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Stellantis NV STLA

CONSUMER CYCLICAL · AUTO MANUFACTURERS
i

Market dataready · fetched 2026-10-21T16:59:04.400Z

Delta surfaceAlpaca · derived absolute-delta buckets · 2026-10-23

Calculation methodology

Options historyIV: ThetaData daily EOD, 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 · 2026-10-21T16:58:55.239824432Z

FundamentalsAlpha Vantage · ready · quarter 2026-06-30 · fetched 2026-10-21T16:59:03.957502+00:00

Share price$4.26
1D-1.2%
$4.24$4.27$4.30$4.33$4.365:30 AM6:30 AM9:00 AM1:00 PMSTLA
Sold putSold call

Stellantis NV options

Live interpolated STLA call and put midpoint premiums by absolute delta.Stellantis NV$0.03$0.63$1.23$1.83$2.43$1.81$3.01$4.20$5.39$6.5920Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive STLA spot · $4.26STLA PRICE$0.46$0.40$0.09$0.42$0.50$0.58$0.65$0.73$0.80$0.88$0.95$1.03$1.10$0.27$0.33$0.56$0.77$0.98$1.18$1.39$1.60$1.78$1.90$2.02$2.14$2.26
PutsExpensive10.71×
CallsExpensive11.09×
SkewBearish+36.32 pp
Implied moveBearish±$2.04
TiltBearish33.3% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ8.58800.0%112.2%3.32581.5%28.5%
25Δ7.77800.0%91.9%3.57528.2%24.1%
30Δ4.68166.5%12.0%3.78604.7%24.6%
35Δ6.31713.5%58.2%4.08620.0%22.4%
40Δ6.03681.5%53.2%4.38635.4%20.2%
45Δ5.74649.6%48.3%4.68650.7%18.0%
50Δ5.46617.7%43.4%4.98666.0%15.8%
55Δ5.17585.8%38.4%5.28681.4%13.6%
60Δ4.88553.9%33.5%5.55681.1%11.5%
65Δ4.60522.0%28.5%5.75637.5%9.6%
70Δ4.31490.1%23.6%5.95593.9%7.8%
75Δ4.02458.2%18.6%6.15550.3%5.9%
80Δ3.74426.2%13.7%6.35506.6%4.0%

20Δ

Calls
Pseudo strike
8.58
IV
800.0%
B/E move
112.2%
Puts
Pseudo strike
3.32
IV
581.5%
B/E move
28.5%

25Δ

Calls
Pseudo strike
7.77
IV
800.0%
B/E move
91.9%
Puts
Pseudo strike
3.57
IV
528.2%
B/E move
24.1%

30Δ

Calls
Pseudo strike
4.68
IV
166.5%
B/E move
12.0%
Puts
Pseudo strike
3.78
IV
604.7%
B/E move
24.6%

35Δ

Calls
Pseudo strike
6.31
IV
713.5%
B/E move
58.2%
Puts
Pseudo strike
4.08
IV
620.0%
B/E move
22.4%

40Δ

Calls
Pseudo strike
6.03
IV
681.5%
B/E move
53.2%
Puts
Pseudo strike
4.38
IV
635.4%
B/E move
20.2%

45Δ

Calls
Pseudo strike
5.74
IV
649.6%
B/E move
48.3%
Puts
Pseudo strike
4.68
IV
650.7%
B/E move
18.0%

50Δ

Calls
Pseudo strike
5.46
IV
617.7%
B/E move
43.4%
Puts
Pseudo strike
4.98
IV
666.0%
B/E move
15.8%

55Δ

Calls
Pseudo strike
5.17
IV
585.8%
B/E move
38.4%
Puts
Pseudo strike
5.28
IV
681.4%
B/E move
13.6%

60Δ

Calls
Pseudo strike
4.88
IV
553.9%
B/E move
33.5%
Puts
Pseudo strike
5.55
IV
681.1%
B/E move
11.5%

65Δ

Calls
Pseudo strike
4.60
IV
522.0%
B/E move
28.5%
Puts
Pseudo strike
5.75
IV
637.5%
B/E move
9.6%

70Δ

Calls
Pseudo strike
4.31
IV
490.1%
B/E move
23.6%
Puts
Pseudo strike
5.95
IV
593.9%
B/E move
7.8%

75Δ

Calls
Pseudo strike
4.02
IV
458.2%
B/E move
18.6%
Puts
Pseudo strike
6.15
IV
550.3%
B/E move
5.9%

80Δ

Calls
Pseudo strike
3.74
IV
426.2%
B/E move
13.7%
Puts
Pseudo strike
6.35
IV
506.6%
B/E move
4.0%

Options history

No recorded observations