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Silence Therapeutics Plc American Depository Share SLN

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Market datapartial · fetched 2026-10-23T02:01:56.477Z

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 · 2026-10-22T22:36:39.432526562Z

FundamentalsAlpha Vantage · unavailable

Share price$19.60
1D+0.0%
AH$19.64$19.65$19.66$19.68$19.695:30 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$2.30$2.85$3.41$3.96$4.51$-0.12$0.19$0.50$0.81$1.1220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICESLN PRICE$2.45$2.43$2.42$2.41$2.40$2.39$2.38$2.37$2.36$3.70$4.35
PutsCheap0.89×
CallsCheap0.37×
SkewBullish-77.14 pp
Implied move——
TiltBullish45.8% CALL
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ
25Δ
30Δ
35Δ
40Δ29.43226.0%62.6%
45Δ28.10205.6%55.8%
50Δ26.78185.2%49.0%
55Δ25.45164.8%42.1%
60Δ24.13144.4%35.3%
65Δ22.80124.0%28.5%
70Δ21.48103.6%21.7%
75Δ20.1583.2%14.9%22.8567.7%2.3%
80Δ18.8362.8%8.1%23.6366.8%1.6%

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

25Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

30Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

35Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

40Δ

Calls
Pseudo strike
29.43
IV
226.0%
B/E move
62.6%
Puts
Pseudo strike
IV
B/E move

45Δ

Calls
Pseudo strike
28.10
IV
205.6%
B/E move
55.8%
Puts
Pseudo strike
IV
B/E move

50Δ

Calls
Pseudo strike
26.78
IV
185.2%
B/E move
49.0%
Puts
Pseudo strike
IV
B/E move

55Δ

Calls
Pseudo strike
25.45
IV
164.8%
B/E move
42.1%
Puts
Pseudo strike
IV
B/E move

60Δ

Calls
Pseudo strike
24.13
IV
144.4%
B/E move
35.3%
Puts
Pseudo strike
IV
B/E move

65Δ

Calls
Pseudo strike
22.80
IV
124.0%
B/E move
28.5%
Puts
Pseudo strike
IV
B/E move

70Δ

Calls
Pseudo strike
21.48
IV
103.6%
B/E move
21.7%
Puts
Pseudo strike
IV
B/E move

75Δ

Calls
Pseudo strike
20.15
IV
83.2%
B/E move
14.9%
Puts
Pseudo strike
22.85
IV
67.7%
B/E move
2.3%

80Δ

Calls
Pseudo strike
18.83
IV
62.8%
B/E move
8.1%
Puts
Pseudo strike
23.63
IV
66.8%
B/E move
1.6%

Options history

No recorded observations