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Stagwell Inc. Class A Common Stock STGW

COMMUNICATION SERVICES · ADVERTISING AGENCIES
i

Market dataready · fetched 2026-11-12T17:04:40.382Z

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: 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 · 2026-11-12T17:04:31.097854552Z

FundamentalsAlpha Vantage · ready · quarter 2026-09-30 · fetched 2026-11-12T16:57:29.515866+00:00

Share price$11.35
1D+0.4%
$11.32$11.37$11.42$11.47$11.525:30 AM6:30 AM9:00 AM1:00 PMSTGW
Sold putSold call

Stagwell Inc. Class A Common Stock options

Live interpolated STGW call and put midpoint premiums by absolute delta.Stagwell Inc. Class A Common Stock$0.43$0.82$1.20$1.58$1.96$9.02$10.21$11.39$12.58$13.7720Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ20Δ C unavailable: no unambiguous, price-consistent delta bracketC —25Δ C unavailable: no unambiguous, price-consistent delta bracketC —30Δ P unavailable: no unambiguous, price-consistent delta bracketP —35Δ P unavailable: no unambiguous, price-consistent delta bracketP —80Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —OPTION PRICELive STGW spot · $11.35STGW PRICE$0.61$0.47$0.48$0.52$0.56$0.60$0.64$0.74$1.03$1.33$0.68$0.69$0.51$0.60$0.70$0.80$0.90$1.05$1.45$1.85
Puts——
Calls——
Skew——
Implied moveBearish±$1.26
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ8.65289.0%29.7%
25Δ9.52230.5%22.2%
30Δ14.31222.3%31.5%
35Δ12.60134.9%15.2%
40Δ11.99107.8%9.9%11.0795.5%7.0%
45Δ11.79100.3%8.4%11.2693.8%6.1%
50Δ11.5892.8%6.9%11.4592.1%5.3%
55Δ11.3785.2%5.5%11.6590.4%4.4%
60Δ11.1677.7%4.0%11.8488.8%3.6%
65Δ10.9374.9%2.8%12.0889.9%2.8%
70Δ10.6188.8%2.6%12.52102.7%2.5%
75Δ10.30102.8%2.4%12.95115.4%2.2%
80Δ

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
8.65
IV
289.0%
B/E move
29.7%

25Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
9.52
IV
230.5%
B/E move
22.2%

30Δ

Calls
Pseudo strike
14.31
IV
222.3%
B/E move
31.5%
Puts
Pseudo strike
IV
B/E move

35Δ

Calls
Pseudo strike
12.60
IV
134.9%
B/E move
15.2%
Puts
Pseudo strike
IV
B/E move

40Δ

Calls
Pseudo strike
11.99
IV
107.8%
B/E move
9.9%
Puts
Pseudo strike
11.07
IV
95.5%
B/E move
7.0%

45Δ

Calls
Pseudo strike
11.79
IV
100.3%
B/E move
8.4%
Puts
Pseudo strike
11.26
IV
93.8%
B/E move
6.1%

50Δ

Calls
Pseudo strike
11.58
IV
92.8%
B/E move
6.9%
Puts
Pseudo strike
11.45
IV
92.1%
B/E move
5.3%

55Δ

Calls
Pseudo strike
11.37
IV
85.2%
B/E move
5.5%
Puts
Pseudo strike
11.65
IV
90.4%
B/E move
4.4%

60Δ

Calls
Pseudo strike
11.16
IV
77.7%
B/E move
4.0%
Puts
Pseudo strike
11.84
IV
88.8%
B/E move
3.6%

65Δ

Calls
Pseudo strike
10.93
IV
74.9%
B/E move
2.8%
Puts
Pseudo strike
12.08
IV
89.9%
B/E move
2.8%

70Δ

Calls
Pseudo strike
10.61
IV
88.8%
B/E move
2.6%
Puts
Pseudo strike
12.52
IV
102.7%
B/E move
2.5%

75Δ

Calls
Pseudo strike
10.30
IV
102.8%
B/E move
2.4%
Puts
Pseudo strike
12.95
IV
115.4%
B/E move
2.2%

80Δ

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

Options history

IV · four-Friday blend73.37%
Daily EOD
STGW72.1%81.0%89.9%2026-10-19: 76.24%2026-10-20: 76.05%2026-10-21: 84.71%2026-10-22: 76.15%2026-10-23: 84.00%2026-10-26: 75.42%2026-10-27: 74.85%2026-10-28: 76.02%2026-10-29: 88.63%2026-10-30: 73.37%Oct 19Oct 23Oct 30
10 observations2026-10-19 — 2026-10-30
Table
DateIV (%)
76.24%
76.05%
84.71%
76.15%
84.00%
75.42%
74.85%
76.02%
88.63%
73.37%