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Stevanato Group SpA STVN

HEALTHCARE · MEDICAL INSTRUMENTS & SUPPLIES
i

Market dataready · fetched 2026-10-23T18:18:52.779Z

Delta surfaceAlpaca · derived absolute-delta buckets · 2027-03-19

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 · 2026-10-23T18:17:35.70688309Z

FundamentalsAlpha Vantage · ready · quarter 2026-06-30 · fetched 2026-10-23T18:15:22.975672+00:00

Share price$19.44
1D-0.1%
$19.26$19.39$19.52$19.65$19.785:30 AM6:30 AM9:00 AM1:00 PMSTVN
Sold putSold call

Stevanato Group SpA options

Live interpolated STVN call and put midpoint premiums by absolute delta.Stevanato Group SpA$0.54$4.52$8.50$12.48$16.46$11.51$15.44$19.37$23.31$27.2420Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive STVN spot · $19.44STVN PRICE$1.00$1.25$1.49$1.77$2.05$2.34$2.62$2.90$3.19$4.59$6.72$0.97$1.16$1.38$1.72$2.07$2.41$2.73$3.05$3.38$3.70$7.54$11.43$15.31
PutsExpensive1.16×
CallsExpensive1.12×
SkewBearish+1.07 pp
Implied moveBearish±$4.79
TiltBearish31.0% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ13.7574.5%34.3%
25Δ15.7860.7%24.8%
30Δ24.5649.5%31.5%17.6249.0%16.5%
35Δ23.5649.9%27.6%18.3848.5%14.3%
40Δ22.5550.2%23.7%19.1547.9%12.1%
45Δ21.7549.2%21.0%19.9147.4%10.0%
50Δ20.9648.0%18.4%20.5745.6%8.3%
55Δ20.1746.9%15.8%21.2143.7%6.6%
60Δ19.3945.8%13.2%21.8541.7%5.0%
65Δ18.6044.7%10.6%22.4939.8%3.3%
70Δ17.8143.5%8.0%26.5249.3%2.4%
75Δ16.1355.7%6.6%30.5758.9%1.5%
80Δ13.8676.6%5.9%34.6368.6%0.6%

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
13.75
IV
74.5%
B/E move
34.3%

25Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
15.78
IV
60.7%
B/E move
24.8%

30Δ

Calls
Pseudo strike
24.56
IV
49.5%
B/E move
31.5%
Puts
Pseudo strike
17.62
IV
49.0%
B/E move
16.5%

35Δ

Calls
Pseudo strike
23.56
IV
49.9%
B/E move
27.6%
Puts
Pseudo strike
18.38
IV
48.5%
B/E move
14.3%

40Δ

Calls
Pseudo strike
22.55
IV
50.2%
B/E move
23.7%
Puts
Pseudo strike
19.15
IV
47.9%
B/E move
12.1%

45Δ

Calls
Pseudo strike
21.75
IV
49.2%
B/E move
21.0%
Puts
Pseudo strike
19.91
IV
47.4%
B/E move
10.0%

50Δ

Calls
Pseudo strike
20.96
IV
48.0%
B/E move
18.4%
Puts
Pseudo strike
20.57
IV
45.6%
B/E move
8.3%

55Δ

Calls
Pseudo strike
20.17
IV
46.9%
B/E move
15.8%
Puts
Pseudo strike
21.21
IV
43.7%
B/E move
6.6%

60Δ

Calls
Pseudo strike
19.39
IV
45.8%
B/E move
13.2%
Puts
Pseudo strike
21.85
IV
41.7%
B/E move
5.0%

65Δ

Calls
Pseudo strike
18.60
IV
44.7%
B/E move
10.6%
Puts
Pseudo strike
22.49
IV
39.8%
B/E move
3.3%

70Δ

Calls
Pseudo strike
17.81
IV
43.5%
B/E move
8.0%
Puts
Pseudo strike
26.52
IV
49.3%
B/E move
2.4%

75Δ

Calls
Pseudo strike
16.13
IV
55.7%
B/E move
6.6%
Puts
Pseudo strike
30.57
IV
58.9%
B/E move
1.5%

80Δ

Calls
Pseudo strike
13.86
IV
76.6%
B/E move
5.9%
Puts
Pseudo strike
34.63
IV
68.6%
B/E move
0.6%

Options history

No recorded observations