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Silence Therapeutics Plc American Depository Share SLN

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Market datapartial · fetched 2026-10-22T19:21:31.917Z

Delta surfaceAlpaca · derived absolute-delta buckets · 2027-01-15

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 · 2026-10-22T19:21:09.774363048Z

FundamentalsAlpha Vantage · unavailable

Share price$19.67
1D+0.1%
$19.64$19.65$19.66$19.68$19.695:30 AM6:30 AM9:00 AM1:00 PMSLN
Sold putSold call

Silence Therapeutics Plc American Depository Share options

Live interpolated SLN call and put midpoint premiums by absolute delta.Silence Therapeutics Plc American Depository Share$0.00$2.59$5.18$7.77$10.36$3.63$15.25$26.88$38.50$50.1320Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive SLN spot · $19.67SLN PRICE$0.19$0.39$0.59$0.79$0.99$1.19$1.39$1.59$1.79$1.99$1.32$2.01$2.70$3.39$4.08$4.77$5.46$6.15$6.84$7.53$8.22$8.91$9.60
PutsCheap0.38×
CallsCheap0.04×
SkewBearish+34.85 pp
Implied moveBearish±$6.25
TiltBearish73.4% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ18.9428.0%10.4%
25Δ19.7831.0%9.7%
30Δ20.6134.1%8.9%
35Δ19.843.8%1.9%21.4537.1%8.2%
40Δ19.625.5%1.7%22.2940.2%7.4%
45Δ19.407.2%1.6%23.1243.2%6.7%
50Δ19.188.9%1.5%23.9646.3%6.0%
55Δ18.9610.6%1.4%24.8049.4%5.2%
60Δ18.7312.3%1.3%25.6352.4%4.5%
65Δ18.5114.0%1.2%26.4755.5%3.7%
70Δ18.2915.7%1.1%27.3058.5%3.0%
75Δ18.0717.4%1.0%28.1461.6%2.3%
80Δ17.8519.1%0.8%28.9864.6%1.5%

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
18.94
IV
28.0%
B/E move
10.4%

25Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
19.78
IV
31.0%
B/E move
9.7%

30Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
20.61
IV
34.1%
B/E move
8.9%

35Δ

Calls
Pseudo strike
19.84
IV
3.8%
B/E move
1.9%
Puts
Pseudo strike
21.45
IV
37.1%
B/E move
8.2%

40Δ

Calls
Pseudo strike
19.62
IV
5.5%
B/E move
1.7%
Puts
Pseudo strike
22.29
IV
40.2%
B/E move
7.4%

45Δ

Calls
Pseudo strike
19.40
IV
7.2%
B/E move
1.6%
Puts
Pseudo strike
23.12
IV
43.2%
B/E move
6.7%

50Δ

Calls
Pseudo strike
19.18
IV
8.9%
B/E move
1.5%
Puts
Pseudo strike
23.96
IV
46.3%
B/E move
6.0%

55Δ

Calls
Pseudo strike
18.96
IV
10.6%
B/E move
1.4%
Puts
Pseudo strike
24.80
IV
49.4%
B/E move
5.2%

60Δ

Calls
Pseudo strike
18.73
IV
12.3%
B/E move
1.3%
Puts
Pseudo strike
25.63
IV
52.4%
B/E move
4.5%

65Δ

Calls
Pseudo strike
18.51
IV
14.0%
B/E move
1.2%
Puts
Pseudo strike
26.47
IV
55.5%
B/E move
3.7%

70Δ

Calls
Pseudo strike
18.29
IV
15.7%
B/E move
1.1%
Puts
Pseudo strike
27.30
IV
58.5%
B/E move
3.0%

75Δ

Calls
Pseudo strike
18.07
IV
17.4%
B/E move
1.0%
Puts
Pseudo strike
28.14
IV
61.6%
B/E move
2.3%

80Δ

Calls
Pseudo strike
17.85
IV
19.1%
B/E move
0.8%
Puts
Pseudo strike
28.98
IV
64.6%
B/E move
1.5%

Options history

No recorded observations