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SHUTTERSTOCK, INC. SSTK

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Market datapartial · fetched 2026-10-22T20:28:45.868Z

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 · 2026-10-22T20:10:00.004280155Z

FundamentalsAlpha Vantage · unavailable

Share price$4.73
1D+2.6%
AH$4.57$4.61$4.66$4.70$4.745:30 AM6:30 AM9:00 AM1:00 PM2:00 PMSSTK
Sold putSold callAH

SHUTTERSTOCK, INC. options

Live interpolated SSTK call and put midpoint premiums by absolute delta.SHUTTERSTOCK, INC.$0.00$4.17$8.34$12.52$16.69$-0.12$0.19$0.50$0.81$1.1220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICESSTK PRICE$0.42$0.44$0.41$0.37$0.33$1.32$15.48$3.45$9.90
PutsExpensive3.84×
CallsExpensive3.46×
SkewBearish+13.72 pp
Implied move——
TiltBearish87.8% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ32.08456.4%587.0%
25Δ16.77356.2%263.9%
30Δ13.76284.5%199.5%
35Δ10.75212.9%135.1%
40Δ7.74141.3%70.7%
45Δ
50Δ
55Δ5.71103.6%7.3%
60Δ19.23508.6%20.7%
65Δ7.68235.3%10.7%
70Δ14.09368.4%11.5%
75Δ
80Δ

20Δ

Calls
Pseudo strike
32.08
IV
456.4%
B/E move
587.0%
Puts
Pseudo strike
IV
B/E move

25Δ

Calls
Pseudo strike
16.77
IV
356.2%
B/E move
263.9%
Puts
Pseudo strike
IV
B/E move

30Δ

Calls
Pseudo strike
13.76
IV
284.5%
B/E move
199.5%
Puts
Pseudo strike
IV
B/E move

35Δ

Calls
Pseudo strike
10.75
IV
212.9%
B/E move
135.1%
Puts
Pseudo strike
IV
B/E move

40Δ

Calls
Pseudo strike
7.74
IV
141.3%
B/E move
70.7%
Puts
Pseudo strike
IV
B/E move

45Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

50Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

55Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
5.71
IV
103.6%
B/E move
7.3%

60Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
19.23
IV
508.6%
B/E move
20.7%

65Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
7.68
IV
235.3%
B/E move
10.7%

70Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
14.09
IV
368.4%
B/E move
11.5%

75Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

80Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

Options history

No recorded observations