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Sasol Ltd SSL

BASIC MATERIALS · SPECIALTY CHEMICALS
i

Market dataready · fetched 2026-10-23T17:42:33.422Z

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 · 2026-10-23T17:42:01.909216076Z

FundamentalsAlpha Vantage · ready · quarter 2026-09-30 · fetched 2026-10-23T17:42:32.211805+00:00

Share price$17.97
1D+5.1%
$17.01$17.33$17.64$17.96$18.275:30 AM6:30 AM9:00 AM1:00 PMSSL
Sold putSold call

Sasol Ltd options

Live interpolated SSL call and put midpoint premiums by absolute delta.Sasol Ltd$0.40$1.14$1.88$2.62$3.37$12.68$14.90$17.13$19.35$21.5820Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive SSL spot · $17.96SSL PRICE$0.48$0.59$0.71$0.82$0.94$1.05$1.17$1.58$2.10$2.63$3.15$0.52$0.69$0.85$1.02$1.19$1.45$1.71$1.97$2.23$2.49
PutsExpensive1.59×
CallsFair1.01×
SkewBearish+19.23 pp
Implied moveBearish±$2.65
TiltBullish3.8% CALL
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ15.2381.9%18.1%
25Δ15.7979.9%15.9%
30Δ19.7552.8%12.6%16.3578.0%13.8%
35Δ19.3951.8%11.3%16.9176.0%11.6%
40Δ19.0450.9%9.9%17.4774.1%9.4%
45Δ18.6850.0%8.5%17.9373.0%8.2%
50Δ18.3249.1%7.2%18.3971.9%7.1%
55Δ17.9648.1%5.8%18.8570.9%6.0%
60Δ17.6047.2%4.5%19.3069.8%5.0%
65Δ17.0852.6%3.8%19.7668.8%3.9%
70Δ16.4960.4%3.5%
75Δ15.9068.2%3.1%
80Δ15.3176.0%2.7%

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
15.23
IV
81.9%
B/E move
18.1%

25Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
15.79
IV
79.9%
B/E move
15.9%

30Δ

Calls
Pseudo strike
19.75
IV
52.8%
B/E move
12.6%
Puts
Pseudo strike
16.35
IV
78.0%
B/E move
13.8%

35Δ

Calls
Pseudo strike
19.39
IV
51.8%
B/E move
11.3%
Puts
Pseudo strike
16.91
IV
76.0%
B/E move
11.6%

40Δ

Calls
Pseudo strike
19.04
IV
50.9%
B/E move
9.9%
Puts
Pseudo strike
17.47
IV
74.1%
B/E move
9.4%

45Δ

Calls
Pseudo strike
18.68
IV
50.0%
B/E move
8.5%
Puts
Pseudo strike
17.93
IV
73.0%
B/E move
8.2%

50Δ

Calls
Pseudo strike
18.32
IV
49.1%
B/E move
7.2%
Puts
Pseudo strike
18.39
IV
71.9%
B/E move
7.1%

55Δ

Calls
Pseudo strike
17.96
IV
48.1%
B/E move
5.8%
Puts
Pseudo strike
18.85
IV
70.9%
B/E move
6.0%

60Δ

Calls
Pseudo strike
17.60
IV
47.2%
B/E move
4.5%
Puts
Pseudo strike
19.30
IV
69.8%
B/E move
5.0%

65Δ

Calls
Pseudo strike
17.08
IV
52.6%
B/E move
3.8%
Puts
Pseudo strike
19.76
IV
68.8%
B/E move
3.9%

70Δ

Calls
Pseudo strike
16.49
IV
60.4%
B/E move
3.5%
Puts
Pseudo strike
IV
B/E move

75Δ

Calls
Pseudo strike
15.90
IV
68.2%
B/E move
3.1%
Puts
Pseudo strike
IV
B/E move

80Δ

Calls
Pseudo strike
15.31
IV
76.0%
B/E move
2.7%
Puts
Pseudo strike
IV
B/E move

Options history

No recorded observations