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Smith & Nephew plc SNN

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Market datapartial · fetched 2026-10-23T21:56:37.017Z

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 · 2026-10-23T20:10:00.001991485Z

FundamentalsAlpha Vantage · unavailable

Share price$30.83
1D-0.5%
AH$30.80$30.90$30.99$31.09$31.195:30 AM6:30 AM9:00 AM1:00 PM2:00 PMSNN
Sold putSold callAH

Smith & Nephew plc options

Live interpolated SNN call and put midpoint premiums by absolute delta.Smith & Nephew plc$0.57$1.47$2.37$3.27$4.17$24.73$27.72$30.71$33.70$36.6920Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive SNN spot · $30.83SNN PRICE$0.67$0.80$0.93$1.06$1.19$1.32$1.45$1.58$1.72$2.02$2.65$3.28$3.91$2.41$1.86$1.32$0.78$1.00$1.30$1.60$1.90$2.20$2.50$2.80$3.10$3.40
PutsExpensive2.38×
CallsExpensive1.93×
SkewBearish+2.87 pp
Implied moveBearish±$3.05
TiltBearish7.4% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ39.2681.7%29.5%22.68193.7%34.2%
25Δ38.1976.7%26.4%25.05142.0%24.8%
30Δ37.1271.7%23.4%27.4190.3%15.4%
35Δ36.0566.7%20.4%29.7738.5%5.9%
40Δ34.9861.7%17.3%30.4033.3%4.6%
45Δ33.9056.6%14.3%30.8433.0%4.2%
50Δ32.8351.6%11.2%31.2832.7%3.7%
55Δ31.7646.6%8.2%31.7132.4%3.3%
60Δ30.6941.6%5.1%32.1532.2%2.8%
65Δ29.7338.8%3.0%32.5931.9%2.4%
70Δ28.9639.9%2.5%33.0331.6%1.9%
75Δ28.1941.0%2.1%33.4731.3%1.5%
80Δ27.4242.1%1.6%33.9131.0%1.0%

20Δ

Calls
Pseudo strike
39.26
IV
81.7%
B/E move
29.5%
Puts
Pseudo strike
22.68
IV
193.7%
B/E move
34.2%

25Δ

Calls
Pseudo strike
38.19
IV
76.7%
B/E move
26.4%
Puts
Pseudo strike
25.05
IV
142.0%
B/E move
24.8%

30Δ

Calls
Pseudo strike
37.12
IV
71.7%
B/E move
23.4%
Puts
Pseudo strike
27.41
IV
90.3%
B/E move
15.4%

35Δ

Calls
Pseudo strike
36.05
IV
66.7%
B/E move
20.4%
Puts
Pseudo strike
29.77
IV
38.5%
B/E move
5.9%

40Δ

Calls
Pseudo strike
34.98
IV
61.7%
B/E move
17.3%
Puts
Pseudo strike
30.40
IV
33.3%
B/E move
4.6%

45Δ

Calls
Pseudo strike
33.90
IV
56.6%
B/E move
14.3%
Puts
Pseudo strike
30.84
IV
33.0%
B/E move
4.2%

50Δ

Calls
Pseudo strike
32.83
IV
51.6%
B/E move
11.2%
Puts
Pseudo strike
31.28
IV
32.7%
B/E move
3.7%

55Δ

Calls
Pseudo strike
31.76
IV
46.6%
B/E move
8.2%
Puts
Pseudo strike
31.71
IV
32.4%
B/E move
3.3%

60Δ

Calls
Pseudo strike
30.69
IV
41.6%
B/E move
5.1%
Puts
Pseudo strike
32.15
IV
32.2%
B/E move
2.8%

65Δ

Calls
Pseudo strike
29.73
IV
38.8%
B/E move
3.0%
Puts
Pseudo strike
32.59
IV
31.9%
B/E move
2.4%

70Δ

Calls
Pseudo strike
28.96
IV
39.9%
B/E move
2.5%
Puts
Pseudo strike
33.03
IV
31.6%
B/E move
1.9%

75Δ

Calls
Pseudo strike
28.19
IV
41.0%
B/E move
2.1%
Puts
Pseudo strike
33.47
IV
31.3%
B/E move
1.5%

80Δ

Calls
Pseudo strike
27.42
IV
42.1%
B/E move
1.6%
Puts
Pseudo strike
33.91
IV
31.0%
B/E move
1.0%

Options history

No recorded observations