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Smith & Nephew plc SNN

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Market datapartial · fetched 2026-10-23T15:49:13.769Z

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 · 2026-10-23T15:48:58.594426813Z

FundamentalsAlpha Vantage · unavailable

Share price$31.02
1D+0.1%
$30.83$30.92$31.01$31.09$31.185:30 AM6:30 AM9:00 AM1:00 PMSNN
Sold putSold call

Smith & Nephew plc options

Live interpolated SNN call and put midpoint premiums by absolute delta.Smith & Nephew plc$0.30$1.26$2.23$3.19$4.15$24.67$27.26$29.85$32.43$35.0220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive SNN spot · $31.02SNN PRICE$0.41$0.56$0.71$0.86$1.00$1.15$1.30$1.45$1.60$1.75$1.88$1.46$1.04$0.81$1.15$1.49$1.83$2.17$2.51$2.85$3.19$3.53$3.87
PutsExpensive2.56×
CallsExpensive1.20×
SkewBearish+27.26 pp
Implied moveBearish±$3.13
TiltBearish44.0% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ34.2935.0%11.8%21.66203.6%36.2%
25Δ33.8334.9%10.8%24.69142.7%25.1%
30Δ33.3734.9%9.8%27.7181.7%14.0%
35Δ32.9134.8%8.8%30.1235.8%5.5%
40Δ32.4534.8%7.8%30.6236.2%5.0%
45Δ31.9934.7%6.8%31.1136.7%4.5%
50Δ31.5334.7%5.8%31.6137.1%4.0%
55Δ31.0734.6%4.8%32.1137.6%3.5%
60Δ30.6134.6%3.8%32.6038.1%3.0%
65Δ30.1534.5%2.8%33.1038.5%2.5%
70Δ33.6039.0%2.0%
75Δ34.0939.5%1.5%
80Δ34.5939.9%1.0%

20Δ

Calls
Pseudo strike
34.29
IV
35.0%
B/E move
11.8%
Puts
Pseudo strike
21.66
IV
203.6%
B/E move
36.2%

25Δ

Calls
Pseudo strike
33.83
IV
34.9%
B/E move
10.8%
Puts
Pseudo strike
24.69
IV
142.7%
B/E move
25.1%

30Δ

Calls
Pseudo strike
33.37
IV
34.9%
B/E move
9.8%
Puts
Pseudo strike
27.71
IV
81.7%
B/E move
14.0%

35Δ

Calls
Pseudo strike
32.91
IV
34.8%
B/E move
8.8%
Puts
Pseudo strike
30.12
IV
35.8%
B/E move
5.5%

40Δ

Calls
Pseudo strike
32.45
IV
34.8%
B/E move
7.8%
Puts
Pseudo strike
30.62
IV
36.2%
B/E move
5.0%

45Δ

Calls
Pseudo strike
31.99
IV
34.7%
B/E move
6.8%
Puts
Pseudo strike
31.11
IV
36.7%
B/E move
4.5%

50Δ

Calls
Pseudo strike
31.53
IV
34.7%
B/E move
5.8%
Puts
Pseudo strike
31.61
IV
37.1%
B/E move
4.0%

55Δ

Calls
Pseudo strike
31.07
IV
34.6%
B/E move
4.8%
Puts
Pseudo strike
32.11
IV
37.6%
B/E move
3.5%

60Δ

Calls
Pseudo strike
30.61
IV
34.6%
B/E move
3.8%
Puts
Pseudo strike
32.60
IV
38.1%
B/E move
3.0%

65Δ

Calls
Pseudo strike
30.15
IV
34.5%
B/E move
2.8%
Puts
Pseudo strike
33.10
IV
38.5%
B/E move
2.5%

70Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
33.60
IV
39.0%
B/E move
2.0%

75Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
34.09
IV
39.5%
B/E move
1.5%

80Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
34.59
IV
39.9%
B/E move
1.0%

Options history

No recorded observations