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State Street Corporation STT

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Market datapartial · fetched 2026-10-22T14:47:24.682Z

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 · 2026-10-22T14:47:19.23715241Z

FundamentalsAlpha Vantage · unavailable

Share price$166.02
1D-0.8%
$166$167$168$169$1705:30 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$1.00$4.69$8.38$12.07$15.75$136.50$149.71$162.92$176.13$189.3420Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive STT spot · $166.02STT PRICE$1.40$1.80$2.34$2.93$3.53$4.28$5.07$5.86$7.10$8.49$10.03$12.16$14.69$1.54$1.97$2.45$3.01$3.57$4.19$4.96$5.73$6.49$7.44$8.41$9.38$11.02
PutsCheap0.48×
CallsCheap0.75×
SkewBullish-4.21 pp
Implied moveBalanced±$10.03
TiltBullish6.4% CALL
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ178.6027.8%8.4%156.0628.3%6.9%
25Δ175.8426.8%7.0%158.4527.1%5.7%
30Δ173.8126.7%6.1%160.5826.2%4.7%
35Δ172.0827.1%5.4%162.2325.8%4.1%
40Δ170.3627.5%4.7%163.8825.4%3.4%
45Δ168.7027.7%4.2%165.4725.1%2.9%
50Δ167.0528.0%3.7%166.9424.9%2.4%
55Δ165.4028.2%3.2%168.4124.7%2.0%
60Δ163.5229.2%2.8%169.8924.5%1.6%
65Δ161.5630.5%2.4%171.3824.0%1.3%
70Δ159.4631.8%2.1%172.8723.5%0.9%
75Δ156.7933.5%1.8%174.3622.9%0.6%
80Δ153.7535.4%1.5%176.4122.9%0.4%

20Δ

Calls
Pseudo strike
178.60
IV
27.8%
B/E move
8.4%
Puts
Pseudo strike
156.06
IV
28.3%
B/E move
6.9%

25Δ

Calls
Pseudo strike
175.84
IV
26.8%
B/E move
7.0%
Puts
Pseudo strike
158.45
IV
27.1%
B/E move
5.7%

30Δ

Calls
Pseudo strike
173.81
IV
26.7%
B/E move
6.1%
Puts
Pseudo strike
160.58
IV
26.2%
B/E move
4.7%

35Δ

Calls
Pseudo strike
172.08
IV
27.1%
B/E move
5.4%
Puts
Pseudo strike
162.23
IV
25.8%
B/E move
4.1%

40Δ

Calls
Pseudo strike
170.36
IV
27.5%
B/E move
4.7%
Puts
Pseudo strike
163.88
IV
25.4%
B/E move
3.4%

45Δ

Calls
Pseudo strike
168.70
IV
27.7%
B/E move
4.2%
Puts
Pseudo strike
165.47
IV
25.1%
B/E move
2.9%

50Δ

Calls
Pseudo strike
167.05
IV
28.0%
B/E move
3.7%
Puts
Pseudo strike
166.94
IV
24.9%
B/E move
2.4%

55Δ

Calls
Pseudo strike
165.40
IV
28.2%
B/E move
3.2%
Puts
Pseudo strike
168.41
IV
24.7%
B/E move
2.0%

60Δ

Calls
Pseudo strike
163.52
IV
29.2%
B/E move
2.8%
Puts
Pseudo strike
169.89
IV
24.5%
B/E move
1.6%

65Δ

Calls
Pseudo strike
161.56
IV
30.5%
B/E move
2.4%
Puts
Pseudo strike
171.38
IV
24.0%
B/E move
1.3%

70Δ

Calls
Pseudo strike
159.46
IV
31.8%
B/E move
2.1%
Puts
Pseudo strike
172.87
IV
23.5%
B/E move
0.9%

75Δ

Calls
Pseudo strike
156.79
IV
33.5%
B/E move
1.8%
Puts
Pseudo strike
174.36
IV
22.9%
B/E move
0.6%

80Δ

Calls
Pseudo strike
153.75
IV
35.4%
B/E move
1.5%
Puts
Pseudo strike
176.41
IV
22.9%
B/E move
0.4%

Options history

No recorded observations