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Stratasys, Ltd. Ordinary Shares (Israel) SSYS

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Market datapartial · fetched 2026-10-23T00:40:05.304Z

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 · 2026-10-22T22:07:07.159726707Z

FundamentalsAlpha Vantage · unavailable

Share price$6.85
1D-0.6%
AH$6.73$6.78$6.84$6.89$6.955:30 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)$0.10$0.73$1.37$2.00$2.63$-0.12$0.19$0.50$0.81$1.1220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICESSYS PRICE$0.17$0.20$0.24$0.27$0.35$0.41$0.48$0.55$0.61$0.68$0.74$0.81$0.87$1.02$1.50$1.98$2.45
PutsExpensive2.31×
CallsExpensive1.50×
SkewBearish+51.44 pp
Implied move——
TiltBearish86.7% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ9.2694.9%37.8%3.79227.5%49.8%
25Δ8.6885.5%29.8%4.21209.5%44.6%
30Δ8.1076.1%21.9%4.63191.5%39.4%
35Δ7.5366.6%13.9%5.05173.4%34.2%
40Δ5.48155.4%28.9%
45Δ5.90137.3%23.7%
50Δ6.32119.3%18.5%
55Δ6.74101.2%13.3%
60Δ7.1683.2%8.1%
65Δ7.6070.1%3.8%
70Δ8.1276.8%3.2%
75Δ8.6483.4%2.6%
80Δ9.1690.1%2.0%

20Δ

Calls
Pseudo strike
9.26
IV
94.9%
B/E move
37.8%
Puts
Pseudo strike
3.79
IV
227.5%
B/E move
49.8%

25Δ

Calls
Pseudo strike
8.68
IV
85.5%
B/E move
29.8%
Puts
Pseudo strike
4.21
IV
209.5%
B/E move
44.6%

30Δ

Calls
Pseudo strike
8.10
IV
76.1%
B/E move
21.9%
Puts
Pseudo strike
4.63
IV
191.5%
B/E move
39.4%

35Δ

Calls
Pseudo strike
7.53
IV
66.6%
B/E move
13.9%
Puts
Pseudo strike
5.05
IV
173.4%
B/E move
34.2%

40Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
5.48
IV
155.4%
B/E move
28.9%

45Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
5.90
IV
137.3%
B/E move
23.7%

50Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
6.32
IV
119.3%
B/E move
18.5%

55Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
6.74
IV
101.2%
B/E move
13.3%

60Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
7.16
IV
83.2%
B/E move
8.1%

65Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
7.60
IV
70.1%
B/E move
3.8%

70Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
8.12
IV
76.8%
B/E move
3.2%

75Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
8.64
IV
83.4%
B/E move
2.6%

80Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
9.16
IV
90.1%
B/E move
2.0%

Options history

No recorded observations