensive1.19×
CallsExpensive1.31×
SkewBullish-1.34 pp
Implied moveBearish±$108.78
TiltBearish19.7% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ621.09109.9%37.8%375.03110.9%22.5%
25Δ587.90108.0%31.5%395.88107.2%19.1%
30Δ561.82107.4%26.8%413.41107.7%16.8%
35Δ539.33107.2%23.0%430.75106.8%14.6%
40Δ520.77109.6%20.3%447.55105.4%12.6%
45Δ499.82107.0%16.9%464.81107.6%11.1%
50Δ482.13107.7%14.5%481.10104.9%9.3%
55Δ464.86108.2%12.4%498.67104.9%7.9%
60Δ447.73109.0%10.4%517.51105.3%6.7%
65Δ430.58108.5%8.5%537.26105.1%5.5%
70Δ413.19108.7%6.9%563.69108.8%4.5%
75Δ395.11109.1%5.4%587.90108.0%3.4%
80Δ376.22108.7%4.1%619.06108.8%2.5%

20Δ

Calls
Pseudo strike
621.09
IV
109.9%
B/E move
37.8%
Puts
Pseudo strike
375.03
IV
110.9%
B/E move
22.5%

25Δ

Calls
Pseudo strike
587.90
IV
108.0%
B/E move
31.5%
Puts
Pseudo strike
395.88
IV
107.2%
B/E move
19.1%

30Δ

Calls
Pseudo strike
561.82
IV
107.4%
B/E move
26.8%
Puts
Pseudo strike
413.41
IV
107.7%
B/E move
16.8%

35Δ

Calls
Pseudo strike
539.33
IV
107.2%
B/E move
23.0%
Puts
Pseudo strike
430.75
IV
106.8%
B/E move
14.6%

40Δ

Calls
Pseudo strike
520.77
IV
109.6%
B/E move
20.3%
Puts
Pseudo strike
447.55
IV
105.4%
B/E move
12.6%

45Δ

Calls
Pseudo strike
499.82
IV
107.0%
B/E move
16.9%
Puts
Pseudo strike
464.81
IV
107.6%
B/E move
11.1%

50Δ

Calls
Pseudo strike
482.13
IV
107.7%
B/E move
14.5%
Puts
Pseudo strike
481.10
IV
104.9%
B/E move
9.3%

55Δ

Calls
Pseudo strike
464.86
IV
108.2%
B/E move
12.4%
Puts
Pseudo strike
498.67
IV
104.9%
B/E move
7.9%

60Δ

Calls
Pseudo strike
447.73
IV
109.0%
B/E move
10.4%
Puts
Pseudo strike
517.51
IV
105.3%
B/E move
6.7%

65Δ

Calls
Pseudo strike
430.58
IV
108.5%
B/E move
8.5%
Puts
Pseudo strike
537.26
IV
105.1%
B/E move
5.5%

70Δ

Calls
Pseudo strike
413.19
IV
108.7%
B/E move
6.9%
Puts
Pseudo strike
563.69
IV
108.8%
B/E move
4.5%

75Δ

Calls
Pseudo strike
395.11
IV
109.1%
B/E move
5.4%
Puts
Pseudo strike
587.90
IV
108.0%
B/E move
3.4%

80Δ

Calls
Pseudo strike
376.22
IV
108.7%
B/E move
4.1%
Puts
Pseudo strike
619.06
IV
108.8%
B/E move
2.5%

Options history

No recorded observations