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Stem, Inc. STEM

UTILITIES · UTILITIES - RENEWABLE
i

Market dataready · fetched 2026-11-07T02:29:33.176Z

Delta surfaceAlpaca · derived absolute-delta buckets · 2026-12-18

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 · 2026-11-07T00:49:46.366287668Z

FundamentalsAlpha Vantage · ready · quarter 2026-06-30 · fetched 2026-11-07T02:29:32.188047+00:00

Share price$2.46
1D+8.3%
AH$2.20$2.28$2.37$2.46$2.545:30 AM6:30 AM9:00 AM1:00 PM2:00 PMSTEM
Sold putSold callAH

Stem, Inc. options

Live interpolated STEM call and put midpoint premiums by absolute delta.Stem, Inc.$0.30$0.90$1.51$2.11$2.71$0.67$1.85$3.03$4.21$5.3920Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ20Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —25Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —30Δ P unavailable: no unambiguous, price-consistent delta bracketP —35Δ P unavailable: no unambiguous, price-consistent delta bracketP —40Δ P unavailable: no unambiguous, price-consistent delta bracketP —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/P unavailable: no unambiguous, price-consistent delta bracketC/P —OPTION PRICELive STEM spot · $2.46STEM PRICE$0.36$0.38$0.38$0.38$0.38$0.38$0.73$1.03$1.33$1.64$1.94$2.24$2.54
Puts——
Calls——
Skew——
Implied moveBearish±$1.41
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ
25Δ
30Δ12.66400.0%429.5%
35Δ7.22321.0%208.7%
40Δ6.13274.0%164.5%
45Δ5.04227.0%120.3%2.77151.4%17.3%
50Δ3.95180.1%76.1%3.11158.0%15.4%
55Δ2.87133.1%31.9%3.46164.5%13.6%
60Δ3.81171.1%11.8%
65Δ4.15177.7%9.9%
70Δ4.50184.2%8.1%
75Δ4.84190.8%6.3%
80Δ

20Δ

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

25Δ

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

30Δ

Calls
Pseudo strike
12.66
IV
400.0%
B/E move
429.5%
Puts
Pseudo strike
IV
B/E move

35Δ

Calls
Pseudo strike
7.22
IV
321.0%
B/E move
208.7%
Puts
Pseudo strike
IV
B/E move

40Δ

Calls
Pseudo strike
6.13
IV
274.0%
B/E move
164.5%
Puts
Pseudo strike
IV
B/E move

45Δ

Calls
Pseudo strike
5.04
IV
227.0%
B/E move
120.3%
Puts
Pseudo strike
2.77
IV
151.4%
B/E move
17.3%

50Δ

Calls
Pseudo strike
3.95
IV
180.1%
B/E move
76.1%
Puts
Pseudo strike
3.11
IV
158.0%
B/E move
15.4%

55Δ

Calls
Pseudo strike
2.87
IV
133.1%
B/E move
31.9%
Puts
Pseudo strike
3.46
IV
164.5%
B/E move
13.6%

60Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
3.81
IV
171.1%
B/E move
11.8%

65Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
4.15
IV
177.7%
B/E move
9.9%

70Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
4.50
IV
184.2%
B/E move
8.1%

75Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
4.84
IV
190.8%
B/E move
6.3%

80Δ

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

Options history

IV · four-Friday blend—
Daily close

No recorded observations

0 observations