IntraAlpha
Create free account Start free

Silgan Holdings Inc SLGN

CONSUMER CYCLICAL · PACKAGING & CONTAINERS
i

Market dataready · fetched 2026-11-13T01:26:42.485Z

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 · 2026-11-13T00:00:00.00189237Z

FundamentalsAlpha Vantage · ready · quarter 2026-09-30 · fetched 2026-11-13T01:26:41.985604+00:00

Share price$40.71
1D-1.5%
AH$40.59$41.03$41.48$41.92$42.375:30 AM6:30 AM9:00 AM1:00 PM2:00 PMSLGN
Sold putSold callAH

Silgan Holdings Inc options

Live interpolated SLGN call and put midpoint premiums by absolute delta.Silgan Holdings Inc$0.77$2.26$3.76$5.26$6.75$-0.12$0.19$0.50$0.81$1.1220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ20Δ C unavailable: no unambiguous, price-consistent delta bracketC —45Δ P unavailable: no unambiguous, price-consistent delta bracketP —50Δ P unavailable: no unambiguous, price-consistent delta bracketP —55Δ P unavailable: no unambiguous, price-consistent delta bracketP —60Δ P unavailable: no unambiguous, price-consistent delta bracketP —65Δ P unavailable: no unambiguous, price-consistent delta bracketP —70Δ P unavailable: no unambiguous, price-consistent delta bracketP —75Δ P unavailable: no unambiguous, price-consistent delta bracketP —80Δ P unavailable: no unambiguous, price-consistent delta bracketP —OPTION PRICESLGN PRICE$1.06$1.24$1.41$1.59$1.77$1.94$2.12$2.51$3.47$4.42$5.37$6.32$0.93$1.11$1.28$1.46$1.64
Puts——
Calls——
Skew——
Implied move——
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ33.16152.1%20.8%
25Δ48.67137.4%22.2%34.73137.2%17.4%
30Δ47.38128.5%19.4%36.31122.2%14.0%
35Δ46.09119.7%16.7%37.88107.3%10.5%
40Δ44.80110.8%14.0%39.4692.4%7.1%
45Δ43.51102.0%11.2%
50Δ42.2293.1%8.5%
55Δ40.9384.3%5.8%
60Δ39.7080.9%3.7%
65Δ38.6092.0%3.3%
70Δ37.51103.0%3.0%
75Δ36.41114.1%2.6%
80Δ35.32125.1%2.3%

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
33.16
IV
152.1%
B/E move
20.8%

25Δ

Calls
Pseudo strike
48.67
IV
137.4%
B/E move
22.2%
Puts
Pseudo strike
34.73
IV
137.2%
B/E move
17.4%

30Δ

Calls
Pseudo strike
47.38
IV
128.5%
B/E move
19.4%
Puts
Pseudo strike
36.31
IV
122.2%
B/E move
14.0%

35Δ

Calls
Pseudo strike
46.09
IV
119.7%
B/E move
16.7%
Puts
Pseudo strike
37.88
IV
107.3%
B/E move
10.5%

40Δ

Calls
Pseudo strike
44.80
IV
110.8%
B/E move
14.0%
Puts
Pseudo strike
39.46
IV
92.4%
B/E move
7.1%

45Δ

Calls
Pseudo strike
43.51
IV
102.0%
B/E move
11.2%
Puts
Pseudo strike
IV
B/E move

50Δ

Calls
Pseudo strike
42.22
IV
93.1%
B/E move
8.5%
Puts
Pseudo strike
IV
B/E move

55Δ

Calls
Pseudo strike
40.93
IV
84.3%
B/E move
5.8%
Puts
Pseudo strike
IV
B/E move

60Δ

Calls
Pseudo strike
39.70
IV
80.9%
B/E move
3.7%
Puts
Pseudo strike
IV
B/E move

65Δ

Calls
Pseudo strike
38.60
IV
92.0%
B/E move
3.3%
Puts
Pseudo strike
IV
B/E move

70Δ

Calls
Pseudo strike
37.51
IV
103.0%
B/E move
3.0%
Puts
Pseudo strike
IV
B/E move

75Δ

Calls
Pseudo strike
36.41
IV
114.1%
B/E move
2.6%
Puts
Pseudo strike
IV
B/E move

80Δ

Calls
Pseudo strike
35.32
IV
125.1%
B/E move
2.3%
Puts
Pseudo strike
IV
B/E move

Options history

IV · four-Friday blend35.89%
Daily EOD
SLGN35.6%37.6%39.5%2026-10-20: 36.54%2026-10-21: 38.07%2026-10-22: 37.09%2026-10-23: 37.36%2026-10-26: 38.59%2026-10-27: 37.30%2026-10-28: 39.23%2026-10-30: 35.89%Oct 20Oct 23Oct 30
8 observations2026-10-20 — 2026-10-30
Table
DateIV (%)
36.54%
38.07%
37.09%
37.36%
38.59%
37.30%
39.23%
35.89%