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Stantec, Inc. STN

i

Market datapartial · fetched 2026-11-12T15:28:14.121Z

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: 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 · 2026-11-12T15:26:57.023661494Z

FundamentalsAlpha Vantage · unavailable

Share price$75.25
1D-0.2%
$74.65$75.15$75.65$76.15$76.655:30 AM6:30 AM9:00 AM1:00 PMSTN
Sold putSold call

Stantec, Inc. options

Live interpolated STN call and put midpoint premiums by absolute delta.Stantec, Inc.$0.59$2.72$4.85$6.98$9.11$-0.12$0.19$0.50$0.81$1.1220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ20Δ C unavailable: no unambiguous, price-consistent delta bracketC —25Δ C unavailable: no unambiguous, price-consistent delta bracketC —30Δ C unavailable: no unambiguous, price-consistent delta bracketC —35Δ C unavailable: no unambiguous, price-consistent delta bracketC —40Δ C unavailable: no unambiguous, price-consistent delta bracketC —45Δ C unavailable: no unambiguous, price-consistent delta bracketC —50Δ C unavailable: no unambiguous, price-consistent delta bracketC —75Δ P unavailable: no unambiguous, price-consistent delta bracketP —80Δ P unavailable: no unambiguous, price-consistent delta bracketP —OPTION PRICESTN PRICE$4.56$5.35$6.14$6.92$7.71$8.50$0.82$1.31$1.80$2.29$2.78$3.27$3.76$4.25$4.74$5.23$5.73
Puts——
Calls——
Skew——
Implied move——
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ70.2358.7%7.8%
25Δ71.1859.4%7.2%
30Δ72.1260.0%6.5%
35Δ73.0660.6%5.9%
40Δ74.0061.3%5.3%
45Δ74.9561.9%4.7%
50Δ75.8962.6%4.1%
55Δ74.7495.1%5.4%76.8363.2%3.5%
60Δ73.4691.7%4.7%77.7863.8%2.9%
65Δ72.1888.4%4.1%78.7264.5%2.3%
70Δ70.9085.1%3.4%79.6665.1%1.7%
75Δ69.6281.7%2.8%
80Δ68.3478.4%2.1%

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
70.23
IV
58.7%
B/E move
7.8%

25Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
71.18
IV
59.4%
B/E move
7.2%

30Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
72.12
IV
60.0%
B/E move
6.5%

35Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
73.06
IV
60.6%
B/E move
5.9%

40Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
74.00
IV
61.3%
B/E move
5.3%

45Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
74.95
IV
61.9%
B/E move
4.7%

50Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
75.89
IV
62.6%
B/E move
4.1%

55Δ

Calls
Pseudo strike
74.74
IV
95.1%
B/E move
5.4%
Puts
Pseudo strike
76.83
IV
63.2%
B/E move
3.5%

60Δ

Calls
Pseudo strike
73.46
IV
91.7%
B/E move
4.7%
Puts
Pseudo strike
77.78
IV
63.8%
B/E move
2.9%

65Δ

Calls
Pseudo strike
72.18
IV
88.4%
B/E move
4.1%
Puts
Pseudo strike
78.72
IV
64.5%
B/E move
2.3%

70Δ

Calls
Pseudo strike
70.90
IV
85.1%
B/E move
3.4%
Puts
Pseudo strike
79.66
IV
65.1%
B/E move
1.7%

75Δ

Calls
Pseudo strike
69.62
IV
81.7%
B/E move
2.8%
Puts
Pseudo strike
IV
B/E move

80Δ

Calls
Pseudo strike
68.34
IV
78.4%
B/E move
2.1%
Puts
Pseudo strike
IV
B/E move

Options history

IV · four-Friday blend42.52%
Daily EOD
STN39.3%55.8%72.4%2026-10-19: 70.12%2026-10-20: 47.87%2026-10-21: 42.38%2026-10-22: 43.45%2026-10-23: 42.56%2026-10-26: 41.56%2026-10-28: 46.14%2026-10-29: 48.70%2026-10-30: 42.52%Oct 19Oct 23Oct 30
9 observations2026-10-19 — 2026-10-30
Table
DateIV (%)
70.12%
47.87%
42.38%
43.45%
42.56%
41.56%
46.14%
48.70%
42.52%