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State Street Corporation STT

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Market datapartial · fetched 2026-10-22T21:10:31.571Z

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 · 2026-10-22T20:36:13.25204173Z

FundamentalsAlpha Vantage · unavailable

Share price$168.16
1D+0.3%
AH$166$167$168$169$1705:30 AM6:30 AM9:00 AM1:00 PM2:00 PMSTT
Sold putSold callAH

State Street Corporation options

Live interpolated STT call and put midpoint premiums by absolute delta.State Street Corporation$0.76$5.28$9.79$14.31$18.82$138.35$151.67$164.99$178.31$191.6220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive STT spot · $168.16STT PRICE$1.25$1.73$2.20$2.77$3.38$3.99$4.72$5.54$6.36$7.35$8.66$9.97$11.13$1.63$2.12$2.77$3.43$4.17$5.00$5.84$6.76$7.73$8.71$10.86$13.71$17.52
PutsCheap0.57×
CallsCheap0.66×
SkewBearish+4.26 pp
Implied moveBearish±$10.56
TiltBearish13.3% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ178.4322.6%6.9%157.6629.4%7.2%
25Δ176.9523.7%6.3%160.2628.6%6.0%
30Δ175.4624.9%5.7%162.1128.8%5.2%
35Δ173.8925.3%5.1%163.9629.0%4.5%
40Δ172.2925.5%4.5%165.7629.1%3.9%
45Δ170.6925.6%3.9%167.5129.1%3.4%
50Δ169.1225.7%3.4%169.2529.1%2.8%
55Δ167.5725.8%2.9%170.9828.8%2.3%
60Δ166.0225.9%2.5%172.6928.3%1.9%
65Δ164.3626.0%2.1%174.4027.8%1.5%
70Δ162.5226.4%1.8%177.0429.6%1.2%
75Δ160.6726.8%1.5%180.2432.5%1.0%
80Δ159.0225.7%1.2%184.4735.4%0.7%

20Δ

Calls
Pseudo strike
178.43
IV
22.6%
B/E move
6.9%
Puts
Pseudo strike
157.66
IV
29.4%
B/E move
7.2%

25Δ

Calls
Pseudo strike
176.95
IV
23.7%
B/E move
6.3%
Puts
Pseudo strike
160.26
IV
28.6%
B/E move
6.0%

30Δ

Calls
Pseudo strike
175.46
IV
24.9%
B/E move
5.7%
Puts
Pseudo strike
162.11
IV
28.8%
B/E move
5.2%

35Δ

Calls
Pseudo strike
173.89
IV
25.3%
B/E move
5.1%
Puts
Pseudo strike
163.96
IV
29.0%
B/E move
4.5%

40Δ

Calls
Pseudo strike
172.29
IV
25.5%
B/E move
4.5%
Puts
Pseudo strike
165.76
IV
29.1%
B/E move
3.9%

45Δ

Calls
Pseudo strike
170.69
IV
25.6%
B/E move
3.9%
Puts
Pseudo strike
167.51
IV
29.1%
B/E move
3.4%

50Δ

Calls
Pseudo strike
169.12
IV
25.7%
B/E move
3.4%
Puts
Pseudo strike
169.25
IV
29.1%
B/E move
2.8%

55Δ

Calls
Pseudo strike
167.57
IV
25.8%
B/E move
2.9%
Puts
Pseudo strike
170.98
IV
28.8%
B/E move
2.3%

60Δ

Calls
Pseudo strike
166.02
IV
25.9%
B/E move
2.5%
Puts
Pseudo strike
172.69
IV
28.3%
B/E move
1.9%

65Δ

Calls
Pseudo strike
164.36
IV
26.0%
B/E move
2.1%
Puts
Pseudo strike
174.40
IV
27.8%
B/E move
1.5%

70Δ

Calls
Pseudo strike
162.52
IV
26.4%
B/E move
1.8%
Puts
Pseudo strike
177.04
IV
29.6%
B/E move
1.2%

75Δ

Calls
Pseudo strike
160.67
IV
26.8%
B/E move
1.5%
Puts
Pseudo strike
180.24
IV
32.5%
B/E move
1.0%

80Δ

Calls
Pseudo strike
159.02
IV
25.7%
B/E move
1.2%
Puts
Pseudo strike
184.47
IV
35.4%
B/E move
0.7%

Options history

No recorded observations