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Steel Dynamics, Inc. STLD

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Market datapartial · fetched 2026-10-23T02:57:28.551Z

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 · 2026-10-22T20:00:08.145784456Z

FundamentalsAlpha Vantage · unavailable

Share price$239.90
1D-0.8%
AH$232$235$237$240$2435:30 AM6:30 AM9:00 AM1:00 PM2:00 PMSTLD
Sold putSold callAH

Steel Dynamics, Inc. options

Live interpolated STLD call and put midpoint premiums by absolute delta.Steel Dynamics, Inc.$2.26$9.62$16.98$24.35$31.71$195.22$215.89$236.56$257.22$277.8920Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive STLD spot · $239.90STLD PRICE$3.06$3.68$4.70$5.76$7.00$8.53$10.07$11.75$13.68$15.61$18.05$21.10$24.22$3.35$4.26$5.18$6.58$8.20$9.82$11.68$13.70$15.71$18.15$20.71$23.59$29.59
PutsCheap0.72×
CallsCheap0.89×
SkewNeutral-0.16 pp
Implied moveBearish±$21.75
TiltBearish7.3% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ268.6343.0%13.2%219.2842.0%10.0%
25Δ260.5638.5%10.1%224.0739.9%8.4%
30Δ256.3438.1%8.8%228.6438.0%6.9%
35Δ252.4137.9%7.6%232.2938.0%5.9%
40Δ248.7238.1%6.6%235.5538.7%5.2%
45Δ245.4238.8%5.9%238.8239.5%4.5%
50Δ242.1139.4%5.1%242.2239.8%3.9%
55Δ238.7639.8%4.4%245.6939.7%3.3%
60Δ235.3139.8%3.8%249.1639.7%2.7%
65Δ231.8639.8%3.2%252.8439.3%2.2%
70Δ228.0840.1%2.6%256.5938.8%1.7%
75Δ223.9040.7%2.1%260.6138.6%1.2%
80Δ219.6641.2%1.7%267.3841.1%0.9%

20Δ

Calls
Pseudo strike
268.63
IV
43.0%
B/E move
13.2%
Puts
Pseudo strike
219.28
IV
42.0%
B/E move
10.0%

25Δ

Calls
Pseudo strike
260.56
IV
38.5%
B/E move
10.1%
Puts
Pseudo strike
224.07
IV
39.9%
B/E move
8.4%

30Δ

Calls
Pseudo strike
256.34
IV
38.1%
B/E move
8.8%
Puts
Pseudo strike
228.64
IV
38.0%
B/E move
6.9%

35Δ

Calls
Pseudo strike
252.41
IV
37.9%
B/E move
7.6%
Puts
Pseudo strike
232.29
IV
38.0%
B/E move
5.9%

40Δ

Calls
Pseudo strike
248.72
IV
38.1%
B/E move
6.6%
Puts
Pseudo strike
235.55
IV
38.7%
B/E move
5.2%

45Δ

Calls
Pseudo strike
245.42
IV
38.8%
B/E move
5.9%
Puts
Pseudo strike
238.82
IV
39.5%
B/E move
4.5%

50Δ

Calls
Pseudo strike
242.11
IV
39.4%
B/E move
5.1%
Puts
Pseudo strike
242.22
IV
39.8%
B/E move
3.9%

55Δ

Calls
Pseudo strike
238.76
IV
39.8%
B/E move
4.4%
Puts
Pseudo strike
245.69
IV
39.7%
B/E move
3.3%

60Δ

Calls
Pseudo strike
235.31
IV
39.8%
B/E move
3.8%
Puts
Pseudo strike
249.16
IV
39.7%
B/E move
2.7%

65Δ

Calls
Pseudo strike
231.86
IV
39.8%
B/E move
3.2%
Puts
Pseudo strike
252.84
IV
39.3%
B/E move
2.2%

70Δ

Calls
Pseudo strike
228.08
IV
40.1%
B/E move
2.6%
Puts
Pseudo strike
256.59
IV
38.8%
B/E move
1.7%

75Δ

Calls
Pseudo strike
223.90
IV
40.7%
B/E move
2.1%
Puts
Pseudo strike
260.61
IV
38.6%
B/E move
1.2%

80Δ

Calls
Pseudo strike
219.66
IV
41.2%
B/E move
1.7%
Puts
Pseudo strike
267.38
IV
41.1%
B/E move
0.9%

Options history

No recorded observations