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SHUTTERSTOCK, INC. SSTK

i

Market dataready · fetched 2026-11-11T15:55:25.447Z

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 · 2026-11-11T15:55:14.111890851Z

FundamentalsSEC EDGAR · ready · as of 2026-09-30 · fetched 2026-11-11T15:55:24.935135+00:00

Share price$2.92
1D+2.6%
$2.83$2.86$2.89$2.92$2.955:30 AM6:30 AM9:00 AM1:00 PMSSTK
Sold putSold call

SHUTTERSTOCK, INC. options

Live interpolated SSTK call and put midpoint premiums by absolute delta.SHUTTERSTOCK, INC.$0.07$1.14$2.21$3.28$4.36$1.72$2.51$3.31$4.11$4.9120Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ80Δ P unavailable: no unambiguous, price-consistent delta bracketP —OPTION PRICELive SSTK spot · $2.92SSTK PRICE$0.19$0.24$0.30$0.35$0.36$0.38$0.39$0.40$0.42$0.43$0.44$0.46$0.47$0.27$0.62$0.96$1.30$1.64$1.99$2.33$2.67$3.02$3.36$3.70$4.05
Puts——
CallsExpensive2.03×
Skew——
Implied moveBearish±$2.72
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ8.25480.1%189.6%2.74126.8%15.4%
25Δ7.17471.4%154.2%3.11150.8%14.5%
30Δ6.08462.8%118.8%3.48174.7%13.6%
35Δ5.00454.0%83.5%3.85198.7%12.7%
40Δ4.73418.5%74.9%4.21222.6%11.8%
45Δ4.47382.9%66.2%4.58246.6%10.9%
50Δ4.20347.4%57.6%4.95270.6%10.1%
55Δ3.94311.9%48.9%5.32294.5%9.2%
60Δ3.67276.3%40.3%5.69318.5%8.3%
65Δ3.41240.8%31.7%6.06342.5%7.4%
70Δ3.14205.2%23.0%6.43366.4%6.5%
75Δ2.88169.7%14.4%6.80390.4%5.6%
80Δ2.61134.1%5.7%

20Δ

Calls
Pseudo strike
8.25
IV
480.1%
B/E move
189.6%
Puts
Pseudo strike
2.74
IV
126.8%
B/E move
15.4%

25Δ

Calls
Pseudo strike
7.17
IV
471.4%
B/E move
154.2%
Puts
Pseudo strike
3.11
IV
150.8%
B/E move
14.5%

30Δ

Calls
Pseudo strike
6.08
IV
462.8%
B/E move
118.8%
Puts
Pseudo strike
3.48
IV
174.7%
B/E move
13.6%

35Δ

Calls
Pseudo strike
5.00
IV
454.0%
B/E move
83.5%
Puts
Pseudo strike
3.85
IV
198.7%
B/E move
12.7%

40Δ

Calls
Pseudo strike
4.73
IV
418.5%
B/E move
74.9%
Puts
Pseudo strike
4.21
IV
222.6%
B/E move
11.8%

45Δ

Calls
Pseudo strike
4.47
IV
382.9%
B/E move
66.2%
Puts
Pseudo strike
4.58
IV
246.6%
B/E move
10.9%

50Δ

Calls
Pseudo strike
4.20
IV
347.4%
B/E move
57.6%
Puts
Pseudo strike
4.95
IV
270.6%
B/E move
10.1%

55Δ

Calls
Pseudo strike
3.94
IV
311.9%
B/E move
48.9%
Puts
Pseudo strike
5.32
IV
294.5%
B/E move
9.2%

60Δ

Calls
Pseudo strike
3.67
IV
276.3%
B/E move
40.3%
Puts
Pseudo strike
5.69
IV
318.5%
B/E move
8.3%

65Δ

Calls
Pseudo strike
3.41
IV
240.8%
B/E move
31.7%
Puts
Pseudo strike
6.06
IV
342.5%
B/E move
7.4%

70Δ

Calls
Pseudo strike
3.14
IV
205.2%
B/E move
23.0%
Puts
Pseudo strike
6.43
IV
366.4%
B/E move
6.5%

75Δ

Calls
Pseudo strike
2.88
IV
169.7%
B/E move
14.4%
Puts
Pseudo strike
6.80
IV
390.4%
B/E move
5.6%

80Δ

Calls
Pseudo strike
2.61
IV
134.1%
B/E move
5.7%
Puts
Pseudo strike
IV
B/E move

Options history

IV · four-Friday blend—
Daily EOD

No recorded observations

0 observations