IntraAlpha
Create free account Start free

STMicroelectronics NV ADR STM

TECHNOLOGY · SEMICONDUCTORS
i

Market dataready · fetched 2026-10-21T17:47:44.077Z

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 · 2026-10-21T17:47:40.685542228Z

FundamentalsAlpha Vantage · ready · quarter 2026-06-30 · fetched 2026-10-21T17:47:43.524079+00:00

Share price$47.57
1D+1.3%
$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$0.13$1.50$2.86$4.22$5.58$43.87$45.70$47.54$49.37$51.2020Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive STM spot · $47.57STM PRICE$0.28$0.38$0.46$0.58$0.70$0.82$0.98$1.13$1.29$1.51$1.72$1.94$2.73$0.35$0.38$0.49$0.61$0.71$0.83$0.99$1.17$1.36$1.56$1.80$4.07$5.18
PutsExpensive1.06×
CallsCheap0.89×
SkewBearish+6.96 pp
Implied moveBalanced±$1.96
TiltBearish14.7% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ49.8773.0%5.4%45.1986.2%5.7%
25Δ49.4674.5%4.8%46.0170.0%4.1%
30Δ48.9770.5%3.9%46.3471.3%3.6%
35Δ48.6371.5%3.4%46.6970.8%3.1%
40Δ48.2971.4%3.0%47.0368.8%2.6%
45Δ47.9670.7%2.5%47.3467.6%2.2%
50Δ47.6571.5%2.2%47.6467.6%1.9%
55Δ47.3371.4%1.9%47.9569.0%1.7%
60Δ47.0270.5%1.6%48.2668.8%1.4%
65Δ46.6871.1%1.3%48.5968.6%1.1%
70Δ46.3570.9%1.1%48.9368.8%0.9%
75Δ46.0269.6%0.8%51.09121.5%1.2%
80Δ45.1884.2%0.7%52.28132.4%1.0%

20Δ

Calls
Pseudo strike
49.87
IV
73.0%
B/E move
5.4%
Puts
Pseudo strike
45.19
IV
86.2%
B/E move
5.7%

25Δ

Calls
Pseudo strike
49.46
IV
74.5%
B/E move
4.8%
Puts
Pseudo strike
46.01
IV
70.0%
B/E move
4.1%

30Δ

Calls
Pseudo strike
48.97
IV
70.5%
B/E move
3.9%
Puts
Pseudo strike
46.34
IV
71.3%
B/E move
3.6%

35Δ

Calls
Pseudo strike
48.63
IV
71.5%
B/E move
3.4%
Puts
Pseudo strike
46.69
IV
70.8%
B/E move
3.1%

40Δ

Calls
Pseudo strike
48.29
IV
71.4%
B/E move
3.0%
Puts
Pseudo strike
47.03
IV
68.8%
B/E move
2.6%

45Δ

Calls
Pseudo strike
47.96
IV
70.7%
B/E move
2.5%
Puts
Pseudo strike
47.34
IV
67.6%
B/E move
2.2%

50Δ

Calls
Pseudo strike
47.65
IV
71.5%
B/E move
2.2%
Puts
Pseudo strike
47.64
IV
67.6%
B/E move
1.9%

55Δ

Calls
Pseudo strike
47.33
IV
71.4%
B/E move
1.9%
Puts
Pseudo strike
47.95
IV
69.0%
B/E move
1.7%

60Δ

Calls
Pseudo strike
47.02
IV
70.5%
B/E move
1.6%
Puts
Pseudo strike
48.26
IV
68.8%
B/E move
1.4%

65Δ

Calls
Pseudo strike
46.68
IV
71.1%
B/E move
1.3%
Puts
Pseudo strike
48.59
IV
68.6%
B/E move
1.1%

70Δ

Calls
Pseudo strike
46.35
IV
70.9%
B/E move
1.1%
Puts
Pseudo strike
48.93
IV
68.8%
B/E move
0.9%

75Δ

Calls
Pseudo strike
46.02
IV
69.6%
B/E move
0.8%
Puts
Pseudo strike
51.09
IV
121.5%
B/E move
1.2%

80Δ

Calls
Pseudo strike
45.18
IV
84.2%
B/E move
0.7%
Puts
Pseudo strike
52.28
IV
132.4%
B/E move
1.0%

Options history

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