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Stratasys, Ltd. Ordinary Shares (Israel) SSYS

i

Market datapartial · fetched 2026-11-12T02:38:17.857Z

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 · 2026-11-12T00:36:41.594392096Z

FundamentalsAlpha Vantage · unavailable

Share price$6.69
1D-0.6%
AH$6.46$6.52$6.59$6.65$6.725:30 AM6:30 AM9:00 AM1:00 PM2:00 PMSSYS
Sold putSold callAH

Stratasys, Ltd. Ordinary Shares (Israel) options

Live interpolated SSYS call and put midpoint premiums by absolute delta.Stratasys, Ltd. Ordinary Shares (Israel)$0.01$0.88$1.76$2.63$3.51$-0.12$0.19$0.50$0.81$1.1220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ25Δ C unavailable: no unambiguous, price-consistent delta bracketC —30Δ C unavailable: no unambiguous, price-consistent delta bracketC —35Δ C unavailable: no unambiguous, price-consistent delta bracketC —40Δ C unavailable: no unambiguous, price-consistent delta bracketC —45Δ C unavailable: no unambiguous, price-consistent delta bracketC —50Δ C unavailable: no unambiguous, price-consistent delta bracketC —55Δ C unavailable: no unambiguous, price-consistent delta bracketC —60Δ C unavailable: no unambiguous, price-consistent delta bracketC —65Δ C unavailable: no unambiguous, price-consistent delta bracketC —70Δ C unavailable: no unambiguous, price-consistent delta bracketC —75Δ C unavailable: no unambiguous, price-consistent delta bracketC —80Δ C unavailable: no unambiguous, price-consistent delta bracketC —OPTION PRICESSYS PRICE$0.11$0.32$0.41$0.51$0.60$0.70$0.79$0.89$0.99$1.08$1.32$1.97$2.61$3.25
PutsExpensive2.04×
Calls——
Skew——
Implied move——
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ7.99101.3%20.9%5.65127.6%20.3%
25Δ5.86130.5%18.6%
30Δ6.08133.4%16.8%
35Δ6.29136.3%15.1%
40Δ6.50139.2%13.4%
45Δ6.71142.1%11.6%
50Δ6.92145.0%9.9%
55Δ7.13147.9%8.2%
60Δ7.35150.8%6.4%
65Δ7.68159.1%5.0%
70Δ8.37181.8%4.4%
75Δ9.05204.5%3.8%
80Δ9.74227.3%3.1%

20Δ

Calls
Pseudo strike
7.99
IV
101.3%
B/E move
20.9%
Puts
Pseudo strike
5.65
IV
127.6%
B/E move
20.3%

25Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
5.86
IV
130.5%
B/E move
18.6%

30Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
6.08
IV
133.4%
B/E move
16.8%

35Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
6.29
IV
136.3%
B/E move
15.1%

40Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
6.50
IV
139.2%
B/E move
13.4%

45Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
6.71
IV
142.1%
B/E move
11.6%

50Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
6.92
IV
145.0%
B/E move
9.9%

55Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
7.13
IV
147.9%
B/E move
8.2%

60Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
7.35
IV
150.8%
B/E move
6.4%

65Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
7.68
IV
159.1%
B/E move
5.0%

70Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
8.37
IV
181.8%
B/E move
4.4%

75Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
9.05
IV
204.5%
B/E move
3.8%

80Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
9.74
IV
227.3%
B/E move
3.1%

Options history

IV · four-Friday blend—
Daily EOD

No recorded observations

0 observations