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STMicroelectronics NV ADR STM

TECHNOLOGY · SEMICONDUCTORS
i

Market dataready · fetched 2026-10-21T16:58:59.003Z

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 · 2026-10-21T16:58:50.12707683Z

FundamentalsAlpha Vantage · ready · quarter 2026-06-30 · fetched 2026-10-21T16:58:58.448234+00:00

Share price$47.61
1D+1.4%
$46.77$47.03$47.30$47.56$47.825:30 AM6:30 AM9:00 AM1:00 PMSTM
Sold putSold call

STMicroelectronics NV ADR options

Live interpolated STM call and put midpoint premiums by absolute delta.STMicroelectronics NV ADR$0.04$2.24$4.44$6.63$8.83$43.85$45.71$47.57$49.43$51.2920Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive STM spot · $47.60STM PRICE$0.28$0.38$0.47$0.58$0.70$0.83$0.97$1.12$1.30$1.53$1.76$1.95$2.57$0.37$0.38$0.49$0.60$0.71$0.86$1.01$1.17$1.35$1.56$1.80$3.19$8.20
PutsExpensive1.12×
CallsCheap0.89×
SkewBearish+11.54 pp
Implied moveBearish±$1.98
TiltBearish20.1% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ49.8872.2%5.4%45.1389.7%6.0%
25Δ49.4874.0%4.7%46.0270.8%4.1%
30Δ49.0371.8%4.0%46.3870.8%3.6%
35Δ48.6671.1%3.4%46.7369.5%3.1%
40Δ48.3271.0%3.0%47.0768.4%2.6%
45Δ48.0071.3%2.6%47.3769.4%2.3%
50Δ47.6870.8%2.2%47.6869.5%2.0%
55Δ47.3770.6%1.9%47.9868.8%1.7%
60Δ47.0570.7%1.6%48.3068.5%1.4%
65Δ46.7072.4%1.3%48.6268.4%1.1%
70Δ46.3672.4%1.1%48.9768.8%0.9%
75Δ46.0569.8%0.8%50.31100.2%1.0%
80Δ45.3679.7%0.7%55.04205.1%1.6%

20Δ

Calls
Pseudo strike
49.88
IV
72.2%
B/E move
5.4%
Puts
Pseudo strike
45.13
IV
89.7%
B/E move
6.0%

25Δ

Calls
Pseudo strike
49.48
IV
74.0%
B/E move
4.7%
Puts
Pseudo strike
46.02
IV
70.8%
B/E move
4.1%

30Δ

Calls
Pseudo strike
49.03
IV
71.8%
B/E move
4.0%
Puts
Pseudo strike
46.38
IV
70.8%
B/E move
3.6%

35Δ

Calls
Pseudo strike
48.66
IV
71.1%
B/E move
3.4%
Puts
Pseudo strike
46.73
IV
69.5%
B/E move
3.1%

40Δ

Calls
Pseudo strike
48.32
IV
71.0%
B/E move
3.0%
Puts
Pseudo strike
47.07
IV
68.4%
B/E move
2.6%

45Δ

Calls
Pseudo strike
48.00
IV
71.3%
B/E move
2.6%
Puts
Pseudo strike
47.37
IV
69.4%
B/E move
2.3%

50Δ

Calls
Pseudo strike
47.68
IV
70.8%
B/E move
2.2%
Puts
Pseudo strike
47.68
IV
69.5%
B/E move
2.0%

55Δ

Calls
Pseudo strike
47.37
IV
70.6%
B/E move
1.9%
Puts
Pseudo strike
47.98
IV
68.8%
B/E move
1.7%

60Δ

Calls
Pseudo strike
47.05
IV
70.7%
B/E move
1.6%
Puts
Pseudo strike
48.30
IV
68.5%
B/E move
1.4%

65Δ

Calls
Pseudo strike
46.70
IV
72.4%
B/E move
1.3%
Puts
Pseudo strike
48.62
IV
68.4%
B/E move
1.1%

70Δ

Calls
Pseudo strike
46.36
IV
72.4%
B/E move
1.1%
Puts
Pseudo strike
48.97
IV
68.8%
B/E move
0.9%

75Δ

Calls
Pseudo strike
46.05
IV
69.8%
B/E move
0.8%
Puts
Pseudo strike
50.31
IV
100.2%
B/E move
1.0%

80Δ

Calls
Pseudo strike
45.36
IV
79.7%
B/E move
0.7%
Puts
Pseudo strike
55.04
IV
205.1%
B/E move
1.6%

Options history

STM74.2674.9275.582026-10-19: 74.35%2026-10-20: 75.49%Oct 19Oct 20
Table
DateIV
74.35%
75.49%