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State Street Corporation STT

FINANCIAL SERVICES · ASSET MANAGEMENT
i

Market dataready · fetched 2026-11-11T15:49:17.855Z

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 · 2026-11-11T15:49:08.941638545Z

FundamentalsAlpha Vantage · ready · quarter 2026-09-30 · fetched 2026-11-11T15:49:17.393375+00:00

Share price$174.27
1D+0.4%
$173.49$173.83$174.16$174.50$174.835:30 AM6:30 AM9:00 AM1:00 PMSTT
Sold putSold call

State Street Corporation options

Live interpolated STT call and put midpoint premiums by absolute delta.State Street Corporation$0.59$2.91$5.23$7.55$9.87$162.59$168.70$174.81$180.91$187.0220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive STT spot · $174.27STT PRICE$0.84$1.11$1.49$1.87$2.24$2.62$3.11$3.77$4.44$5.10$5.76$6.97$8.40$0.99$1.26$1.59$1.99$2.39$2.79$3.19$3.88$4.77$5.66$6.55$7.72$9.20
PutsCheap0.89×
CallsCheap0.77×
SkewBearish+0.97 pp
Implied moveBalanced±$6.30
TiltBearish4.2% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ181.2427.1%4.5%167.1931.5%4.6%
25Δ179.7627.4%3.8%168.9530.1%3.8%
30Δ178.7327.6%3.4%170.4229.2%3.1%
35Δ177.6927.9%3.0%171.4628.9%2.8%
40Δ176.6628.1%2.7%172.4928.7%2.4%
45Δ175.6328.4%2.3%173.5328.4%2.0%
50Δ174.5828.7%2.0%174.5728.1%1.7%
55Δ173.5129.1%1.7%175.7228.6%1.4%
60Δ172.4429.5%1.5%176.9429.6%1.2%
65Δ171.3729.8%1.3%178.1630.5%1.0%
70Δ170.3030.2%1.0%179.3831.5%0.8%
75Δ168.7731.1%0.8%180.8732.2%0.6%
80Δ167.0532.3%0.7%182.6532.5%0.5%

20Δ

Calls
Pseudo strike
181.24
IV
27.1%
B/E move
4.5%
Puts
Pseudo strike
167.19
IV
31.5%
B/E move
4.6%

25Δ

Calls
Pseudo strike
179.76
IV
27.4%
B/E move
3.8%
Puts
Pseudo strike
168.95
IV
30.1%
B/E move
3.8%

30Δ

Calls
Pseudo strike
178.73
IV
27.6%
B/E move
3.4%
Puts
Pseudo strike
170.42
IV
29.2%
B/E move
3.1%

35Δ

Calls
Pseudo strike
177.69
IV
27.9%
B/E move
3.0%
Puts
Pseudo strike
171.46
IV
28.9%
B/E move
2.8%

40Δ

Calls
Pseudo strike
176.66
IV
28.1%
B/E move
2.7%
Puts
Pseudo strike
172.49
IV
28.7%
B/E move
2.4%

45Δ

Calls
Pseudo strike
175.63
IV
28.4%
B/E move
2.3%
Puts
Pseudo strike
173.53
IV
28.4%
B/E move
2.0%

50Δ

Calls
Pseudo strike
174.58
IV
28.7%
B/E move
2.0%
Puts
Pseudo strike
174.57
IV
28.1%
B/E move
1.7%

55Δ

Calls
Pseudo strike
173.51
IV
29.1%
B/E move
1.7%
Puts
Pseudo strike
175.72
IV
28.6%
B/E move
1.4%

60Δ

Calls
Pseudo strike
172.44
IV
29.5%
B/E move
1.5%
Puts
Pseudo strike
176.94
IV
29.6%
B/E move
1.2%

65Δ

Calls
Pseudo strike
171.37
IV
29.8%
B/E move
1.3%
Puts
Pseudo strike
178.16
IV
30.5%
B/E move
1.0%

70Δ

Calls
Pseudo strike
170.30
IV
30.2%
B/E move
1.0%
Puts
Pseudo strike
179.38
IV
31.5%
B/E move
0.8%

75Δ

Calls
Pseudo strike
168.77
IV
31.1%
B/E move
0.8%
Puts
Pseudo strike
180.87
IV
32.2%
B/E move
0.6%

80Δ

Calls
Pseudo strike
167.05
IV
32.3%
B/E move
0.7%
Puts
Pseudo strike
182.65
IV
32.5%
B/E move
0.5%

Options history

IV · four-Friday blend—
Daily EOD

History unavailable

0 observations