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STMicroelectronics NV ADRhedged STHH

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Market datapartial · fetched 2026-10-22T23:44:58.275Z

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 · 2026-10-22T22:30:00.001819611Z

FundamentalsAlpha Vantage · unavailable

Share price$9.18
1D-1.4%
AH$9.27$9.34$9.42$9.49$9.565:30 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$0.38$0.82$1.26$1.70$2.14$6.47$8.02$9.57$11.12$12.6720Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive STHH spot · $9.18STHH PRICE$0.42$0.43$0.49$0.54$0.60$0.66$0.72$0.78$0.88$1.04$1.21$1.38$1.61$0.46$0.49$0.55$0.61$0.68$0.77$0.87$0.96$1.06$1.18$1.45$1.73$2.02
PutsExpensive1.32×
CallsExpensive2.07×
SkewBullish-14.10 pp
Implied moveBearish±$1.59
TiltBearish8.8% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ16.35184.9%82.8%7.18133.7%26.8%
25Δ12.81135.0%44.3%7.82110.0%20.2%
30Δ11.64118.8%32.2%8.2497.4%16.2%
35Δ10.81104.7%23.7%8.5789.3%13.3%
40Δ10.2594.8%18.2%8.9081.2%10.4%
45Δ9.8387.0%14.3%9.1576.5%8.7%
50Δ9.5280.8%11.6%9.3773.2%7.3%
55Δ9.2174.7%8.9%9.5969.9%6.0%
60Δ8.9270.7%6.7%9.8166.6%4.7%
65Δ8.6771.8%5.8%10.0363.8%3.5%
70Δ8.4173.0%4.8%10.3765.5%2.9%
75Δ8.1574.1%3.8%10.7067.2%2.2%
80Δ7.8475.7%2.9%11.0568.5%1.6%

20Δ

Calls
Pseudo strike
16.35
IV
184.9%
B/E move
82.8%
Puts
Pseudo strike
7.18
IV
133.7%
B/E move
26.8%

25Δ

Calls
Pseudo strike
12.81
IV
135.0%
B/E move
44.3%
Puts
Pseudo strike
7.82
IV
110.0%
B/E move
20.2%

30Δ

Calls
Pseudo strike
11.64
IV
118.8%
B/E move
32.2%
Puts
Pseudo strike
8.24
IV
97.4%
B/E move
16.2%

35Δ

Calls
Pseudo strike
10.81
IV
104.7%
B/E move
23.7%
Puts
Pseudo strike
8.57
IV
89.3%
B/E move
13.3%

40Δ

Calls
Pseudo strike
10.25
IV
94.8%
B/E move
18.2%
Puts
Pseudo strike
8.90
IV
81.2%
B/E move
10.4%

45Δ

Calls
Pseudo strike
9.83
IV
87.0%
B/E move
14.3%
Puts
Pseudo strike
9.15
IV
76.5%
B/E move
8.7%

50Δ

Calls
Pseudo strike
9.52
IV
80.8%
B/E move
11.6%
Puts
Pseudo strike
9.37
IV
73.2%
B/E move
7.3%

55Δ

Calls
Pseudo strike
9.21
IV
74.7%
B/E move
8.9%
Puts
Pseudo strike
9.59
IV
69.9%
B/E move
6.0%

60Δ

Calls
Pseudo strike
8.92
IV
70.7%
B/E move
6.7%
Puts
Pseudo strike
9.81
IV
66.6%
B/E move
4.7%

65Δ

Calls
Pseudo strike
8.67
IV
71.8%
B/E move
5.8%
Puts
Pseudo strike
10.03
IV
63.8%
B/E move
3.5%

70Δ

Calls
Pseudo strike
8.41
IV
73.0%
B/E move
4.8%
Puts
Pseudo strike
10.37
IV
65.5%
B/E move
2.9%

75Δ

Calls
Pseudo strike
8.15
IV
74.1%
B/E move
3.8%
Puts
Pseudo strike
10.70
IV
67.2%
B/E move
2.2%

80Δ

Calls
Pseudo strike
7.84
IV
75.7%
B/E move
2.9%
Puts
Pseudo strike
11.05
IV
68.5%
B/E move
1.6%

Options history

No recorded observations