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Scorpio Tankers Inc STNG

ENERGY · OIL & GAS MIDSTREAM
i

Market dataready · fetched 2026-10-15T20:37:14.769Z

Delta surfaceAlpaca · derived absolute-delta buckets · 2026-10-16

Calculation methodology

PriceAlpaca · sip · 2026-10-15T20:10:00.002069621Z

FundamentalsAlpha Vantage · quarter 2026-06-30 · fetched 2026-10-15T20:37:14.221929+00:00

Share price$82.85
1D-0.2%
AH$82.11$83.02$83.93$84.83$85.745:30 AM6:30 AM9:00 AM1:00 PM2:00 PMSTNG
Sold putSold callAH

Scorpio Tankers Inc options

Live interpolated STNG call and put midpoint premiums by absolute delta.Scorpio Tankers Inc$0.23$1.42$2.62$3.81$5.00$79.48$81.40$83.32$85.24$87.1620Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔATM · $82.85OPTION PRICELive STNG spot · $82.85STNG PRICE$0.42$0.45$0.63$0.81$1.00$1.18$1.37$1.55$2.17$2.79$3.41$4.03$4.65$0.36$0.46$0.56$0.66$0.75$0.88$1.11$1.33$1.55$1.78$2.00$2.22$2.44
PutsExpensive1.12×
CallsExpensive1.32×
SkewBullish-22.18 pp
Implied moveBullish±$2.47
TiltBullish20.6% CALL
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ86.5492.9%5.0%80.1973.7%3.6%
25Δ85.0270.9%3.2%80.6870.3%3.2%
30Δ84.5972.0%2.9%81.1766.9%2.7%
35Δ84.1773.4%2.6%81.6563.5%2.2%
40Δ83.7574.8%2.3%82.1460.1%1.8%
45Δ83.3476.2%2.0%82.5957.6%1.4%
50Δ82.9277.6%1.7%82.9457.6%1.2%
55Δ82.5079.0%1.4%83.2957.7%1.1%
60Δ81.7483.9%1.3%83.6457.7%0.9%
65Δ80.9988.8%1.1%83.9957.8%0.8%
70Δ80.2393.7%1.0%84.3357.8%0.6%
75Δ79.4798.6%0.8%84.6857.9%0.5%
80Δ78.71103.5%0.6%85.0357.9%0.3%

20Δ

Calls
Pseudo strike
86.54
IV
92.9%
B/E move
5.0%
Puts
Pseudo strike
80.19
IV
73.7%
B/E move
3.6%

25Δ

Calls
Pseudo strike
85.02
IV
70.9%
B/E move
3.2%
Puts
Pseudo strike
80.68
IV
70.3%
B/E move
3.2%

30Δ

Calls
Pseudo strike
84.59
IV
72.0%
B/E move
2.9%
Puts
Pseudo strike
81.17
IV
66.9%
B/E move
2.7%

35Δ

Calls
Pseudo strike
84.17
IV
73.4%
B/E move
2.6%
Puts
Pseudo strike
81.65
IV
63.5%
B/E move
2.2%

40Δ

Calls
Pseudo strike
83.75
IV
74.8%
B/E move
2.3%
Puts
Pseudo strike
82.14
IV
60.1%
B/E move
1.8%

45Δ

Calls
Pseudo strike
83.34
IV
76.2%
B/E move
2.0%
Puts
Pseudo strike
82.59
IV
57.6%
B/E move
1.4%

50Δ

Calls
Pseudo strike
82.92
IV
77.6%
B/E move
1.7%
Puts
Pseudo strike
82.94
IV
57.6%
B/E move
1.2%

55Δ

Calls
Pseudo strike
82.50
IV
79.0%
B/E move
1.4%
Puts
Pseudo strike
83.29
IV
57.7%
B/E move
1.1%

60Δ

Calls
Pseudo strike
81.74
IV
83.9%
B/E move
1.3%
Puts
Pseudo strike
83.64
IV
57.7%
B/E move
0.9%

65Δ

Calls
Pseudo strike
80.99
IV
88.8%
B/E move
1.1%
Puts
Pseudo strike
83.99
IV
57.8%
B/E move
0.8%

70Δ

Calls
Pseudo strike
80.23
IV
93.7%
B/E move
1.0%
Puts
Pseudo strike
84.33
IV
57.8%
B/E move
0.6%

75Δ

Calls
Pseudo strike
79.47
IV
98.6%
B/E move
0.8%
Puts
Pseudo strike
84.68
IV
57.9%
B/E move
0.5%

80Δ

Calls
Pseudo strike
78.71
IV
103.5%
B/E move
0.6%
Puts
Pseudo strike
85.03
IV
57.9%
B/E move
0.3%