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Stewart Information Services Corp STC

FINANCIAL SERVICES · INSURANCE - PROPERTY & CASUALTY
i

Market dataready · fetched 2026-10-22T23:43:50.064Z

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 · 2026-10-22T23:00:00.001559786Z

FundamentalsAlpha Vantage · ready · quarter 2026-09-30 · fetched 2026-10-22T23:43:49.398333+00:00

Share price$49.24
1D-6.7%
AH$47$49$50$52$535:30 AM6:30 AM9:00 AM1:00 PM2:00 PMSTC
Sold putSold callAH

Stewart Information Services Corp options

Live interpolated STC call and put midpoint premiums by absolute delta.Stewart Information Services Corp$1.03$3.07$5.11$7.15$9.19$39.30$45.60$51.91$58.21$64.5120Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive STC spot · $49.24STC PRICE$2.45$2.45$2.45$2.45$2.51$2.58$2.68$3.23$3.77$4.32$4.86$5.40$7.50$2.45$1.25$1.52$1.79$2.07$2.34$2.61$3.40$4.44$5.48$6.52$7.56$8.60
PutsExpensive1.09×
CallsExpensive2.04×
SkewBullish-27.29 pp
Implied moveBalanced±$5.29
TiltBearish3.5% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ93.92202.5%95.7%38.57133.3%26.6%
25Δ70.32143.1%47.8%45.0055.8%11.1%
30Δ61.93111.5%30.7%45.9453.4%9.8%
35Δ56.2786.6%19.2%46.8850.9%8.4%
40Δ53.5773.0%13.9%47.8248.5%7.1%
45Δ51.7362.6%10.3%48.7646.1%5.7%
50Δ49.9452.9%6.9%49.7043.6%4.4%
55Δ48.9952.8%6.0%50.8643.4%3.6%
60Δ48.0352.8%5.2%52.1444.2%3.1%
65Δ47.0852.7%4.4%53.4145.1%2.7%
70Δ46.1252.7%3.5%54.6945.9%2.2%
75Δ45.1752.6%2.7%55.9646.7%1.7%
80Δ42.8963.5%2.3%57.2447.5%1.2%

20Δ

Calls
Pseudo strike
93.92
IV
202.5%
B/E move
95.7%
Puts
Pseudo strike
38.57
IV
133.3%
B/E move
26.6%

25Δ

Calls
Pseudo strike
70.32
IV
143.1%
B/E move
47.8%
Puts
Pseudo strike
45.00
IV
55.8%
B/E move
11.1%

30Δ

Calls
Pseudo strike
61.93
IV
111.5%
B/E move
30.7%
Puts
Pseudo strike
45.94
IV
53.4%
B/E move
9.8%

35Δ

Calls
Pseudo strike
56.27
IV
86.6%
B/E move
19.2%
Puts
Pseudo strike
46.88
IV
50.9%
B/E move
8.4%

40Δ

Calls
Pseudo strike
53.57
IV
73.0%
B/E move
13.9%
Puts
Pseudo strike
47.82
IV
48.5%
B/E move
7.1%

45Δ

Calls
Pseudo strike
51.73
IV
62.6%
B/E move
10.3%
Puts
Pseudo strike
48.76
IV
46.1%
B/E move
5.7%

50Δ

Calls
Pseudo strike
49.94
IV
52.9%
B/E move
6.9%
Puts
Pseudo strike
49.70
IV
43.6%
B/E move
4.4%

55Δ

Calls
Pseudo strike
48.99
IV
52.8%
B/E move
6.0%
Puts
Pseudo strike
50.86
IV
43.4%
B/E move
3.6%

60Δ

Calls
Pseudo strike
48.03
IV
52.8%
B/E move
5.2%
Puts
Pseudo strike
52.14
IV
44.2%
B/E move
3.1%

65Δ

Calls
Pseudo strike
47.08
IV
52.7%
B/E move
4.4%
Puts
Pseudo strike
53.41
IV
45.1%
B/E move
2.7%

70Δ

Calls
Pseudo strike
46.12
IV
52.7%
B/E move
3.5%
Puts
Pseudo strike
54.69
IV
45.9%
B/E move
2.2%

75Δ

Calls
Pseudo strike
45.17
IV
52.6%
B/E move
2.7%
Puts
Pseudo strike
55.96
IV
46.7%
B/E move
1.7%

80Δ

Calls
Pseudo strike
42.89
IV
63.5%
B/E move
2.3%
Puts
Pseudo strike
57.24
IV
47.5%
B/E move
1.2%

Options history

No recorded observations