IntraAlpha
Create free account Start free

Sasol Limited SSL

i

Market datapartial · fetched 2026-11-12T00:44:19.561Z

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 · 2026-11-12T00:00:00.001528592Z

FundamentalsAlpha Vantage · unavailable

Share price$14.08
1D+1.8%
AH$13.82$13.89$13.96$14.03$14.115:30 AM6:30 AM9:00 AM1:00 PM2:00 PMSSL
Sold putSold callAH

Sasol Limited options

Live interpolated SSL call and put midpoint premiums by absolute delta.Sasol Limited$0.49$1.32$2.15$2.98$3.81$11.99$13.18$14.37$15.56$16.7520Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ20Δ C unavailable: no unambiguous, price-consistent delta bracketC —25Δ C unavailable: no unambiguous, price-consistent delta bracketC —35Δ C unavailable: no unambiguous, price-consistent delta bracketC —80Δ P unavailable: no unambiguous, price-consistent delta bracketP —OPTION PRICELive SSL spot · $14.08SSL PRICE$0.82$0.58$0.70$0.83$0.96$1.08$1.21$1.33$1.46$1.59$0.84$0.86$0.90$1.01$1.11$1.22$1.33$1.44$1.55$2.21$2.89$3.57
Puts——
Calls——
Skew——
Implied moveBearish±$2.16
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ10.59286.3%30.8%
25Δ11.66230.9%23.3%
30Δ18.41236.3%36.5%12.59185.3%17.0%
35Δ12.99173.6%14.9%
40Δ14.8495.5%9.5%13.39162.0%12.8%
45Δ14.5893.4%8.6%13.79150.4%10.8%
50Δ14.3391.3%7.6%14.19138.7%8.7%
55Δ14.0789.2%6.7%14.59127.1%6.6%
60Δ13.8187.1%5.8%14.99115.4%4.5%
65Δ13.5585.1%4.9%15.72128.5%4.0%
70Δ13.3083.0%3.9%16.47142.4%3.5%
75Δ13.0480.9%3.0%17.22156.4%3.1%
80Δ12.7878.8%2.1%

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
10.59
IV
286.3%
B/E move
30.8%

25Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
11.66
IV
230.9%
B/E move
23.3%

30Δ

Calls
Pseudo strike
18.41
IV
236.3%
B/E move
36.5%
Puts
Pseudo strike
12.59
IV
185.3%
B/E move
17.0%

35Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
12.99
IV
173.6%
B/E move
14.9%

40Δ

Calls
Pseudo strike
14.84
IV
95.5%
B/E move
9.5%
Puts
Pseudo strike
13.39
IV
162.0%
B/E move
12.8%

45Δ

Calls
Pseudo strike
14.58
IV
93.4%
B/E move
8.6%
Puts
Pseudo strike
13.79
IV
150.4%
B/E move
10.8%

50Δ

Calls
Pseudo strike
14.33
IV
91.3%
B/E move
7.6%
Puts
Pseudo strike
14.19
IV
138.7%
B/E move
8.7%

55Δ

Calls
Pseudo strike
14.07
IV
89.2%
B/E move
6.7%
Puts
Pseudo strike
14.59
IV
127.1%
B/E move
6.6%

60Δ

Calls
Pseudo strike
13.81
IV
87.1%
B/E move
5.8%
Puts
Pseudo strike
14.99
IV
115.4%
B/E move
4.5%

65Δ

Calls
Pseudo strike
13.55
IV
85.1%
B/E move
4.9%
Puts
Pseudo strike
15.72
IV
128.5%
B/E move
4.0%

70Δ

Calls
Pseudo strike
13.30
IV
83.0%
B/E move
3.9%
Puts
Pseudo strike
16.47
IV
142.4%
B/E move
3.5%

75Δ

Calls
Pseudo strike
13.04
IV
80.9%
B/E move
3.0%
Puts
Pseudo strike
17.22
IV
156.4%
B/E move
3.1%

80Δ

Calls
Pseudo strike
12.78
IV
78.8%
B/E move
2.1%
Puts
Pseudo strike
IV
B/E move

Options history

IV · four-Friday blend61.56%
Daily EOD
SSL52.7%57.4%62.2%2026-10-19: 57.52%2026-10-20: 57.03%2026-10-21: 53.32%2026-10-26: 60.94%2026-10-27: 55.72%2026-10-28: 58.24%2026-10-29: 61.56%Oct 19Oct 26Oct 29
7 observations2026-10-19 — 2026-10-29
Table
DateIV (%)
57.52%
57.03%
53.32%
60.94%
55.72%
58.24%
61.56%