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Stevanato Group S.p.A. STVN

i

Market datapartial · fetched 2026-11-13T01:26:02.532Z

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 · 2026-11-13T00:00:00.003201237Z

FundamentalsAlpha Vantage · unavailable

Share price$14.36
1D+0.4%
AH$13.95$14.16$14.36$14.57$14.785:30 AM6:30 AM9:00 AM1:00 PM2:00 PMSTVN
Sold putSold callAH

Stevanato Group S.p.A. options

Live interpolated STVN call and put midpoint premiums by absolute delta.Stevanato Group S.p.A.$1.11$1.28$1.46$1.64$1.81$12.49$13.46$14.42$15.38$16.3520Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ20Δ C unavailable: no unambiguous, price-consistent delta bracketC —25Δ C unavailable: no unambiguous, price-consistent delta bracketC —55Δ P unavailable: no unambiguous, price-consistent delta bracketP —60Δ P unavailable: no unambiguous, price-consistent delta bracketP —65Δ P unavailable: no unambiguous, price-consistent delta bracketP —70Δ P unavailable: no unambiguous, price-consistent delta bracketP —75Δ P unavailable: no unambiguous, price-consistent delta bracketP —80Δ P unavailable: no unambiguous, price-consistent delta bracketP —OPTION PRICELive STVN spot · $14.36STVN PRICE$1.13$1.16$1.23$1.30$1.36$1.43$1.50$1.56$1.63$1.70$1.76$1.14$1.20$1.25$1.30$1.35$1.40$1.45
Puts——
Calls——
Skew——
Implied moveBearish±$2.82
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ10.26387.4%36.5%
25Δ10.95351.0%32.1%
30Δ21.94363.1%60.6%11.63314.6%27.7%
35Δ19.64310.5%44.9%12.32278.3%23.3%
40Δ19.02289.4%41.0%13.00241.9%18.9%
45Δ18.39268.3%37.1%13.69205.5%14.5%
50Δ17.77247.2%33.2%14.37169.1%10.0%
55Δ17.14226.0%29.3%
60Δ16.52204.9%25.5%
65Δ15.89183.8%21.6%
70Δ15.27162.7%17.7%
75Δ14.64141.6%13.8%
80Δ14.02120.4%9.9%

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
10.26
IV
387.4%
B/E move
36.5%

25Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
10.95
IV
351.0%
B/E move
32.1%

30Δ

Calls
Pseudo strike
21.94
IV
363.1%
B/E move
60.6%
Puts
Pseudo strike
11.63
IV
314.6%
B/E move
27.7%

35Δ

Calls
Pseudo strike
19.64
IV
310.5%
B/E move
44.9%
Puts
Pseudo strike
12.32
IV
278.3%
B/E move
23.3%

40Δ

Calls
Pseudo strike
19.02
IV
289.4%
B/E move
41.0%
Puts
Pseudo strike
13.00
IV
241.9%
B/E move
18.9%

45Δ

Calls
Pseudo strike
18.39
IV
268.3%
B/E move
37.1%
Puts
Pseudo strike
13.69
IV
205.5%
B/E move
14.5%

50Δ

Calls
Pseudo strike
17.77
IV
247.2%
B/E move
33.2%
Puts
Pseudo strike
14.37
IV
169.1%
B/E move
10.0%

55Δ

Calls
Pseudo strike
17.14
IV
226.0%
B/E move
29.3%
Puts
Pseudo strike
IV
B/E move

60Δ

Calls
Pseudo strike
16.52
IV
204.9%
B/E move
25.5%
Puts
Pseudo strike
IV
B/E move

65Δ

Calls
Pseudo strike
15.89
IV
183.8%
B/E move
21.6%
Puts
Pseudo strike
IV
B/E move

70Δ

Calls
Pseudo strike
15.27
IV
162.7%
B/E move
17.7%
Puts
Pseudo strike
IV
B/E move

75Δ

Calls
Pseudo strike
14.64
IV
141.6%
B/E move
13.8%
Puts
Pseudo strike
IV
B/E move

80Δ

Calls
Pseudo strike
14.02
IV
120.4%
B/E move
9.9%
Puts
Pseudo strike
IV
B/E move

Options history

IV · four-Friday blend75.18%
Daily EOD
STVN51.7%64.3%76.9%2026-10-19: 53.41%2026-10-20: 67.58%2026-10-21: 64.36%2026-10-22: 61.70%2026-10-23: 65.83%2026-10-26: 67.81%2026-10-27: 55.55%2026-10-28: 58.98%2026-10-29: 66.29%2026-10-30: 75.18%Oct 19Oct 23Oct 30
10 observations2026-10-19 — 2026-10-30
Table
DateIV (%)
53.41%
67.58%
64.36%
61.70%
65.83%
67.81%
55.55%
58.98%
66.29%
75.18%