Share price$239.90
1D-0.8%
Sold putSold callAH
Steel Dynamics Inc STLD
BASIC MATERIALS · STEELi
Market dataready · fetched 2026-10-23T03:50:11.675Z
Delta surfaceAlpaca · derived absolute-delta buckets · 2026-11-20
Calculation methodologyOptions 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 dataPriceAlpaca · sip · 2026-10-22T20:00:08.145784456Z
FundamentalsAlpha Vantage · ready · quarter 2026-09-30 · fetched 2026-10-23T03:50:09.817048+00:00
Steel Dynamics Inc options
PutsCheap0.72×
CallsCheap0.89×
SkewNeutral-0.16 pp
Implied moveBearish±$21.75
TiltBearish7.3% PUT
Table
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 268.63 | 43.0% | 13.2% | 219.28 | 42.0% | 10.0% |
| 25Δ | 260.56 | 38.5% | 10.1% | 224.07 | 39.9% | 8.4% |
| 30Δ | 256.34 | 38.1% | 8.8% | 228.64 | 38.0% | 6.9% |
| 35Δ | 252.41 | 37.9% | 7.6% | 232.29 | 38.0% | 5.9% |
| 40Δ | 248.72 | 38.1% | 6.6% | 235.55 | 38.7% | 5.2% |
| 45Δ | 245.42 | 38.8% | 5.9% | 238.82 | 39.5% | 4.5% |
| 50Δ | 242.11 | 39.4% | 5.1% | 242.22 | 39.8% | 3.9% |
| 55Δ | 238.76 | 39.8% | 4.4% | 245.69 | 39.7% | 3.3% |
| 60Δ | 235.31 | 39.8% | 3.8% | 249.16 | 39.7% | 2.7% |
| 65Δ | 231.86 | 39.8% | 3.2% | 252.84 | 39.3% | 2.2% |
| 70Δ | 228.08 | 40.1% | 2.6% | 256.59 | 38.8% | 1.7% |
| 75Δ | 223.90 | 40.7% | 2.1% | 260.61 | 38.6% | 1.2% |
| 80Δ | 219.66 | 41.2% | 1.7% | 267.38 | 41.1% | 0.9% |
20Δ
- Pseudo strike
- 268.63
- IV
- 43.0%
- B/E move
- 13.2%
- Pseudo strike
- 219.28
- IV
- 42.0%
- B/E move
- 10.0%
25Δ
- Pseudo strike
- 260.56
- IV
- 38.5%
- B/E move
- 10.1%
- Pseudo strike
- 224.07
- IV
- 39.9%
- B/E move
- 8.4%
30Δ
- Pseudo strike
- 256.34
- IV
- 38.1%
- B/E move
- 8.8%
- Pseudo strike
- 228.64
- IV
- 38.0%
- B/E move
- 6.9%
35Δ
- Pseudo strike
- 252.41
- IV
- 37.9%
- B/E move
- 7.6%
- Pseudo strike
- 232.29
- IV
- 38.0%
- B/E move
- 5.9%
40Δ
- Pseudo strike
- 248.72
- IV
- 38.1%
- B/E move
- 6.6%
- Pseudo strike
- 235.55
- IV
- 38.7%
- B/E move
- 5.2%
45Δ
- Pseudo strike
- 245.42
- IV
- 38.8%
- B/E move
- 5.9%
- Pseudo strike
- 238.82
- IV
- 39.5%
- B/E move
- 4.5%
50Δ
- Pseudo strike
- 242.11
- IV
- 39.4%
- B/E move
- 5.1%
- Pseudo strike
- 242.22
- IV
- 39.8%
- B/E move
- 3.9%
55Δ
- Pseudo strike
- 238.76
- IV
- 39.8%
- B/E move
- 4.4%
- Pseudo strike
- 245.69
- IV
- 39.7%
- B/E move
- 3.3%
60Δ
- Pseudo strike
- 235.31
- IV
- 39.8%
- B/E move
- 3.8%
- Pseudo strike
- 249.16
- IV
- 39.7%
- B/E move
- 2.7%
65Δ
- Pseudo strike
- 231.86
- IV
- 39.8%
- B/E move
- 3.2%
- Pseudo strike
- 252.84
- IV
- 39.3%
- B/E move
- 2.2%
70Δ
- Pseudo strike
- 228.08
- IV
- 40.1%
- B/E move
- 2.6%
- Pseudo strike
- 256.59
- IV
- 38.8%
- B/E move
- 1.7%
75Δ
- Pseudo strike
- 223.90
- IV
- 40.7%
- B/E move
- 2.1%
- Pseudo strike
- 260.61
- IV
- 38.6%
- B/E move
- 1.2%
80Δ
- Pseudo strike
- 219.66
- IV
- 41.2%
- B/E move
- 1.7%
- Pseudo strike
- 267.38
- IV
- 41.1%
- B/E move
- 0.9%
Options history
No recorded observations