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Stoneridge, Inc SRI

CONSUMER CYCLICAL · AUTO PARTS
i

Market dataready · fetched 2026-11-12T14:58:45.769Z

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: equal-weight mean of put minus call IV across those four expirations. IV-implied move history: mean of each expiration’s average call/put IV multiplied by the square root of remaining calendar days divided by 365.25; percentage of spot, not a quoted straddle premium.

History data

PriceAlpaca · sip · 2026-11-12T14:51:44.400747223Z

FundamentalsAlpha Vantage · ready · quarter 2026-09-30 · fetched 2026-11-12T14:56:19.309400+00:00

Share price$5.06
1D+0.8%
$5.01$5.04$5.07$5.10$5.135:30 AM6:30 AM9:00 AM1:00 PMSRI
Sold putSold call

Stoneridge, Inc options

Live interpolated SRI call and put midpoint premiums by absolute delta.Stoneridge, Inc$0.45$0.85$1.24$1.63$2.03$-0.12$0.19$0.50$0.81$1.1220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ20Δ C unavailable: no unambiguous, price-consistent delta bracketC —25Δ C unavailable: no unambiguous, price-consistent delta bracketC —30Δ C unavailable: no unambiguous, price-consistent delta bracketC —45Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —50Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —55Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —60Δ P unavailable: no unambiguous, price-consistent delta bracketP —65Δ P unavailable: no unambiguous, price-consistent delta bracketP —70Δ P unavailable: no unambiguous, price-consistent delta bracketP —75Δ P unavailable: no unambiguous, price-consistent delta bracketP —80Δ P unavailable: no unambiguous, price-consistent delta bracketP —OPTION PRICESRI PRICE$0.70$0.70$0.77$1.06$1.34$1.63$1.91$0.50$0.51$0.52$0.53$0.54
Puts——
Calls——
Skew——
Implied move——
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ3.19537.6%46.7%
25Δ3.60460.9%39.0%
30Δ4.00384.2%31.3%
35Δ11.31604.2%137.3%4.40307.5%23.5%
40Δ7.74458.3%66.8%4.81230.8%15.8%
45Δ
50Δ
55Δ
60Δ4.85216.2%11.0%
65Δ4.50241.9%9.7%
70Δ4.14267.7%8.4%
75Δ3.79293.4%7.1%
80Δ3.44319.2%5.8%

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
3.19
IV
537.6%
B/E move
46.7%

25Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
3.60
IV
460.9%
B/E move
39.0%

30Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
4.00
IV
384.2%
B/E move
31.3%

35Δ

Calls
Pseudo strike
11.31
IV
604.2%
B/E move
137.3%
Puts
Pseudo strike
4.40
IV
307.5%
B/E move
23.5%

40Δ

Calls
Pseudo strike
7.74
IV
458.3%
B/E move
66.8%
Puts
Pseudo strike
4.81
IV
230.8%
B/E move
15.8%

45Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

50Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

55Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

60Δ

Calls
Pseudo strike
4.85
IV
216.2%
B/E move
11.0%
Puts
Pseudo strike
IV
B/E move

65Δ

Calls
Pseudo strike
4.50
IV
241.9%
B/E move
9.7%
Puts
Pseudo strike
IV
B/E move

70Δ

Calls
Pseudo strike
4.14
IV
267.7%
B/E move
8.4%
Puts
Pseudo strike
IV
B/E move

75Δ

Calls
Pseudo strike
3.79
IV
293.4%
B/E move
7.1%
Puts
Pseudo strike
IV
B/E move

80Δ

Calls
Pseudo strike
3.44
IV
319.2%
B/E move
5.8%
Puts
Pseudo strike
IV
B/E move

Options history

IV · four-Friday blend116.08%
Daily EOD
SRI116.0%116.1%116.2%2026-10-23: 116.08%Oct 23
1 observations2026-10-23 — 2026-10-23
Table
DateIV (%)
116.08%