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Snap-on Incorporated SNA

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Market datapartial · fetched 2026-10-22T23:21:50.463Z

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 · 2026-10-22T23:00:00.001865875Z

FundamentalsAlpha Vantage · unavailable

Share price$356.46
1D+6.4%
AH$333$340$346$353$3595:30 AM6:30 AM9:00 AM1:00 PM2:00 PMSNA
Sold putSold callAH

Snap-on Incorporated options

Live interpolated SNA call and put midpoint premiums by absolute delta.Snap-on Incorporated$1.44$8.27$15.11$21.94$28.77$307.42$328.62$349.82$371.03$392.2320Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive SNA spot · $356.46SNA PRICE$2.18$2.89$3.71$4.67$5.64$6.60$8.27$10.19$12.11$14.31$17.49$20.67$25.24$3.23$4.13$5.18$6.23$7.43$8.71$9.99$11.55$13.45$15.35$17.72$21.80$26.80
PutsCheap0.61×
CallsCheap0.80×
SkewBearish+2.80 pp
Implied moveBearish±$18.26
TiltBearish6.2% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ374.9218.8%5.8%335.4427.7%6.8%
25Δ371.7319.3%5.1%340.8626.5%5.5%
30Δ368.7719.6%4.5%344.7525.8%4.7%
35Δ366.0819.7%4.0%348.6525.2%3.9%
40Δ363.3919.8%3.5%352.0324.7%3.3%
45Δ360.7019.9%3.0%355.1624.2%2.8%
50Δ357.9020.7%2.7%358.2823.7%2.3%
55Δ355.0621.7%2.5%361.3823.4%1.9%
60Δ352.2122.8%2.2%364.4723.3%1.5%
65Δ349.0923.8%1.9%367.5623.1%1.2%
70Δ345.0225.1%1.7%371.0323.3%0.9%
75Δ340.9426.3%1.4%375.8924.4%0.7%
80Δ335.4827.7%1.2%381.6426.1%0.5%

20Δ

Calls
Pseudo strike
374.92
IV
18.8%
B/E move
5.8%
Puts
Pseudo strike
335.44
IV
27.7%
B/E move
6.8%

25Δ

Calls
Pseudo strike
371.73
IV
19.3%
B/E move
5.1%
Puts
Pseudo strike
340.86
IV
26.5%
B/E move
5.5%

30Δ

Calls
Pseudo strike
368.77
IV
19.6%
B/E move
4.5%
Puts
Pseudo strike
344.75
IV
25.8%
B/E move
4.7%

35Δ

Calls
Pseudo strike
366.08
IV
19.7%
B/E move
4.0%
Puts
Pseudo strike
348.65
IV
25.2%
B/E move
3.9%

40Δ

Calls
Pseudo strike
363.39
IV
19.8%
B/E move
3.5%
Puts
Pseudo strike
352.03
IV
24.7%
B/E move
3.3%

45Δ

Calls
Pseudo strike
360.70
IV
19.9%
B/E move
3.0%
Puts
Pseudo strike
355.16
IV
24.2%
B/E move
2.8%

50Δ

Calls
Pseudo strike
357.90
IV
20.7%
B/E move
2.7%
Puts
Pseudo strike
358.28
IV
23.7%
B/E move
2.3%

55Δ

Calls
Pseudo strike
355.06
IV
21.7%
B/E move
2.5%
Puts
Pseudo strike
361.38
IV
23.4%
B/E move
1.9%

60Δ

Calls
Pseudo strike
352.21
IV
22.8%
B/E move
2.2%
Puts
Pseudo strike
364.47
IV
23.3%
B/E move
1.5%

65Δ

Calls
Pseudo strike
349.09
IV
23.8%
B/E move
1.9%
Puts
Pseudo strike
367.56
IV
23.1%
B/E move
1.2%

70Δ

Calls
Pseudo strike
345.02
IV
25.1%
B/E move
1.7%
Puts
Pseudo strike
371.03
IV
23.3%
B/E move
0.9%

75Δ

Calls
Pseudo strike
340.94
IV
26.3%
B/E move
1.4%
Puts
Pseudo strike
375.89
IV
24.4%
B/E move
0.7%

80Δ

Calls
Pseudo strike
335.48
IV
27.7%
B/E move
1.2%
Puts
Pseudo strike
381.64
IV
26.1%
B/E move
0.5%

Options history

No recorded observations