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Silence Therapeutics Plc American Depository Share SLN

i

Market dataready · fetched 2026-11-12T02:06:01.454Z

Delta surfaceAlpaca · derived absolute-delta buckets · 2027-04-16

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 · 2026-11-11T21:27:02.611332556Z

FundamentalsSEC EDGAR · ready · as of 2026-06-30 · fetched 2026-11-12T02:05:59.614864+00:00

Share price$19.77
1D-0.2%
AH$19.76$19.77$19.79$19.80$19.815:30 AM6:30 AM9:00 AM1:00 PM2:00 PMSLN
Sold putSold callAH

Silence Therapeutics Plc American Depository Share options

Live interpolated SLN call and put midpoint premiums by absolute delta.Silence Therapeutics Plc American Depository Share$0.47$1.04$1.60$2.16$2.73$2.25$14.48$26.71$38.94$51.1620Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ20Δ C unavailable: no unambiguous, price-consistent delta bracketC —25Δ C unavailable: no unambiguous, price-consistent delta bracketC —30Δ C unavailable: no unambiguous, price-consistent delta bracketC —35Δ C unavailable: no unambiguous, price-consistent delta bracketC —40Δ C unavailable: no unambiguous, price-consistent delta bracketC —75Δ P unavailable: no unambiguous, price-consistent delta bracketP —80Δ P unavailable: no unambiguous, price-consistent delta bracketP —OPTION PRICELive SLN spot · $19.77SLN PRICE$0.79$1.02$1.24$1.47$1.70$1.92$2.15$2.38$0.53$0.74$0.94$1.14$1.35$1.55$1.75$1.95$2.16$2.36$2.56
Puts——
Calls——
Skew——
Implied moveBearish±$2.77
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ18.3218.0%10.0%
25Δ18.7018.5%9.1%
30Δ19.0919.0%8.2%
35Δ19.4719.4%7.3%
40Δ19.8519.9%6.4%
45Δ19.278.3%1.5%20.2320.4%5.5%
50Δ19.0410.0%1.4%20.6220.8%4.6%
55Δ18.8111.6%1.4%21.0021.3%3.7%
60Δ18.5813.2%1.4%21.3821.7%2.8%
65Δ18.3514.9%1.4%21.7722.2%1.8%
70Δ18.1116.5%1.4%22.1522.7%0.9%
75Δ17.8818.1%1.3%
80Δ17.6519.8%1.3%

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
18.32
IV
18.0%
B/E move
10.0%

25Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
18.70
IV
18.5%
B/E move
9.1%

30Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
19.09
IV
19.0%
B/E move
8.2%

35Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
19.47
IV
19.4%
B/E move
7.3%

40Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
19.85
IV
19.9%
B/E move
6.4%

45Δ

Calls
Pseudo strike
19.27
IV
8.3%
B/E move
1.5%
Puts
Pseudo strike
20.23
IV
20.4%
B/E move
5.5%

50Δ

Calls
Pseudo strike
19.04
IV
10.0%
B/E move
1.4%
Puts
Pseudo strike
20.62
IV
20.8%
B/E move
4.6%

55Δ

Calls
Pseudo strike
18.81
IV
11.6%
B/E move
1.4%
Puts
Pseudo strike
21.00
IV
21.3%
B/E move
3.7%

60Δ

Calls
Pseudo strike
18.58
IV
13.2%
B/E move
1.4%
Puts
Pseudo strike
21.38
IV
21.7%
B/E move
2.8%

65Δ

Calls
Pseudo strike
18.35
IV
14.9%
B/E move
1.4%
Puts
Pseudo strike
21.77
IV
22.2%
B/E move
1.8%

70Δ

Calls
Pseudo strike
18.11
IV
16.5%
B/E move
1.4%
Puts
Pseudo strike
22.15
IV
22.7%
B/E move
0.9%

75Δ

Calls
Pseudo strike
17.88
IV
18.1%
B/E move
1.3%
Puts
Pseudo strike
IV
B/E move

80Δ

Calls
Pseudo strike
17.65
IV
19.8%
B/E move
1.3%
Puts
Pseudo strike
IV
B/E move

Options history

IV · four-Friday blend—
Daily EOD

No recorded observations

0 observations