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STMicroelectronics N.V. STM

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Market datapartial · fetched 2026-11-10T22:18:43.327Z

Delta surfaceAlpaca · derived absolute-delta buckets · 2026-11-13

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: equal-weight mean of put minus call IV across those four expirations. IV-implied move history: mean of each expiration’s average call/put IV multiplied by the square root of remaining calendar days divided by 365.25; percentage of spot, not a quoted straddle premium.

History data

PriceAlpaca · sip · 2026-11-10T22:16:33.120959279Z

FundamentalsAlpha Vantage · unavailable

Share price$44.75
1D+1.6%
AH$43.90$44.33$44.76$45.19$45.625:30 AM6:30 AM9:00 AM1:00 PM2:00 PMSTM
Sold putSold callAH

STMicroelectronics N.V. options

Live interpolated STM call and put midpoint premiums by absolute delta.STMicroelectronics N.V.$0.23$1.06$1.90$2.73$3.56$39.79$42.17$44.55$46.93$49.3120Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ80Δ P unavailable: no unambiguous, price-consistent delta bracketP —OPTION PRICELive STM spot · $44.75STM PRICE$0.32$0.46$0.51$0.65$0.76$0.88$1.06$1.31$1.59$1.92$2.23$2.36$2.38$0.36$0.46$0.59$0.72$0.81$0.85$1.16$1.34$1.45$1.85$2.19$3.32
Puts——
CallsCheap0.80×
Skew——
Implied moveBearish±$2.22
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ47.4373.0%6.7%42.3276.5%6.2%
25Δ47.0677.6%6.2%42.8774.0%5.2%
30Δ46.2866.7%4.6%43.3373.2%4.5%
35Δ45.9870.9%4.2%43.7372.5%3.9%
40Δ45.5668.1%3.5%44.1467.7%3.2%
45Δ45.1966.4%3.0%44.5359.7%2.4%
50Δ44.8467.7%2.6%44.8767.9%2.3%
55Δ44.4972.2%2.3%45.1968.3%2.0%
60Δ44.0975.9%2.1%45.5063.8%1.6%
65Δ43.6480.0%1.8%45.9769.9%1.4%
70Δ43.1980.9%1.5%46.4271.6%1.2%
75Δ42.9075.1%1.1%47.5592.7%1.2%
80Δ42.7465.4%0.8%

20Δ

Calls
Pseudo strike
47.43
IV
73.0%
B/E move
6.7%
Puts
Pseudo strike
42.32
IV
76.5%
B/E move
6.2%

25Δ

Calls
Pseudo strike
47.06
IV
77.6%
B/E move
6.2%
Puts
Pseudo strike
42.87
IV
74.0%
B/E move
5.2%

30Δ

Calls
Pseudo strike
46.28
IV
66.7%
B/E move
4.6%
Puts
Pseudo strike
43.33
IV
73.2%
B/E move
4.5%

35Δ

Calls
Pseudo strike
45.98
IV
70.9%
B/E move
4.2%
Puts
Pseudo strike
43.73
IV
72.5%
B/E move
3.9%

40Δ

Calls
Pseudo strike
45.56
IV
68.1%
B/E move
3.5%
Puts
Pseudo strike
44.14
IV
67.7%
B/E move
3.2%

45Δ

Calls
Pseudo strike
45.19
IV
66.4%
B/E move
3.0%
Puts
Pseudo strike
44.53
IV
59.7%
B/E move
2.4%

50Δ

Calls
Pseudo strike
44.84
IV
67.7%
B/E move
2.6%
Puts
Pseudo strike
44.87
IV
67.9%
B/E move
2.3%

55Δ

Calls
Pseudo strike
44.49
IV
72.2%
B/E move
2.3%
Puts
Pseudo strike
45.19
IV
68.3%
B/E move
2.0%

60Δ

Calls
Pseudo strike
44.09
IV
75.9%
B/E move
2.1%
Puts
Pseudo strike
45.50
IV
63.8%
B/E move
1.6%

65Δ

Calls
Pseudo strike
43.64
IV
80.0%
B/E move
1.8%
Puts
Pseudo strike
45.97
IV
69.9%
B/E move
1.4%

70Δ

Calls
Pseudo strike
43.19
IV
80.9%
B/E move
1.5%
Puts
Pseudo strike
46.42
IV
71.6%
B/E move
1.2%

75Δ

Calls
Pseudo strike
42.90
IV
75.1%
B/E move
1.1%
Puts
Pseudo strike
47.55
IV
92.7%
B/E move
1.2%

80Δ

Calls
Pseudo strike
42.74
IV
65.4%
B/E move
0.8%
Puts
Pseudo strike
IV
B/E move

Options history

IV · four-Friday blend60.86%
Daily close
STM42.2%73.4%104.7%2026-08-12: 58.69%2026-08-13: 57.13%2026-08-14: 51.62%2026-08-17: 57.94%2026-08-18: 58.30%2026-08-19: 55.25%2026-08-20: 54.30%2026-08-21: 53.97%2026-08-24: 54.76%2026-08-25: 53.63%2026-08-26: 52.46%2026-08-27: 49.39%2026-08-28: 49.19%2026-08-31: 49.09%2026-09-01: 48.90%2026-09-02: 48.40%2026-09-03: 49.07%2026-09-04: 48.13%2026-09-08: 59.71%2026-09-09: 54.26%2026-09-10: 53.15%2026-09-11: 48.80%2026-09-14: 53.32%2026-09-15: 51.02%2026-09-16: 50.52%2026-09-17: 49.54%2026-09-18: 46.95%2026-09-21: 49.40%2026-09-22: 52.62%2026-09-23: 51.84%2026-09-24: 52.78%2026-09-25: 46.49%2026-09-28: 51.70%2026-09-29: 51.97%2026-09-30: 52.17%2026-10-01: 55.60%2026-10-02: 56.51%2026-10-05: 57.91%2026-10-06: 57.10%2026-10-07: 56.40%2026-10-08: 59.40%2026-10-09: 57.97%2026-10-12: 60.72%2026-10-13: 63.56%2026-10-14: 71.68%2026-10-15: 72.13%2026-10-16: 73.02%2026-10-19: 74.65%2026-10-20: 75.64%2026-10-21: 79.74%2026-10-22: 89.37%2026-10-23: 81.37%2026-10-26: 84.30%2026-10-27: 96.30%2026-10-28: 100.39%2026-10-29: 64.02%2026-10-30: 60.86%Aug 12Sep 22Oct 30
57 observations2026-08-12 — 2026-10-30
Table
DateIV (%)
58.69%
57.13%
51.62%
57.94%
58.30%
55.25%
54.30%
53.97%
54.76%
53.63%
52.46%
49.39%
49.19%
49.09%
48.90%
48.40%
49.07%
48.13%
59.71%
54.26%
53.15%
48.80%
53.32%
51.02%
50.52%
49.54%
46.95%
49.40%
52.62%
51.84%
52.78%
46.49%
51.70%
51.97%
52.17%
55.60%
56.51%
57.91%
57.10%
56.40%
59.40%
57.97%
60.72%
63.56%
71.68%
72.13%
73.02%
74.65%
75.64%
79.74%
89.37%
81.37%
84.30%
96.30%
100.39%
64.02%
60.86%