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STMicroelectronics NV ADRhedged STHH

i

Market dataready · fetched 2026-11-12T01:54:54.982Z

Delta surfaceAlpaca · derived absolute-delta buckets · 2027-01-15

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 · 2026-11-12T01:00:00.137425493Z

FundamentalsAlpha Vantage · ready · fetched 2026-11-12T01:54:54.245929+00:00

Share price$9.70
1D-0.3%
AH$9.61$9.68$9.76$9.84$9.915:30 AM6:30 AM9:00 AM1:00 PM2:00 PMSTHH
Sold putSold callAH

STMicroelectronics NV ADRhedged options

Live interpolated STHH call and put midpoint premiums by absolute delta.STMicroelectronics NV ADRhedged$0.91$1.14$1.37$1.60$1.83$-0.12$0.19$0.50$0.81$1.1220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ20Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —25Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —30Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —35Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —40Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —45Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —50Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —55Δ C unavailable: no unambiguous, price-consistent delta bracketC —70Δ P unavailable: no unambiguous, price-consistent delta bracketP —75Δ P unavailable: no unambiguous, price-consistent delta bracketP —80Δ P unavailable: no unambiguous, price-consistent delta bracketP —OPTION PRICESTHH PRICE$0.94$1.10$1.26$1.41$1.64$1.27$1.49$1.76
Puts——
Calls——
Skew——
Implied move——
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ
25Δ
30Δ
35Δ
40Δ
45Δ
50Δ
55Δ10.3556.3%6.3%
60Δ9.4848.6%7.4%10.6856.8%5.2%
65Δ9.2148.4%6.3%11.0557.6%4.3%
70Δ8.9548.2%5.2%
75Δ8.6848.0%4.1%
80Δ8.3648.8%3.1%

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

35Δ

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

40Δ

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

45Δ

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

50Δ

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

55Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
10.35
IV
56.3%
B/E move
6.3%

60Δ

Calls
Pseudo strike
9.48
IV
48.6%
B/E move
7.4%
Puts
Pseudo strike
10.68
IV
56.8%
B/E move
5.2%

65Δ

Calls
Pseudo strike
9.21
IV
48.4%
B/E move
6.3%
Puts
Pseudo strike
11.05
IV
57.6%
B/E move
4.3%

70Δ

Calls
Pseudo strike
8.95
IV
48.2%
B/E move
5.2%
Puts
Pseudo strike
IV
B/E move

75Δ

Calls
Pseudo strike
8.68
IV
48.0%
B/E move
4.1%
Puts
Pseudo strike
IV
B/E move

80Δ

Calls
Pseudo strike
8.36
IV
48.8%
B/E move
3.1%
Puts
Pseudo strike
IV
B/E move

Options history

IV · four-Friday blend60.28%
Daily EOD
STHH56.6%61.5%66.4%2026-10-19: 63.66%2026-10-20: 63.53%2026-10-21: 62.99%2026-10-22: 65.70%2026-10-23: 64.75%2026-10-26: 63.78%2026-10-27: 61.89%2026-10-28: 62.86%2026-10-29: 57.26%2026-10-30: 60.28%Oct 19Oct 23Oct 30
10 observations2026-10-19 — 2026-10-30
Table
DateIV (%)
63.66%
63.53%
62.99%
65.70%
64.75%
63.78%
61.89%
62.86%
57.26%
60.28%