IntraAlpha
Create free account Start free

Simpson Manufacturing Co., Inc. SSD

BASIC MATERIALS · LUMBER & WOOD PRODUCTION
i

Market dataready · fetched 2026-11-12T00:53:04.353Z

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 · 2026-11-12T00:00:00.001350941Z

FundamentalsAlpha Vantage · ready · quarter 2026-09-30 · fetched 2026-11-12T00:53:03.933296+00:00

Share price$201.65
1D+1.4%
AH$198$199$200$201$2025:30 AM6:30 AM9:00 AM1:00 PM2:00 PMSSD
Sold putSold callAH

Simpson Manufacturing Co., Inc. options

Live interpolated SSD call and put midpoint premiums by absolute delta.Simpson Manufacturing Co., Inc.$1.67$4.71$7.74$10.77$13.81$186.39$195.02$203.64$212.26$220.8920Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ20Δ C unavailable: no unambiguous, price-consistent delta bracketC —25Δ C unavailable: no unambiguous, price-consistent delta bracketC —OPTION PRICELive SSD spot · $201.65SSD PRICE$2.47$3.00$3.53$4.06$4.59$5.12$5.92$7.04$8.16$9.43$10.94$2.00$2.23$2.54$2.88$3.23$3.93$4.87$5.81$6.75$7.69$8.64$9.58$12.93
PutsFair1.02×
Calls——
Skew——
Implied moveBearish±$9.46
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ188.3655.3%7.6%
25Δ192.5346.3%5.6%
30Δ209.5942.3%5.2%195.4740.9%4.3%
35Δ207.8641.0%4.6%197.3437.9%3.6%
40Δ206.1339.7%4.0%199.2234.9%2.8%
45Δ204.3938.4%3.4%200.8733.8%2.3%
50Δ202.6637.1%2.8%202.3634.0%2.1%
55Δ200.9335.8%2.2%203.8534.1%1.8%
60Δ199.2535.5%1.7%205.3434.3%1.5%
65Δ197.6236.3%1.5%206.8334.5%1.2%
70Δ196.0037.0%1.2%208.3234.7%1.0%
75Δ194.2537.4%1.0%209.8134.9%0.7%
80Δ192.2937.2%0.8%213.4938.5%0.5%

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
188.36
IV
55.3%
B/E move
7.6%

25Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
192.53
IV
46.3%
B/E move
5.6%

30Δ

Calls
Pseudo strike
209.59
IV
42.3%
B/E move
5.2%
Puts
Pseudo strike
195.47
IV
40.9%
B/E move
4.3%

35Δ

Calls
Pseudo strike
207.86
IV
41.0%
B/E move
4.6%
Puts
Pseudo strike
197.34
IV
37.9%
B/E move
3.6%

40Δ

Calls
Pseudo strike
206.13
IV
39.7%
B/E move
4.0%
Puts
Pseudo strike
199.22
IV
34.9%
B/E move
2.8%

45Δ

Calls
Pseudo strike
204.39
IV
38.4%
B/E move
3.4%
Puts
Pseudo strike
200.87
IV
33.8%
B/E move
2.3%

50Δ

Calls
Pseudo strike
202.66
IV
37.1%
B/E move
2.8%
Puts
Pseudo strike
202.36
IV
34.0%
B/E move
2.1%

55Δ

Calls
Pseudo strike
200.93
IV
35.8%
B/E move
2.2%
Puts
Pseudo strike
203.85
IV
34.1%
B/E move
1.8%

60Δ

Calls
Pseudo strike
199.25
IV
35.5%
B/E move
1.7%
Puts
Pseudo strike
205.34
IV
34.3%
B/E move
1.5%

65Δ

Calls
Pseudo strike
197.62
IV
36.3%
B/E move
1.5%
Puts
Pseudo strike
206.83
IV
34.5%
B/E move
1.2%

70Δ

Calls
Pseudo strike
196.00
IV
37.0%
B/E move
1.2%
Puts
Pseudo strike
208.32
IV
34.7%
B/E move
1.0%

75Δ

Calls
Pseudo strike
194.25
IV
37.4%
B/E move
1.0%
Puts
Pseudo strike
209.81
IV
34.9%
B/E move
0.7%

80Δ

Calls
Pseudo strike
192.29
IV
37.2%
B/E move
0.8%
Puts
Pseudo strike
213.49
IV
38.5%
B/E move
0.5%

Options history

IV · four-Friday blend28.03%
Daily EOD
SSD26.5%30.2%34.0%2026-10-19: 32.36%2026-10-20: 32.22%2026-10-21: 31.69%2026-10-22: 32.38%2026-10-23: 33.44%2026-10-26: 32.33%2026-10-27: 28.03%2026-10-28: 27.72%2026-10-29: 27.00%2026-10-30: 28.03%Oct 19Oct 23Oct 30
10 observations2026-10-19 — 2026-10-30
Table
DateIV (%)
32.36%
32.22%
31.69%
32.38%
33.44%
32.33%
28.03%
27.72%
27.00%
28.03%