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Skyworks Solutions, Inc. Common Stock SWKS

i

Market dataready · fetched 2026-11-07T05:19:04.978Z

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 · 2026-11-06T23:15:47.177807421Z

FundamentalsSEC EDGAR · ready · as of 2026-07-03 · fetched 2026-11-07T05:19:04.540048+00:00

Share price$82.00
1D-0.7%
AH$80.54$81.41$82.29$83.17$84.045:30 AM6:30 AM9:00 AM1:00 PM2:00 PMSWKS
Sold putSold callAH

Skyworks Solutions, Inc. Common Stock options

Live interpolated SWKS call and put midpoint premiums by absolute delta.Skyworks Solutions, Inc. Common Stock$0.72$3.78$6.84$9.90$12.96$58.66$69.03$79.40$89.77$100.1420Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive SWKS spot · $82.00SWKS PRICE$1.05$1.42$1.77$2.17$2.60$3.07$3.54$4.35$5.21$5.76$6.27$7.55$9.03$1.35$1.74$2.08$2.65$3.20$3.66$4.15$4.83$5.53$6.43$7.43$8.80$12.08
PutsCheap0.54×
CallsCheap0.72×
SkewBearish+1.31 pp
Implied moveBearish±$7.69
TiltBearish8.6% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ91.5263.4%12.9%73.8172.6%11.6%
25Δ89.9165.2%11.4%75.6670.7%9.9%
30Δ88.1563.8%9.7%77.5266.1%8.0%
35Δ86.6263.2%8.3%78.8366.9%7.1%
40Δ85.2363.0%7.1%80.1567.3%6.2%
45Δ83.9462.2%6.1%81.4264.6%5.2%
50Δ82.6861.4%5.1%82.6862.2%4.2%
55Δ81.4064.4%4.6%83.9061.7%3.6%
60Δ80.1367.9%4.1%85.1261.1%2.9%
65Δ78.9665.2%3.3%86.4561.0%2.4%
70Δ77.8061.6%2.5%87.8561.2%1.9%
75Δ76.1364.4%2.1%89.5662.4%1.5%
80Δ74.3267.5%1.6%93.0472.5%1.3%

20Δ

Calls
Pseudo strike
91.52
IV
63.4%
B/E move
12.9%
Puts
Pseudo strike
73.81
IV
72.6%
B/E move
11.6%

25Δ

Calls
Pseudo strike
89.91
IV
65.2%
B/E move
11.4%
Puts
Pseudo strike
75.66
IV
70.7%
B/E move
9.9%

30Δ

Calls
Pseudo strike
88.15
IV
63.8%
B/E move
9.7%
Puts
Pseudo strike
77.52
IV
66.1%
B/E move
8.0%

35Δ

Calls
Pseudo strike
86.62
IV
63.2%
B/E move
8.3%
Puts
Pseudo strike
78.83
IV
66.9%
B/E move
7.1%

40Δ

Calls
Pseudo strike
85.23
IV
63.0%
B/E move
7.1%
Puts
Pseudo strike
80.15
IV
67.3%
B/E move
6.2%

45Δ

Calls
Pseudo strike
83.94
IV
62.2%
B/E move
6.1%
Puts
Pseudo strike
81.42
IV
64.6%
B/E move
5.2%

50Δ

Calls
Pseudo strike
82.68
IV
61.4%
B/E move
5.1%
Puts
Pseudo strike
82.68
IV
62.2%
B/E move
4.2%

55Δ

Calls
Pseudo strike
81.40
IV
64.4%
B/E move
4.6%
Puts
Pseudo strike
83.90
IV
61.7%
B/E move
3.6%

60Δ

Calls
Pseudo strike
80.13
IV
67.9%
B/E move
4.1%
Puts
Pseudo strike
85.12
IV
61.1%
B/E move
2.9%

65Δ

Calls
Pseudo strike
78.96
IV
65.2%
B/E move
3.3%
Puts
Pseudo strike
86.45
IV
61.0%
B/E move
2.4%

70Δ

Calls
Pseudo strike
77.80
IV
61.6%
B/E move
2.5%
Puts
Pseudo strike
87.85
IV
61.2%
B/E move
1.9%

75Δ

Calls
Pseudo strike
76.13
IV
64.4%
B/E move
2.1%
Puts
Pseudo strike
89.56
IV
62.4%
B/E move
1.5%

80Δ

Calls
Pseudo strike
74.32
IV
67.5%
B/E move
1.6%
Puts
Pseudo strike
93.04
IV
72.5%
B/E move
1.3%

Options history

IV · four-Friday blend58.81%
Daily close
SWKS43.6%57.3%70.9%2026-08-10: 53.29%2026-08-11: 51.10%2026-08-12: 51.74%2026-08-13: 48.95%2026-08-14: 47.10%2026-08-17: 52.00%2026-08-18: 50.34%2026-08-19: 50.49%2026-08-20: 51.31%2026-08-21: 47.69%2026-08-24: 47.54%2026-08-25: 48.22%2026-08-26: 46.20%2026-08-27: 47.03%2026-08-28: 47.35%2026-08-31: 45.52%2026-09-01: 46.24%2026-09-02: 47.70%2026-09-03: 47.11%2026-09-04: 46.51%2026-09-08: 50.80%2026-09-09: 48.85%2026-09-10: 56.03%2026-09-11: 55.67%2026-09-14: 58.35%2026-09-15: 69.03%2026-09-16: 68.18%2026-09-17: 65.12%2026-09-18: 58.31%2026-09-21: 59.37%2026-09-22: 58.29%2026-09-23: 58.11%2026-09-24: 56.27%2026-09-25: 57.01%2026-09-28: 57.01%2026-09-29: 56.17%2026-09-30: 56.23%2026-10-01: 56.02%2026-10-02: 57.46%2026-10-05: 55.33%2026-10-06: 57.57%2026-10-07: 56.95%2026-10-08: 57.85%2026-10-09: 56.23%2026-10-12: 58.79%2026-10-13: 60.91%2026-10-14: 62.26%2026-10-15: 64.70%2026-10-16: 58.52%2026-10-19: 57.00%2026-10-20: 58.33%2026-10-21: 56.77%2026-10-22: 56.80%2026-10-23: 57.53%2026-10-26: 58.44%2026-10-27: 57.68%2026-10-28: 57.32%2026-10-29: 56.73%2026-10-30: 58.81%Aug 10Sep 21Oct 30
59 observations2026-08-10 — 2026-10-30
Table
DateIV (%)
53.29%
51.10%
51.74%
48.95%
47.10%
52.00%
50.34%
50.49%
51.31%
47.69%
47.54%
48.22%
46.20%
47.03%
47.35%
45.52%
46.24%
47.70%
47.11%
46.51%
50.80%
48.85%
56.03%
55.67%
58.35%
69.03%
68.18%
65.12%
58.31%
59.37%
58.29%
58.11%
56.27%
57.01%
57.01%
56.17%
56.23%
56.02%
57.46%
55.33%
57.57%
56.95%
57.85%
56.23%
58.79%
60.91%
62.26%
64.70%
58.52%
57.00%
58.33%
56.77%
56.80%
57.53%
58.44%
57.68%
57.32%
56.73%
58.81%