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Simpson Manufacturing Co., Inc. SSD

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Market datapartial · fetched 2026-10-22T23:26:52.106Z

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 · 2026-10-22T23:00:00.001424095Z

FundamentalsAlpha Vantage · unavailable

Share price$186.92
1D+4.2%
AH$179$181$183$185$1885:30 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.$1.47$7.55$13.64$19.72$25.80$162.37$174.43$186.49$198.55$210.6120Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive SSD spot · $186.92SSD PRICE$2.13$2.80$3.43$3.96$5.06$6.22$7.38$8.54$9.71$10.88$12.47$14.61$17.31$2.80$3.15$4.07$5.00$5.96$7.01$8.16$9.46$11.01$12.67$14.52$18.30$24.05
PutsExpensive1.37×
CallsExpensive1.28×
SkewBearish+1.64 pp
Implied moveBearish±$15.54
TiltBearish9.4% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ206.4637.2%11.6%169.9944.7%10.6%
25Δ202.6637.0%9.9%175.4637.8%7.8%
30Δ198.9336.2%8.3%178.2338.0%6.8%
35Δ195.4033.6%6.7%180.9437.8%5.9%
40Δ193.0734.9%6.0%183.5437.2%5.0%
45Δ190.9036.6%5.5%186.0636.6%4.2%
50Δ188.5537.2%4.8%188.4636.2%3.5%
55Δ186.0837.1%4.1%190.9135.9%2.9%
60Δ183.6836.5%3.5%193.4135.9%2.4%
65Δ181.3435.5%2.8%195.9735.8%1.9%
70Δ178.7635.3%2.3%198.6535.5%1.5%
75Δ175.8636.2%1.9%203.0737.8%1.2%
80Δ172.4637.2%1.5%209.2542.9%0.9%

20Δ

Calls
Pseudo strike
206.46
IV
37.2%
B/E move
11.6%
Puts
Pseudo strike
169.99
IV
44.7%
B/E move
10.6%

25Δ

Calls
Pseudo strike
202.66
IV
37.0%
B/E move
9.9%
Puts
Pseudo strike
175.46
IV
37.8%
B/E move
7.8%

30Δ

Calls
Pseudo strike
198.93
IV
36.2%
B/E move
8.3%
Puts
Pseudo strike
178.23
IV
38.0%
B/E move
6.8%

35Δ

Calls
Pseudo strike
195.40
IV
33.6%
B/E move
6.7%
Puts
Pseudo strike
180.94
IV
37.8%
B/E move
5.9%

40Δ

Calls
Pseudo strike
193.07
IV
34.9%
B/E move
6.0%
Puts
Pseudo strike
183.54
IV
37.2%
B/E move
5.0%

45Δ

Calls
Pseudo strike
190.90
IV
36.6%
B/E move
5.5%
Puts
Pseudo strike
186.06
IV
36.6%
B/E move
4.2%

50Δ

Calls
Pseudo strike
188.55
IV
37.2%
B/E move
4.8%
Puts
Pseudo strike
188.46
IV
36.2%
B/E move
3.5%

55Δ

Calls
Pseudo strike
186.08
IV
37.1%
B/E move
4.1%
Puts
Pseudo strike
190.91
IV
35.9%
B/E move
2.9%

60Δ

Calls
Pseudo strike
183.68
IV
36.5%
B/E move
3.5%
Puts
Pseudo strike
193.41
IV
35.9%
B/E move
2.4%

65Δ

Calls
Pseudo strike
181.34
IV
35.5%
B/E move
2.8%
Puts
Pseudo strike
195.97
IV
35.8%
B/E move
1.9%

70Δ

Calls
Pseudo strike
178.76
IV
35.3%
B/E move
2.3%
Puts
Pseudo strike
198.65
IV
35.5%
B/E move
1.5%

75Δ

Calls
Pseudo strike
175.86
IV
36.2%
B/E move
1.9%
Puts
Pseudo strike
203.07
IV
37.8%
B/E move
1.2%

80Δ

Calls
Pseudo strike
172.46
IV
37.2%
B/E move
1.5%
Puts
Pseudo strike
209.25
IV
42.9%
B/E move
0.9%

Options history

No recorded observations