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Scorpio Tankers Inc STNG

ENERGY · OIL & GAS MIDSTREAM
i

Market dataready · fetched 2026-10-16T00:17:04.025Z

Delta surfaceAlpaca · derived absolute-delta buckets · 2026-11-20

Calculation methodology

PriceAlpaca · sip · 2026-10-15T23:00:00.00293507Z

FundamentalsAlpha Vantage · quarter 2026-06-30 · fetched 2026-10-16T00:17:03.506290+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$0.85$3.78$6.72$9.66$12.60$66.98$74.84$82.69$90.55$98.4020Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive STNG spot · $82.85STNG PRICE$1.16$1.59$2.12$2.57$3.02$3.55$4.14$4.74$5.61$6.58$7.80$9.18$11.01$1.32$1.82$2.34$2.88$3.50$4.16$4.90$5.67$6.58$7.60$8.73$10.08$11.76
PutsCheap0.87×
CallsCheap0.93×
SkewBullish-1.92 pp
Implied moveBearish±$9.03
TiltBearish6.2% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ93.8842.3%14.7%74.9742.6%11.1%
25Δ92.0343.4%13.0%76.5543.3%9.8%
30Δ90.5745.6%11.9%78.1143.6%8.5%
35Δ88.7945.2%10.3%79.6443.3%7.3%
40Δ86.9643.8%8.6%81.1043.3%6.3%
45Δ85.4243.5%7.4%82.5243.3%5.4%
50Δ83.9643.1%6.3%83.9343.0%4.6%
55Δ82.5242.7%5.3%85.3642.7%3.8%
60Δ81.0743.5%4.6%86.8342.6%3.1%
65Δ79.5544.7%4.0%88.3642.4%2.5%
70Δ77.8446.5%3.4%89.9642.3%1.9%
75Δ75.9747.8%2.8%91.7442.0%1.4%
80Δ73.6849.6%2.2%93.8242.0%1.0%

20Δ

Calls
Pseudo strike
93.88
IV
42.3%
B/E move
14.7%
Puts
Pseudo strike
74.97
IV
42.6%
B/E move
11.1%

25Δ

Calls
Pseudo strike
92.03
IV
43.4%
B/E move
13.0%
Puts
Pseudo strike
76.55
IV
43.3%
B/E move
9.8%

30Δ

Calls
Pseudo strike
90.57
IV
45.6%
B/E move
11.9%
Puts
Pseudo strike
78.11
IV
43.6%
B/E move
8.5%

35Δ

Calls
Pseudo strike
88.79
IV
45.2%
B/E move
10.3%
Puts
Pseudo strike
79.64
IV
43.3%
B/E move
7.3%

40Δ

Calls
Pseudo strike
86.96
IV
43.8%
B/E move
8.6%
Puts
Pseudo strike
81.10
IV
43.3%
B/E move
6.3%

45Δ

Calls
Pseudo strike
85.42
IV
43.5%
B/E move
7.4%
Puts
Pseudo strike
82.52
IV
43.3%
B/E move
5.4%

50Δ

Calls
Pseudo strike
83.96
IV
43.1%
B/E move
6.3%
Puts
Pseudo strike
83.93
IV
43.0%
B/E move
4.6%

55Δ

Calls
Pseudo strike
82.52
IV
42.7%
B/E move
5.3%
Puts
Pseudo strike
85.36
IV
42.7%
B/E move
3.8%

60Δ

Calls
Pseudo strike
81.07
IV
43.5%
B/E move
4.6%
Puts
Pseudo strike
86.83
IV
42.6%
B/E move
3.1%

65Δ

Calls
Pseudo strike
79.55
IV
44.7%
B/E move
4.0%
Puts
Pseudo strike
88.36
IV
42.4%
B/E move
2.5%

70Δ

Calls
Pseudo strike
77.84
IV
46.5%
B/E move
3.4%
Puts
Pseudo strike
89.96
IV
42.3%
B/E move
1.9%

75Δ

Calls
Pseudo strike
75.97
IV
47.8%
B/E move
2.8%
Puts
Pseudo strike
91.74
IV
42.0%
B/E move
1.4%

80Δ

Calls
Pseudo strike
73.68
IV
49.6%
B/E move
2.2%
Puts
Pseudo strike
93.82
IV
42.0%
B/E move
1.0%