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Stellantis NV STLA

CONSUMER CYCLICAL · AUTO MANUFACTURERS
i

Market dataready · fetched 2026-10-21T17:47:53.271Z

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

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 · 2026-10-21T17:47:51.030706796Z

FundamentalsAlpha Vantage · ready · quarter 2026-06-30 · fetched 2026-10-21T17:47:52.692354+00:00

Share price$4.27
1D-1.0%
$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$0.87$1.71$2.54$3.38$1.89$3.08$4.28$5.48$6.6820Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive STLA spot · $4.27STLA PRICE$0.47$0.40$0.12$0.43$0.51$0.60$0.68$0.77$0.85$0.94$1.02$1.10$1.19$0.25$0.35$0.52$0.68$0.84$0.99$1.15$2.19$2.42$3.14$2.38$1.54$0.70
PutsExpensive10.37×
CallsExpensive12.51×
SkewBullish-7.03 pp
Implied moveBearish±$1.83
TiltBearish30.8% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ8.54800.0%110.9%3.39530.8%26.3%
25Δ7.74800.0%90.6%3.54558.5%25.2%
30Δ4.95225.1%18.7%3.75601.9%24.5%
35Δ6.30719.9%57.7%4.01606.2%22.1%
40Δ6.00693.0%52.6%4.27610.4%19.6%
45Δ5.70666.1%47.5%4.53614.7%17.2%
50Δ5.40639.1%42.4%4.79619.0%14.7%
55Δ5.09612.2%37.2%5.54800.0%21.7%
60Δ4.79585.3%32.1%5.98800.0%16.5%
65Δ4.49558.4%27.0%6.48800.0%21.9%
70Δ4.18531.4%21.9%5.95601.3%16.2%
75Δ3.88504.5%16.8%5.38393.2%10.0%
80Δ3.58477.6%11.6%4.81185.2%3.8%

20Δ

Calls
Pseudo strike
8.54
IV
800.0%
B/E move
110.9%
Puts
Pseudo strike
3.39
IV
530.8%
B/E move
26.3%

25Δ

Calls
Pseudo strike
7.74
IV
800.0%
B/E move
90.6%
Puts
Pseudo strike
3.54
IV
558.5%
B/E move
25.2%

30Δ

Calls
Pseudo strike
4.95
IV
225.1%
B/E move
18.7%
Puts
Pseudo strike
3.75
IV
601.9%
B/E move
24.5%

35Δ

Calls
Pseudo strike
6.30
IV
719.9%
B/E move
57.7%
Puts
Pseudo strike
4.01
IV
606.2%
B/E move
22.1%

40Δ

Calls
Pseudo strike
6.00
IV
693.0%
B/E move
52.6%
Puts
Pseudo strike
4.27
IV
610.4%
B/E move
19.6%

45Δ

Calls
Pseudo strike
5.70
IV
666.1%
B/E move
47.5%
Puts
Pseudo strike
4.53
IV
614.7%
B/E move
17.2%

50Δ

Calls
Pseudo strike
5.40
IV
639.1%
B/E move
42.4%
Puts
Pseudo strike
4.79
IV
619.0%
B/E move
14.7%

55Δ

Calls
Pseudo strike
5.09
IV
612.2%
B/E move
37.2%
Puts
Pseudo strike
5.54
IV
800.0%
B/E move
21.7%

60Δ

Calls
Pseudo strike
4.79
IV
585.3%
B/E move
32.1%
Puts
Pseudo strike
5.98
IV
800.0%
B/E move
16.5%

65Δ

Calls
Pseudo strike
4.49
IV
558.4%
B/E move
27.0%
Puts
Pseudo strike
6.48
IV
800.0%
B/E move
21.9%

70Δ

Calls
Pseudo strike
4.18
IV
531.4%
B/E move
21.9%
Puts
Pseudo strike
5.95
IV
601.3%
B/E move
16.2%

75Δ

Calls
Pseudo strike
3.88
IV
504.5%
B/E move
16.8%
Puts
Pseudo strike
5.38
IV
393.2%
B/E move
10.0%

80Δ

Calls
Pseudo strike
3.58
IV
477.6%
B/E move
11.6%
Puts
Pseudo strike
4.81
IV
185.2%
B/E move
3.8%

Options history

No recorded observations