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Stagwell Inc STGW

COMMUNICATION SERVICES · ADVERTISING AGENCIES
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Market dataready · fetched 2026-10-23T01:36:57.876Z

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 · 2026-10-22T20:00:00.243332712Z

FundamentalsAlpha Vantage · ready · quarter 2026-06-30 · fetched 2026-10-23T01:36:57.457964+00:00

Share price$8.99
1D+1.4%
AH$8.85$8.91$8.97$9.02$9.085:30 AM6:30 AM9:00 AM1:00 PM2:00 PMSTGW
Sold putSold callAH

Stagwell Inc options

Live interpolated STGW call and put midpoint premiums by absolute delta.Stagwell Inc$0.14$1.69$3.23$4.78$6.32$5.60$7.17$8.75$10.32$11.9020Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive STGW spot · $8.99STGW PRICE$0.75$0.39$0.46$0.54$0.61$0.71$0.92$1.13$1.34$1.69$2.19$0.47$0.31$0.45$0.58$0.72$0.86$1.46$1.97$2.16$2.35$3.60$3.64$5.88
PutsExpensive2.47×
CallsExpensive1.78×
SkewBearish+19.08 pp
Implied moveBearish±$2.07
TiltBearish39.0% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ7.02137.5%27.1%
25Δ8.0273.0%14.3%
30Δ14.42204.9%68.7%8.2776.1%13.0%
35Δ9.9671.9%15.1%8.5179.2%11.8%
40Δ9.7170.4%13.1%8.7682.3%10.6%
45Δ9.4668.8%11.2%9.0185.8%9.4%
50Δ9.2167.3%9.2%9.57110.9%9.8%
55Δ8.9567.1%7.5%10.08128.9%9.8%
60Δ8.6873.4%6.8%10.43122.4%8.0%
65Δ8.4179.6%6.2%10.78116.0%6.3%
70Δ8.1485.9%5.5%12.08139.4%5.6%
75Δ7.7497.7%4.9%12.26127.8%4.1%
80Δ7.20115.6%4.4%14.57153.7%3.3%

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
7.02
IV
137.5%
B/E move
27.1%

25Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
8.02
IV
73.0%
B/E move
14.3%

30Δ

Calls
Pseudo strike
14.42
IV
204.9%
B/E move
68.7%
Puts
Pseudo strike
8.27
IV
76.1%
B/E move
13.0%

35Δ

Calls
Pseudo strike
9.96
IV
71.9%
B/E move
15.1%
Puts
Pseudo strike
8.51
IV
79.2%
B/E move
11.8%

40Δ

Calls
Pseudo strike
9.71
IV
70.4%
B/E move
13.1%
Puts
Pseudo strike
8.76
IV
82.3%
B/E move
10.6%

45Δ

Calls
Pseudo strike
9.46
IV
68.8%
B/E move
11.2%
Puts
Pseudo strike
9.01
IV
85.8%
B/E move
9.4%

50Δ

Calls
Pseudo strike
9.21
IV
67.3%
B/E move
9.2%
Puts
Pseudo strike
9.57
IV
110.9%
B/E move
9.8%

55Δ

Calls
Pseudo strike
8.95
IV
67.1%
B/E move
7.5%
Puts
Pseudo strike
10.08
IV
128.9%
B/E move
9.8%

60Δ

Calls
Pseudo strike
8.68
IV
73.4%
B/E move
6.8%
Puts
Pseudo strike
10.43
IV
122.4%
B/E move
8.0%

65Δ

Calls
Pseudo strike
8.41
IV
79.6%
B/E move
6.2%
Puts
Pseudo strike
10.78
IV
116.0%
B/E move
6.3%

70Δ

Calls
Pseudo strike
8.14
IV
85.9%
B/E move
5.5%
Puts
Pseudo strike
12.08
IV
139.4%
B/E move
5.6%

75Δ

Calls
Pseudo strike
7.74
IV
97.7%
B/E move
4.9%
Puts
Pseudo strike
12.26
IV
127.8%
B/E move
4.1%

80Δ

Calls
Pseudo strike
7.20
IV
115.6%
B/E move
4.4%
Puts
Pseudo strike
14.57
IV
153.7%
B/E move
3.3%

Options history

No recorded observations