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Stoneridge, Inc SRI

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Market datapartial · fetched 2026-10-22T23:44:09.772Z

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 · 2026-10-22T23:00:00.001862832Z

FundamentalsAlpha Vantage · unavailable

Share price$5.93
1D+1.0%
AH$5.86$5.89$5.92$5.95$5.985:30 AM6:30 AM9:00 AM1:00 PM2:00 PMSRI
Sold putSold callAH

Stoneridge, Inc options

Live interpolated SRI call and put midpoint premiums by absolute delta.Stoneridge, Inc$0.67$1.36$2.05$2.74$3.43$2.13$4.45$6.77$9.08$11.4020Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive SRI spot · $5.93SRI PRICE$1.02$1.03$1.11$1.42$1.73$2.04$2.35$2.66$2.97$0.74$0.76$0.83$0.95$1.07$1.19$1.30$1.42$1.54$1.66$1.78$3.23
PutsExpensive3.25×
CallsExpensive5.14×
SkewBullish-100.39 pp
Implied moveBearish±$2.42
TiltBalanced0.4% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ3.95313.0%46.0%
25Δ4.63238.0%34.8%
30Δ5.13192.8%27.5%
35Δ5.41183.1%24.7%
40Δ12.16342.9%122.4%5.69173.4%22.0%
45Δ9.03274.7%69.8%5.98163.7%19.2%
50Δ7.38234.8%43.2%6.26154.0%16.4%
55Δ6.80244.7%38.7%6.54144.3%13.7%
60Δ6.22254.6%34.2%6.83134.6%10.9%
65Δ5.64264.5%29.6%7.11124.9%8.1%
70Δ5.07274.5%25.1%7.39115.2%5.4%
75Δ4.49284.4%20.6%8.89151.0%4.5%
80Δ3.91294.3%16.0%

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
3.95
IV
313.0%
B/E move
46.0%

25Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
4.63
IV
238.0%
B/E move
34.8%

30Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
5.13
IV
192.8%
B/E move
27.5%

35Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
5.41
IV
183.1%
B/E move
24.7%

40Δ

Calls
Pseudo strike
12.16
IV
342.9%
B/E move
122.4%
Puts
Pseudo strike
5.69
IV
173.4%
B/E move
22.0%

45Δ

Calls
Pseudo strike
9.03
IV
274.7%
B/E move
69.8%
Puts
Pseudo strike
5.98
IV
163.7%
B/E move
19.2%

50Δ

Calls
Pseudo strike
7.38
IV
234.8%
B/E move
43.2%
Puts
Pseudo strike
6.26
IV
154.0%
B/E move
16.4%

55Δ

Calls
Pseudo strike
6.80
IV
244.7%
B/E move
38.7%
Puts
Pseudo strike
6.54
IV
144.3%
B/E move
13.7%

60Δ

Calls
Pseudo strike
6.22
IV
254.6%
B/E move
34.2%
Puts
Pseudo strike
6.83
IV
134.6%
B/E move
10.9%

65Δ

Calls
Pseudo strike
5.64
IV
264.5%
B/E move
29.6%
Puts
Pseudo strike
7.11
IV
124.9%
B/E move
8.1%

70Δ

Calls
Pseudo strike
5.07
IV
274.5%
B/E move
25.1%
Puts
Pseudo strike
7.39
IV
115.2%
B/E move
5.4%

75Δ

Calls
Pseudo strike
4.49
IV
284.4%
B/E move
20.6%
Puts
Pseudo strike
8.89
IV
151.0%
B/E move
4.5%

80Δ

Calls
Pseudo strike
3.91
IV
294.3%
B/E move
16.0%
Puts
Pseudo strike
IV
B/E move

Options history

No recorded observations