IntraAlpha
Create free account Start free

Stepstone Group Inc STEP

FINANCIAL SERVICES · ASSET MANAGEMENT
i

Market dataready · fetched 2026-10-22T21:08:21.270Z

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 · 2026-10-22T20:00:04.052451528Z

FundamentalsAlpha Vantage · ready · quarter 2026-06-30 · fetched 2026-10-22T21:08:17.637551+00:00

Share price$43.47
1D+3.5%
AH$41.35$42.11$42.88$43.65$44.415:30 AM6:30 AM9:00 AM1:00 PM2:00 PMSTEP
Sold putSold callAH

Stepstone Group Inc options

Live interpolated STEP call and put midpoint premiums by absolute delta.Stepstone Group Inc$0.56$2.45$4.33$6.21$8.10$33.42$38.50$43.57$48.65$53.7320Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive STEP spot · $43.47STEP PRICE$0.77$1.35$1.57$1.80$2.03$2.26$2.78$3.35$3.92$4.49$5.07$6.22$7.55$1.36$1.47$1.71$2.27$2.82$3.37$3.93$4.44$4.91$5.38$5.85$6.33$6.80
PutsExpensive1.40×
CallsExpensive1.50×
SkewBullish-1.70 pp
Implied moveBearish±$6.70
TiltBearish8.0% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ51.6062.1%20.5%36.1390.7%20.0%
25Δ53.4884.6%26.1%38.4075.3%15.0%
30Δ51.4578.5%22.0%40.3164.9%11.2%
35Δ49.4172.5%17.8%41.3666.0%10.1%
40Δ47.3866.4%13.7%42.4067.1%9.0%
45Δ45.3460.3%9.5%43.4468.2%7.8%
50Δ44.1860.4%8.0%44.4969.3%6.7%
55Δ43.1961.6%7.1%45.4468.1%5.7%
60Δ42.2062.9%6.1%46.2964.7%4.8%
65Δ41.2264.2%5.2%47.1561.3%3.9%
70Δ40.2365.4%4.2%48.0157.9%3.0%
75Δ38.7568.9%3.5%48.8654.5%2.1%
80Δ37.1373.0%2.8%49.7251.1%1.3%

20Δ

Calls
Pseudo strike
51.60
IV
62.1%
B/E move
20.5%
Puts
Pseudo strike
36.13
IV
90.7%
B/E move
20.0%

25Δ

Calls
Pseudo strike
53.48
IV
84.6%
B/E move
26.1%
Puts
Pseudo strike
38.40
IV
75.3%
B/E move
15.0%

30Δ

Calls
Pseudo strike
51.45
IV
78.5%
B/E move
22.0%
Puts
Pseudo strike
40.31
IV
64.9%
B/E move
11.2%

35Δ

Calls
Pseudo strike
49.41
IV
72.5%
B/E move
17.8%
Puts
Pseudo strike
41.36
IV
66.0%
B/E move
10.1%

40Δ

Calls
Pseudo strike
47.38
IV
66.4%
B/E move
13.7%
Puts
Pseudo strike
42.40
IV
67.1%
B/E move
9.0%

45Δ

Calls
Pseudo strike
45.34
IV
60.3%
B/E move
9.5%
Puts
Pseudo strike
43.44
IV
68.2%
B/E move
7.8%

50Δ

Calls
Pseudo strike
44.18
IV
60.4%
B/E move
8.0%
Puts
Pseudo strike
44.49
IV
69.3%
B/E move
6.7%

55Δ

Calls
Pseudo strike
43.19
IV
61.6%
B/E move
7.1%
Puts
Pseudo strike
45.44
IV
68.1%
B/E move
5.7%

60Δ

Calls
Pseudo strike
42.20
IV
62.9%
B/E move
6.1%
Puts
Pseudo strike
46.29
IV
64.7%
B/E move
4.8%

65Δ

Calls
Pseudo strike
41.22
IV
64.2%
B/E move
5.2%
Puts
Pseudo strike
47.15
IV
61.3%
B/E move
3.9%

70Δ

Calls
Pseudo strike
40.23
IV
65.4%
B/E move
4.2%
Puts
Pseudo strike
48.01
IV
57.9%
B/E move
3.0%

75Δ

Calls
Pseudo strike
38.75
IV
68.9%
B/E move
3.5%
Puts
Pseudo strike
48.86
IV
54.5%
B/E move
2.1%

80Δ

Calls
Pseudo strike
37.13
IV
73.0%
B/E move
2.8%
Puts
Pseudo strike
49.72
IV
51.1%
B/E move
1.3%

Options history

No recorded observations