Stewart Information Services Corporation STC
i
Market dataready · fetched 2026-11-12T00:54:19.738Z
Delta surfaceAlpaca · derived absolute-delta buckets · 2026-11-20
Calculation methodologyOptions 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 dataPriceAlpaca · sip · 2026-11-12T00:00:00.001528592Z
FundamentalsSEC EDGAR · ready · as of 2026-09-30 · fetched 2026-11-12T00:54:19.195862+00:00
Stewart Information Services Corporation options
Table
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | ||||||
| 25Δ | 41.66 | 51.7% | 7.3% | |||
| 30Δ | 55.16 | 208.7% | 30.4% | 42.19 | 52.4% | 6.6% |
| 35Δ | 52.68 | 187.0% | 25.0% | 42.72 | 53.2% | 5.8% |
| 40Δ | 49.86 | 156.2% | 18.6% | 43.24 | 53.9% | 5.1% |
| 45Δ | 47.03 | 125.3% | 12.2% | 43.77 | 54.6% | 4.3% |
| 50Δ | 44.82 | 101.5% | 7.4% | 44.30 | 55.4% | 3.6% |
| 55Δ | 44.18 | 95.5% | 6.5% | 44.82 | 56.1% | 2.8% |
| 60Δ | 43.55 | 89.5% | 5.6% | 45.66 | 59.6% | 2.4% |
| 65Δ | 42.91 | 83.5% | 4.7% | 46.65 | 64.4% | 2.1% |
| 70Δ | 42.27 | 77.5% | 3.8% | 47.63 | 69.3% | 1.8% |
| 75Δ | 41.64 | 71.5% | 2.9% | 48.62 | 74.1% | 1.5% |
| 80Δ | 41.00 | 65.5% | 2.0% | 49.61 | 79.0% | 1.2% |
20Δ
- Pseudo strike
- IV
- B/E move
- Pseudo strike
- IV
- B/E move
25Δ
- Pseudo strike
- IV
- B/E move
- Pseudo strike
- 41.66
- IV
- 51.7%
- B/E move
- 7.3%
30Δ
- Pseudo strike
- 55.16
- IV
- 208.7%
- B/E move
- 30.4%
- Pseudo strike
- 42.19
- IV
- 52.4%
- B/E move
- 6.6%
35Δ
- Pseudo strike
- 52.68
- IV
- 187.0%
- B/E move
- 25.0%
- Pseudo strike
- 42.72
- IV
- 53.2%
- B/E move
- 5.8%
40Δ
- Pseudo strike
- 49.86
- IV
- 156.2%
- B/E move
- 18.6%
- Pseudo strike
- 43.24
- IV
- 53.9%
- B/E move
- 5.1%
45Δ
- Pseudo strike
- 47.03
- IV
- 125.3%
- B/E move
- 12.2%
- Pseudo strike
- 43.77
- IV
- 54.6%
- B/E move
- 4.3%
50Δ
- Pseudo strike
- 44.82
- IV
- 101.5%
- B/E move
- 7.4%
- Pseudo strike
- 44.30
- IV
- 55.4%
- B/E move
- 3.6%
55Δ
- Pseudo strike
- 44.18
- IV
- 95.5%
- B/E move
- 6.5%
- Pseudo strike
- 44.82
- IV
- 56.1%
- B/E move
- 2.8%
60Δ
- Pseudo strike
- 43.55
- IV
- 89.5%
- B/E move
- 5.6%
- Pseudo strike
- 45.66
- IV
- 59.6%
- B/E move
- 2.4%
65Δ
- Pseudo strike
- 42.91
- IV
- 83.5%
- B/E move
- 4.7%
- Pseudo strike
- 46.65
- IV
- 64.4%
- B/E move
- 2.1%
70Δ
- Pseudo strike
- 42.27
- IV
- 77.5%
- B/E move
- 3.8%
- Pseudo strike
- 47.63
- IV
- 69.3%
- B/E move
- 1.8%
75Δ
- Pseudo strike
- 41.64
- IV
- 71.5%
- B/E move
- 2.9%
- Pseudo strike
- 48.62
- IV
- 74.1%
- B/E move
- 1.5%
80Δ
- Pseudo strike
- 41.00
- IV
- 65.5%
- B/E move
- 2.0%
- Pseudo strike
- 49.61
- IV
- 79.0%
- B/E move
- 1.2%
Options history
Table
| Date | IV (%) |
|---|---|
| 40.27% | |
| 40.35% | |
| 41.70% | |
| 39.24% | |
| 40.98% | |
| 46.72% | |
| 44.92% | |
| 42.28% | |
| 47.45% | |
| 39.64% |
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