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Sensient Technology Corporation SXT

i

Market dataready · fetched 2026-11-12T15:28:15.114Z

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 · 2026-11-12T15:26:22.92273323Z

FundamentalsSEC EDGAR · ready · as of 2026-09-30 · fetched 2026-11-12T15:28:14.521123+00:00

Share price$117.46
1D-1.1%
$117.34$117.78$118.23$118.67$119.115:30 AM6:30 AM9:00 AM1:00 PMSXT
Sold putSold call

Sensient Technology Corporation options

Live interpolated SXT call and put midpoint premiums by absolute delta.Sensient Technology Corporation$1.05$3.04$5.03$7.02$9.01$109.14$114.03$118.92$123.81$128.7020Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ65Δ 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 SXT spot · $117.46SXT PRICE$1.26$1.41$1.77$2.12$2.48$2.93$3.41$3.88$4.36$5.01$6.16$7.30$8.44$1.32$1.55$1.84$2.12$2.41$2.70$2.98$3.27$3.56
Puts——
CallsExpensive1.26×
Skew——
Implied moveBullish±$6.39
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ130.0370.6%11.8%108.6865.0%8.6%
25Δ124.8655.7%7.5%110.8057.7%7.0%
30Δ123.3454.5%6.5%111.9654.7%6.2%
35Δ121.8253.3%5.5%113.1251.8%5.5%
40Δ120.2952.2%4.5%114.2848.9%4.8%
45Δ119.1151.1%3.9%115.4446.0%4.0%
50Δ118.0150.2%3.4%116.6043.0%3.3%
55Δ116.9049.2%2.8%117.7640.1%2.5%
60Δ115.8048.2%2.3%118.9137.2%1.8%
65Δ114.6048.1%1.8%
70Δ113.1350.1%1.6%
75Δ111.6752.0%1.3%
80Δ110.2154.0%1.0%

20Δ

Calls
Pseudo strike
130.03
IV
70.6%
B/E move
11.8%
Puts
Pseudo strike
108.68
IV
65.0%
B/E move
8.6%

25Δ

Calls
Pseudo strike
124.86
IV
55.7%
B/E move
7.5%
Puts
Pseudo strike
110.80
IV
57.7%
B/E move
7.0%

30Δ

Calls
Pseudo strike
123.34
IV
54.5%
B/E move
6.5%
Puts
Pseudo strike
111.96
IV
54.7%
B/E move
6.2%

35Δ

Calls
Pseudo strike
121.82
IV
53.3%
B/E move
5.5%
Puts
Pseudo strike
113.12
IV
51.8%
B/E move
5.5%

40Δ

Calls
Pseudo strike
120.29
IV
52.2%
B/E move
4.5%
Puts
Pseudo strike
114.28
IV
48.9%
B/E move
4.8%

45Δ

Calls
Pseudo strike
119.11
IV
51.1%
B/E move
3.9%
Puts
Pseudo strike
115.44
IV
46.0%
B/E move
4.0%

50Δ

Calls
Pseudo strike
118.01
IV
50.2%
B/E move
3.4%
Puts
Pseudo strike
116.60
IV
43.0%
B/E move
3.3%

55Δ

Calls
Pseudo strike
116.90
IV
49.2%
B/E move
2.8%
Puts
Pseudo strike
117.76
IV
40.1%
B/E move
2.5%

60Δ

Calls
Pseudo strike
115.80
IV
48.2%
B/E move
2.3%
Puts
Pseudo strike
118.91
IV
37.2%
B/E move
1.8%

65Δ

Calls
Pseudo strike
114.60
IV
48.1%
B/E move
1.8%
Puts
Pseudo strike
IV
B/E move

70Δ

Calls
Pseudo strike
113.13
IV
50.1%
B/E move
1.6%
Puts
Pseudo strike
IV
B/E move

75Δ

Calls
Pseudo strike
111.67
IV
52.0%
B/E move
1.3%
Puts
Pseudo strike
IV
B/E move

80Δ

Calls
Pseudo strike
110.21
IV
54.0%
B/E move
1.0%
Puts
Pseudo strike
IV
B/E move

Options history

IV · four-Friday blend32.62%
Daily EOD
SXT32.0%36.2%40.4%2026-10-19: 37.96%2026-10-20: 37.93%2026-10-21: 38.46%2026-10-22: 37.82%2026-10-23: 37.92%2026-10-26: 39.54%2026-10-27: 39.54%2026-10-28: 39.83%2026-10-29: 38.13%2026-10-30: 32.62%Oct 19Oct 23Oct 30
10 observations2026-10-19 — 2026-10-30
Table
DateIV (%)
37.96%
37.93%
38.46%
37.82%
37.92%
39.54%
39.54%
39.83%
38.13%
32.62%