Share price$8.78
1D+0.1%
Sold putSold call
Similarweb Ltd. SMWB
i
Market datapartial · fetched 2026-10-23T15:46:09.121Z
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 · 2026-10-23T15:46:05.203348005Z
FundamentalsAlpha Vantage · unavailable
Similarweb Ltd. options
PutsExpensive1.55×
CallsExpensive1.25×
SkewBullish-0.87 pp
Implied moveBearish±$1.84
TiltBearish25.4% PUT
Table
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 14.28 | 164.3% | 67.1% | |||
| 25Δ | 13.96 | 168.3% | 64.3% | 7.68 | 87.3% | 17.0% |
| 30Δ | 11.00 | 101.0% | 29.6% | 7.95 | 86.4% | 15.4% |
| 35Δ | 9.83 | 78.0% | 16.9% | 8.22 | 85.5% | 13.9% |
| 40Δ | 9.58 | 77.5% | 15.3% | 8.49 | 84.6% | 12.4% |
| 45Δ | 9.33 | 76.9% | 13.8% | 8.76 | 83.7% | 10.8% |
| 50Δ | 9.08 | 76.4% | 12.2% | 9.03 | 82.8% | 9.3% |
| 55Δ | 8.83 | 75.8% | 10.7% | 9.30 | 81.9% | 7.7% |
| 60Δ | 8.58 | 75.3% | 9.1% | 9.57 | 81.0% | 6.2% |
| 65Δ | 8.33 | 74.7% | 7.6% | 9.84 | 80.1% | 4.7% |
| 70Δ | 8.08 | 74.1% | 6.1% | 10.47 | 88.9% | 3.7% |
| 75Δ | 7.83 | 73.6% | 4.5% | 11.63 | 111.9% | 3.4% |
| 80Δ | 7.58 | 73.0% | 3.0% | 12.97 | 133.2% | 3.0% |
20Δ
- Pseudo strike
- 14.28
- IV
- 164.3%
- B/E move
- 67.1%
- Pseudo strike
- IV
- B/E move
25Δ
- Pseudo strike
- 13.96
- IV
- 168.3%
- B/E move
- 64.3%
- Pseudo strike
- 7.68
- IV
- 87.3%
- B/E move
- 17.0%
30Δ
- Pseudo strike
- 11.00
- IV
- 101.0%
- B/E move
- 29.6%
- Pseudo strike
- 7.95
- IV
- 86.4%
- B/E move
- 15.4%
35Δ
- Pseudo strike
- 9.83
- IV
- 78.0%
- B/E move
- 16.9%
- Pseudo strike
- 8.22
- IV
- 85.5%
- B/E move
- 13.9%
40Δ
- Pseudo strike
- 9.58
- IV
- 77.5%
- B/E move
- 15.3%
- Pseudo strike
- 8.49
- IV
- 84.6%
- B/E move
- 12.4%
45Δ
- Pseudo strike
- 9.33
- IV
- 76.9%
- B/E move
- 13.8%
- Pseudo strike
- 8.76
- IV
- 83.7%
- B/E move
- 10.8%
50Δ
- Pseudo strike
- 9.08
- IV
- 76.4%
- B/E move
- 12.2%
- Pseudo strike
- 9.03
- IV
- 82.8%
- B/E move
- 9.3%
55Δ
- Pseudo strike
- 8.83
- IV
- 75.8%
- B/E move
- 10.7%
- Pseudo strike
- 9.30
- IV
- 81.9%
- B/E move
- 7.7%
60Δ
- Pseudo strike
- 8.58
- IV
- 75.3%
- B/E move
- 9.1%
- Pseudo strike
- 9.57
- IV
- 81.0%
- B/E move
- 6.2%
65Δ
- Pseudo strike
- 8.33
- IV
- 74.7%
- B/E move
- 7.6%
- Pseudo strike
- 9.84
- IV
- 80.1%
- B/E move
- 4.7%
70Δ
- Pseudo strike
- 8.08
- IV
- 74.1%
- B/E move
- 6.1%
- Pseudo strike
- 10.47
- IV
- 88.9%
- B/E move
- 3.7%
75Δ
- Pseudo strike
- 7.83
- IV
- 73.6%
- B/E move
- 4.5%
- Pseudo strike
- 11.63
- IV
- 111.9%
- B/E move
- 3.4%
80Δ
- Pseudo strike
- 7.58
- IV
- 73.0%
- B/E move
- 3.0%
- Pseudo strike
- 12.97
- IV
- 133.2%
- B/E move
- 3.0%
Options history
No recorded observations