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Silgan Holdings Inc SLGN

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Market datapartial · fetched 2026-10-22T16:19:12.627Z

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 · 2026-10-22T16:18:44.041489453Z

FundamentalsAlpha Vantage · unavailable

Share price$39.85
1D+2.5%
$38.76$39.11$39.46$39.80$40.155:30 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$0.15$5.04$9.94$14.83$19.72$30.85$34.96$39.07$43.18$47.2920Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive SLGN spot · $39.85SLGN PRICE$0.68$0.87$1.05$1.24$1.42$1.61$1.80$2.45$3.46$4.47$5.48$6.49$7.50$0.80$1.15$1.50$1.85$2.20$2.55$4.18$6.53$8.89$11.24$13.60$15.95$18.31
PutsExpensive1.75×
CallsExpensive1.19×
SkewBearish+13.87 pp
Implied moveBearish±$5.97
TiltBearish39.5% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ47.9657.9%22.1%35.6352.4%12.6%
25Δ46.7355.5%19.4%36.4553.7%11.4%
30Δ45.4953.0%16.8%37.2655.1%10.3%
35Δ44.2550.6%14.1%38.0856.4%9.1%
40Δ43.0148.1%11.5%38.8957.7%7.9%
45Δ41.7745.7%8.9%39.7159.0%6.8%
50Δ40.5343.2%6.2%41.6762.1%5.9%
55Δ39.3144.2%4.8%44.2966.2%5.2%
60Δ38.1047.9%4.3%46.9170.3%4.6%
65Δ36.8851.6%3.8%49.5374.4%3.9%
70Δ35.6755.3%3.3%52.1578.5%3.3%
75Δ34.4659.0%2.8%54.7782.6%2.6%
80Δ33.2562.7%2.2%57.3986.8%1.9%

20Δ

Calls
Pseudo strike
47.96
IV
57.9%
B/E move
22.1%
Puts
Pseudo strike
35.63
IV
52.4%
B/E move
12.6%

25Δ

Calls
Pseudo strike
46.73
IV
55.5%
B/E move
19.4%
Puts
Pseudo strike
36.45
IV
53.7%
B/E move
11.4%

30Δ

Calls
Pseudo strike
45.49
IV
53.0%
B/E move
16.8%
Puts
Pseudo strike
37.26
IV
55.1%
B/E move
10.3%

35Δ

Calls
Pseudo strike
44.25
IV
50.6%
B/E move
14.1%
Puts
Pseudo strike
38.08
IV
56.4%
B/E move
9.1%

40Δ

Calls
Pseudo strike
43.01
IV
48.1%
B/E move
11.5%
Puts
Pseudo strike
38.89
IV
57.7%
B/E move
7.9%

45Δ

Calls
Pseudo strike
41.77
IV
45.7%
B/E move
8.9%
Puts
Pseudo strike
39.71
IV
59.0%
B/E move
6.8%

50Δ

Calls
Pseudo strike
40.53
IV
43.2%
B/E move
6.2%
Puts
Pseudo strike
41.67
IV
62.1%
B/E move
5.9%

55Δ

Calls
Pseudo strike
39.31
IV
44.2%
B/E move
4.8%
Puts
Pseudo strike
44.29
IV
66.2%
B/E move
5.2%

60Δ

Calls
Pseudo strike
38.10
IV
47.9%
B/E move
4.3%
Puts
Pseudo strike
46.91
IV
70.3%
B/E move
4.6%

65Δ

Calls
Pseudo strike
36.88
IV
51.6%
B/E move
3.8%
Puts
Pseudo strike
49.53
IV
74.4%
B/E move
3.9%

70Δ

Calls
Pseudo strike
35.67
IV
55.3%
B/E move
3.3%
Puts
Pseudo strike
52.15
IV
78.5%
B/E move
3.3%

75Δ

Calls
Pseudo strike
34.46
IV
59.0%
B/E move
2.8%
Puts
Pseudo strike
54.77
IV
82.6%
B/E move
2.6%

80Δ

Calls
Pseudo strike
33.25
IV
62.7%
B/E move
2.2%
Puts
Pseudo strike
57.39
IV
86.8%
B/E move
1.9%

Options history

No recorded observations