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Stantec, Inc. STN

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Market datapartial · fetched 2026-10-23T03:50:30.436Z

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 and implied move: recorded expiration-specific observations.

History data

PriceAlpaca · sip · 2026-10-22T23:00:00.001445229Z

FundamentalsAlpha Vantage · unavailable

Share price$72.77
1D+2.7%
AH$69.87$70.71$71.56$72.41$73.265:30 AM6:30 AM9:00 AM1:00 PM2:00 PMSTN
Sold putSold callAH

Stantec, Inc. options

Live interpolated STN call and put midpoint premiums by absolute delta.Stantec, Inc.$1.95$6.57$11.18$15.80$20.42$55.81$64.17$72.54$80.90$89.2620Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive STN spot · $72.77STN PRICE$2.45$2.45$2.45$3.71$3.51$2.77$3.70$4.64$5.57$6.37$6.91$7.44$7.97$2.47$2.71$2.94$3.17$3.63$4.20$4.77$5.43$7.13$8.84$12.67$19.09
PutsExpensive2.75×
CallsExpensive2.29×
SkewBearish+2.30 pp
Implied moveBearish±$8.48
TiltBearish12.5% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ104.65125.9%47.2%60.2895.8%20.6%
25Δ93.3597.8%31.6%63.1984.3%16.9%
30Δ84.7574.2%19.8%66.1172.7%13.2%
35Δ82.4586.1%18.4%69.0261.2%9.5%
40Δ79.5271.6%14.1%70.9256.2%7.5%
45Δ74.3440.5%6.0%72.3254.4%6.4%
50Δ73.1644.9%5.6%73.7152.6%5.3%
55Δ71.9849.4%5.3%75.1551.3%4.2%
60Δ70.8053.8%4.9%77.1855.7%3.7%
65Δ69.6455.7%4.5%79.2160.1%3.3%
70Δ68.5352.0%3.7%83.1772.5%3.1%
75Δ67.4248.4%2.9%89.6890.8%3.0%
80Δ66.3144.7%2.1%

20Δ

Calls
Pseudo strike
104.65
IV
125.9%
B/E move
47.2%
Puts
Pseudo strike
60.28
IV
95.8%
B/E move
20.6%

25Δ

Calls
Pseudo strike
93.35
IV
97.8%
B/E move
31.6%
Puts
Pseudo strike
63.19
IV
84.3%
B/E move
16.9%

30Δ

Calls
Pseudo strike
84.75
IV
74.2%
B/E move
19.8%
Puts
Pseudo strike
66.11
IV
72.7%
B/E move
13.2%

35Δ

Calls
Pseudo strike
82.45
IV
86.1%
B/E move
18.4%
Puts
Pseudo strike
69.02
IV
61.2%
B/E move
9.5%

40Δ

Calls
Pseudo strike
79.52
IV
71.6%
B/E move
14.1%
Puts
Pseudo strike
70.92
IV
56.2%
B/E move
7.5%

45Δ

Calls
Pseudo strike
74.34
IV
40.5%
B/E move
6.0%
Puts
Pseudo strike
72.32
IV
54.4%
B/E move
6.4%

50Δ

Calls
Pseudo strike
73.16
IV
44.9%
B/E move
5.6%
Puts
Pseudo strike
73.71
IV
52.6%
B/E move
5.3%

55Δ

Calls
Pseudo strike
71.98
IV
49.4%
B/E move
5.3%
Puts
Pseudo strike
75.15
IV
51.3%
B/E move
4.2%

60Δ

Calls
Pseudo strike
70.80
IV
53.8%
B/E move
4.9%
Puts
Pseudo strike
77.18
IV
55.7%
B/E move
3.7%

65Δ

Calls
Pseudo strike
69.64
IV
55.7%
B/E move
4.5%
Puts
Pseudo strike
79.21
IV
60.1%
B/E move
3.3%

70Δ

Calls
Pseudo strike
68.53
IV
52.0%
B/E move
3.7%
Puts
Pseudo strike
83.17
IV
72.5%
B/E move
3.1%

75Δ

Calls
Pseudo strike
67.42
IV
48.4%
B/E move
2.9%
Puts
Pseudo strike
89.68
IV
90.8%
B/E move
3.0%

80Δ

Calls
Pseudo strike
66.31
IV
44.7%
B/E move
2.1%
Puts
Pseudo strike
IV
B/E move

Options history

No recorded observations