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Silgan Holdings Inc SLGN

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Market datapartial · fetched 2026-10-22T20:33:16.336Z

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 · 2026-10-22T20:10:00.002671276Z

FundamentalsAlpha Vantage · unavailable

Share price$39.76
1D+2.3%
AH$38.76$39.12$39.48$39.83$40.195:30 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$0.16$3.51$6.86$10.21$13.56$32.50$35.86$39.22$42.59$45.9520Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive SLGN spot · $39.76SLGN PRICE$0.52$0.69$0.85$1.01$1.17$1.34$1.50$2.02$2.61$3.20$3.79$4.38$4.97$0.68$0.89$1.11$1.32$1.53$1.74$2.35$4.06$5.77$7.47$9.18$10.89$12.60
PutsExpensive1.43×
CallsCheap0.95×
SkewBearish+11.78 pp
Implied moveBearish±$3.85
TiltBearish36.0% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ44.7744.0%13.9%35.5749.8%12.2%
25Δ43.9942.6%12.4%36.3448.3%10.8%
30Δ43.2241.2%10.8%37.1246.8%9.4%
35Δ42.4539.8%9.3%37.8945.3%8.0%
40Δ41.6738.4%7.8%38.6643.8%6.6%
45Δ40.9037.0%6.2%39.4342.3%5.2%
50Δ40.1335.6%4.7%40.5042.6%4.1%
55Δ39.3637.4%4.1%42.3748.2%3.6%
60Δ38.6039.8%3.6%44.2553.8%3.2%
65Δ37.8442.2%3.2%46.1359.4%2.8%
70Δ37.0844.6%2.8%48.0065.0%2.4%
75Δ36.3147.0%2.4%49.8870.6%1.9%
80Δ35.5549.4%1.9%51.7676.2%1.5%

20Δ

Calls
Pseudo strike
44.77
IV
44.0%
B/E move
13.9%
Puts
Pseudo strike
35.57
IV
49.8%
B/E move
12.2%

25Δ

Calls
Pseudo strike
43.99
IV
42.6%
B/E move
12.4%
Puts
Pseudo strike
36.34
IV
48.3%
B/E move
10.8%

30Δ

Calls
Pseudo strike
43.22
IV
41.2%
B/E move
10.8%
Puts
Pseudo strike
37.12
IV
46.8%
B/E move
9.4%

35Δ

Calls
Pseudo strike
42.45
IV
39.8%
B/E move
9.3%
Puts
Pseudo strike
37.89
IV
45.3%
B/E move
8.0%

40Δ

Calls
Pseudo strike
41.67
IV
38.4%
B/E move
7.8%
Puts
Pseudo strike
38.66
IV
43.8%
B/E move
6.6%

45Δ

Calls
Pseudo strike
40.90
IV
37.0%
B/E move
6.2%
Puts
Pseudo strike
39.43
IV
42.3%
B/E move
5.2%

50Δ

Calls
Pseudo strike
40.13
IV
35.6%
B/E move
4.7%
Puts
Pseudo strike
40.50
IV
42.6%
B/E move
4.1%

55Δ

Calls
Pseudo strike
39.36
IV
37.4%
B/E move
4.1%
Puts
Pseudo strike
42.37
IV
48.2%
B/E move
3.6%

60Δ

Calls
Pseudo strike
38.60
IV
39.8%
B/E move
3.6%
Puts
Pseudo strike
44.25
IV
53.8%
B/E move
3.2%

65Δ

Calls
Pseudo strike
37.84
IV
42.2%
B/E move
3.2%
Puts
Pseudo strike
46.13
IV
59.4%
B/E move
2.8%

70Δ

Calls
Pseudo strike
37.08
IV
44.6%
B/E move
2.8%
Puts
Pseudo strike
48.00
IV
65.0%
B/E move
2.4%

75Δ

Calls
Pseudo strike
36.31
IV
47.0%
B/E move
2.4%
Puts
Pseudo strike
49.88
IV
70.6%
B/E move
1.9%

80Δ

Calls
Pseudo strike
35.55
IV
49.4%
B/E move
1.9%
Puts
Pseudo strike
51.76
IV
76.2%
B/E move
1.5%

Options history

No recorded observations