Share price$19.65
1D+0.0%
Sold putSold callAH
Silence Therapeutics Plc American Depository Share SLN
i
Market datapartial · fetched 2026-10-22T22:03:21.817Z
Delta surfaceAlpaca · derived absolute-delta buckets · 2026-11-20
Calculation methodologyOptions 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 dataPriceAlpaca · sip · 2026-10-22T20:07:44.120420529Z
FundamentalsAlpha Vantage · unavailable
Silence Therapeutics Plc American Depository Share options
PutsCheap0.92×
CallsCheap0.37×
SkewBullish-76.56 pp
Implied move——
TiltBullish44.1% CALL
Table
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | ||||||
| 25Δ | ||||||
| 30Δ | ||||||
| 35Δ | ||||||
| 40Δ | 29.45 | 224.9% | 62.3% | |||
| 45Δ | 28.19 | 205.2% | 55.8% | |||
| 50Δ | 26.92 | 185.5% | 49.3% | |||
| 55Δ | 25.65 | 165.8% | 42.8% | |||
| 60Δ | 24.38 | 146.1% | 36.3% | |||
| 65Δ | 23.12 | 126.4% | 29.8% | |||
| 70Δ | 21.85 | 106.7% | 23.3% | |||
| 75Δ | 20.58 | 87.0% | 16.8% | 23.05 | 69.7% | 2.4% |
| 80Δ | 19.31 | 67.3% | 10.3% | 23.86 | 69.3% | 1.7% |
20Δ
- Pseudo strike
- IV
- B/E move
- Pseudo strike
- IV
- B/E move
25Δ
- Pseudo strike
- IV
- B/E move
- Pseudo strike
- IV
- B/E move
30Δ
- Pseudo strike
- IV
- B/E move
- Pseudo strike
- IV
- B/E move
35Δ
- Pseudo strike
- IV
- B/E move
- Pseudo strike
- IV
- B/E move
40Δ
- Pseudo strike
- 29.45
- IV
- 224.9%
- B/E move
- 62.3%
- Pseudo strike
- IV
- B/E move
45Δ
- Pseudo strike
- 28.19
- IV
- 205.2%
- B/E move
- 55.8%
- Pseudo strike
- IV
- B/E move
50Δ
- Pseudo strike
- 26.92
- IV
- 185.5%
- B/E move
- 49.3%
- Pseudo strike
- IV
- B/E move
55Δ
- Pseudo strike
- 25.65
- IV
- 165.8%
- B/E move
- 42.8%
- Pseudo strike
- IV
- B/E move
60Δ
- Pseudo strike
- 24.38
- IV
- 146.1%
- B/E move
- 36.3%
- Pseudo strike
- IV
- B/E move
65Δ
- Pseudo strike
- 23.12
- IV
- 126.4%
- B/E move
- 29.8%
- Pseudo strike
- IV
- B/E move
70Δ
- Pseudo strike
- 21.85
- IV
- 106.7%
- B/E move
- 23.3%
- Pseudo strike
- IV
- B/E move
75Δ
- Pseudo strike
- 20.58
- IV
- 87.0%
- B/E move
- 16.8%
- Pseudo strike
- 23.05
- IV
- 69.7%
- B/E move
- 2.4%
80Δ
- Pseudo strike
- 19.31
- IV
- 67.3%
- B/E move
- 10.3%
- Pseudo strike
- 23.86
- IV
- 69.3%
- B/E move
- 1.7%
Options history
No recorded observations