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Silgan Holdings Inc SLGN

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Market datapartial · fetched 2026-10-23T17:34:03.991Z

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 · 2026-10-23T17:33:15.15514681Z

FundamentalsAlpha Vantage · unavailable

Share price$39.36
1D-1.1%
$39.27$39.45$39.64$39.82$40.005:30 AM6:30 AM9:00 AM1:00 PMSLGN
Sold putSold call

Silgan Holdings Inc options

Live interpolated SLGN call and put midpoint premiums by absolute delta.Silgan Holdings Inc$0.40$2.34$4.28$6.22$8.16$32.83$36.22$39.61$42.99$46.3820Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive SLGN spot · $39.36SLGN PRICE$0.63$0.78$0.93$1.08$1.23$1.38$1.96$2.90$3.84$4.78$5.72$6.66$7.60$0.61$0.83$1.04$1.25$1.46$1.68$1.89$2.21$2.65$3.10$3.54$3.98$4.42
PutsExpensive1.07×
CallsExpensive1.18×
SkewBullish-12.99 pp
Implied moveBalanced±$3.85
TiltBullish15.9% CALL
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ47.6359.4%22.6%35.6643.9%10.9%
25Δ46.2355.6%19.4%36.3343.2%9.8%
30Δ44.8351.8%16.3%36.9942.6%8.6%
35Δ43.4348.1%13.1%37.6641.9%7.5%
40Δ42.0344.3%9.9%38.3241.2%6.4%
45Δ40.6440.5%6.8%38.9940.5%5.2%
50Δ39.3941.2%5.1%39.6539.8%4.1%
55Δ38.2645.5%4.6%40.2939.0%3.2%
60Δ37.1449.9%4.1%40.9137.9%2.8%
65Δ36.0154.3%3.6%41.5236.8%2.4%
70Δ34.8958.6%3.2%42.1435.7%1.9%
75Δ33.7663.0%2.7%42.7534.6%1.5%
80Δ32.6467.3%2.2%43.3733.5%1.1%

20Δ

Calls
Pseudo strike
47.63
IV
59.4%
B/E move
22.6%
Puts
Pseudo strike
35.66
IV
43.9%
B/E move
10.9%

25Δ

Calls
Pseudo strike
46.23
IV
55.6%
B/E move
19.4%
Puts
Pseudo strike
36.33
IV
43.2%
B/E move
9.8%

30Δ

Calls
Pseudo strike
44.83
IV
51.8%
B/E move
16.3%
Puts
Pseudo strike
36.99
IV
42.6%
B/E move
8.6%

35Δ

Calls
Pseudo strike
43.43
IV
48.1%
B/E move
13.1%
Puts
Pseudo strike
37.66
IV
41.9%
B/E move
7.5%

40Δ

Calls
Pseudo strike
42.03
IV
44.3%
B/E move
9.9%
Puts
Pseudo strike
38.32
IV
41.2%
B/E move
6.4%

45Δ

Calls
Pseudo strike
40.64
IV
40.5%
B/E move
6.8%
Puts
Pseudo strike
38.99
IV
40.5%
B/E move
5.2%

50Δ

Calls
Pseudo strike
39.39
IV
41.2%
B/E move
5.1%
Puts
Pseudo strike
39.65
IV
39.8%
B/E move
4.1%

55Δ

Calls
Pseudo strike
38.26
IV
45.5%
B/E move
4.6%
Puts
Pseudo strike
40.29
IV
39.0%
B/E move
3.2%

60Δ

Calls
Pseudo strike
37.14
IV
49.9%
B/E move
4.1%
Puts
Pseudo strike
40.91
IV
37.9%
B/E move
2.8%

65Δ

Calls
Pseudo strike
36.01
IV
54.3%
B/E move
3.6%
Puts
Pseudo strike
41.52
IV
36.8%
B/E move
2.4%

70Δ

Calls
Pseudo strike
34.89
IV
58.6%
B/E move
3.2%
Puts
Pseudo strike
42.14
IV
35.7%
B/E move
1.9%

75Δ

Calls
Pseudo strike
33.76
IV
63.0%
B/E move
2.7%
Puts
Pseudo strike
42.75
IV
34.6%
B/E move
1.5%

80Δ

Calls
Pseudo strike
32.64
IV
67.3%
B/E move
2.2%
Puts
Pseudo strike
43.37
IV
33.5%
B/E move
1.1%

Options history

No recorded observations