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Stellantis N.V. STLA

CONSUMER CYCLICAL · AUTO MANUFACTURERS
i

Market dataready · fetched 2026-11-10T22:20:03.774Z

Delta surfaceAlpaca · derived absolute-delta buckets · 2026-11-13

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 · 2026-11-10T22:17:03.137117512Z

FundamentalsAlpha Vantage · ready · quarter 2026-09-30 · fetched 2026-11-10T22:18:32.564430+00:00

Share price$4.28
1D-3.3%
AH$4.23$4.28$4.33$4.38$4.425:30 AM6:30 AM9:00 AM1:00 PM2:00 PMSTLA
Sold putSold callAH

Stellantis N.V. options

Live interpolated STLA call and put midpoint premiums by absolute delta.Stellantis N.V.$0.02$0.09$0.17$0.24$0.32$3.94$4.10$4.27$4.43$4.6020Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive STLA spot · $4.28STLA PRICE$0.03$0.05$0.07$0.09$0.11$0.13$0.15$0.17$0.19$0.21$0.23$0.25$0.27$0.04$0.06$0.08$0.09$0.11$0.13$0.15$0.17$0.18$0.20$0.22$0.24$0.30
PutsExpensive1.69×
CallsExpensive1.66×
SkewBearish+6.67 pp
Implied moveBalanced±$0.30
TiltBalanced0.4% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ4.5062.2%5.7%4.0476.7%6.7%
25Δ4.4662.8%5.3%4.0876.0%6.2%
30Δ4.4263.3%4.9%4.1175.2%5.6%
35Δ4.3863.9%4.5%4.1574.4%5.1%
40Δ4.3564.4%4.1%4.1973.6%4.6%
45Δ4.3165.0%3.7%4.2372.8%4.1%
50Δ4.2765.6%3.3%4.2772.0%3.6%
55Δ4.2466.1%2.9%4.3171.2%3.1%
60Δ4.2066.7%2.5%4.3570.4%2.6%
65Δ4.1667.2%2.2%4.3969.6%2.1%
70Δ4.1267.8%1.8%4.4368.8%1.6%
75Δ4.0968.3%1.4%4.4768.0%1.0%
80Δ4.0568.9%1.0%4.5570.5%0.6%

20Δ

Calls
Pseudo strike
4.50
IV
62.2%
B/E move
5.7%
Puts
Pseudo strike
4.04
IV
76.7%
B/E move
6.7%

25Δ

Calls
Pseudo strike
4.46
IV
62.8%
B/E move
5.3%
Puts
Pseudo strike
4.08
IV
76.0%
B/E move
6.2%

30Δ

Calls
Pseudo strike
4.42
IV
63.3%
B/E move
4.9%
Puts
Pseudo strike
4.11
IV
75.2%
B/E move
5.6%

35Δ

Calls
Pseudo strike
4.38
IV
63.9%
B/E move
4.5%
Puts
Pseudo strike
4.15
IV
74.4%
B/E move
5.1%

40Δ

Calls
Pseudo strike
4.35
IV
64.4%
B/E move
4.1%
Puts
Pseudo strike
4.19
IV
73.6%
B/E move
4.6%

45Δ

Calls
Pseudo strike
4.31
IV
65.0%
B/E move
3.7%
Puts
Pseudo strike
4.23
IV
72.8%
B/E move
4.1%

50Δ

Calls
Pseudo strike
4.27
IV
65.6%
B/E move
3.3%
Puts
Pseudo strike
4.27
IV
72.0%
B/E move
3.6%

55Δ

Calls
Pseudo strike
4.24
IV
66.1%
B/E move
2.9%
Puts
Pseudo strike
4.31
IV
71.2%
B/E move
3.1%

60Δ

Calls
Pseudo strike
4.20
IV
66.7%
B/E move
2.5%
Puts
Pseudo strike
4.35
IV
70.4%
B/E move
2.6%

65Δ

Calls
Pseudo strike
4.16
IV
67.2%
B/E move
2.2%
Puts
Pseudo strike
4.39
IV
69.6%
B/E move
2.1%

70Δ

Calls
Pseudo strike
4.12
IV
67.8%
B/E move
1.8%
Puts
Pseudo strike
4.43
IV
68.8%
B/E move
1.6%

75Δ

Calls
Pseudo strike
4.09
IV
68.3%
B/E move
1.4%
Puts
Pseudo strike
4.47
IV
68.0%
B/E move
1.0%

80Δ

Calls
Pseudo strike
4.05
IV
68.9%
B/E move
1.0%
Puts
Pseudo strike
4.55
IV
70.5%
B/E move
0.6%

Options history

IV · four-Friday blend165.55%
Daily close
STLA31.3%261.1%490.9%2026-08-28: 99.08%2026-08-31: 86.89%2026-09-01: 349.90%2026-09-03: 63.03%2026-09-04: 116.90%2026-09-24: 109.02%2026-09-25: 277.56%2026-09-28: 214.64%2026-09-29: 163.81%2026-10-02: 189.10%2026-10-05: 167.08%2026-10-08: 150.43%2026-10-09: 129.16%2026-10-13: 109.17%2026-10-16: 224.20%2026-10-21: 459.20%2026-10-23: 203.61%2026-10-26: 144.10%2026-10-27: 313.47%2026-10-28: 356.12%2026-10-30: 165.55%Aug 28Oct 5Oct 30
21 observations2026-08-28 — 2026-10-30
Table
DateIV (%)
99.08%
86.89%
349.90%
63.03%
116.90%
109.02%
277.56%
214.64%
163.81%
189.10%
167.08%
150.43%
129.16%
109.17%
224.20%
459.20%
203.61%
144.10%
313.47%
356.12%
165.55%