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Sensient Technologies Corporation SXT

BASIC MATERIALS · SPECIALTY CHEMICALS
i

Market dataready · fetched 2026-10-23T03:50:32.123Z

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 · 2026-10-22T23:00:00.00335423Z

FundamentalsAlpha Vantage · ready · quarter 2026-06-30 · fetched 2026-10-23T03:50:30.436844+00:00

Share price$130.94
1D-0.7%
AH$130.70$131.28$131.87$132.46$133.045:30 AM6:30 AM9:00 AM1:00 PM2:00 PMSXT
Sold putSold callAH

Sensient Technologies Corporation options

Live interpolated SXT call and put midpoint premiums by absolute delta.Sensient Technologies Corporation$1.32$5.24$9.16$13.08$17.00$111.22$121.29$131.36$141.43$151.5020Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive SXT spot · $130.94SXT PRICE$1.74$2.27$2.87$3.60$4.43$5.29$6.25$7.21$8.40$9.62$11.18$13.02$15.82$2.19$2.69$3.29$4.00$4.79$5.65$6.87$8.09$9.38$10.70$12.15$13.91$15.87
PutsExpensive1.39×
CallsExpensive1.34×
SkewBullish-2.30 pp
Implied moveBearish±$13.12
TiltBearish4.1% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ147.4544.9%13.9%117.6650.0%11.8%
25Δ143.8843.6%11.6%121.2945.7%9.4%
30Δ141.1643.3%10.0%123.9643.8%7.8%
35Δ138.8043.7%8.7%126.2442.7%6.6%
40Δ136.6944.6%7.8%128.2942.1%5.7%
45Δ134.5845.4%6.8%130.3441.8%4.8%
50Δ132.4545.4%5.9%132.3742.5%4.2%
55Δ130.3245.5%5.0%134.4043.1%3.5%
60Δ128.1745.5%4.3%136.4743.0%2.9%
65Δ126.0145.6%3.6%138.5742.4%2.3%
70Δ123.6446.1%3.0%140.7541.8%1.8%
75Δ121.0847.0%2.4%143.1241.2%1.3%
80Δ117.6849.9%2.0%145.6740.6%0.9%

20Δ

Calls
Pseudo strike
147.45
IV
44.9%
B/E move
13.9%
Puts
Pseudo strike
117.66
IV
50.0%
B/E move
11.8%

25Δ

Calls
Pseudo strike
143.88
IV
43.6%
B/E move
11.6%
Puts
Pseudo strike
121.29
IV
45.7%
B/E move
9.4%

30Δ

Calls
Pseudo strike
141.16
IV
43.3%
B/E move
10.0%
Puts
Pseudo strike
123.96
IV
43.8%
B/E move
7.8%

35Δ

Calls
Pseudo strike
138.80
IV
43.7%
B/E move
8.7%
Puts
Pseudo strike
126.24
IV
42.7%
B/E move
6.6%

40Δ

Calls
Pseudo strike
136.69
IV
44.6%
B/E move
7.8%
Puts
Pseudo strike
128.29
IV
42.1%
B/E move
5.7%

45Δ

Calls
Pseudo strike
134.58
IV
45.4%
B/E move
6.8%
Puts
Pseudo strike
130.34
IV
41.8%
B/E move
4.8%

50Δ

Calls
Pseudo strike
132.45
IV
45.4%
B/E move
5.9%
Puts
Pseudo strike
132.37
IV
42.5%
B/E move
4.2%

55Δ

Calls
Pseudo strike
130.32
IV
45.5%
B/E move
5.0%
Puts
Pseudo strike
134.40
IV
43.1%
B/E move
3.5%

60Δ

Calls
Pseudo strike
128.17
IV
45.5%
B/E move
4.3%
Puts
Pseudo strike
136.47
IV
43.0%
B/E move
2.9%

65Δ

Calls
Pseudo strike
126.01
IV
45.6%
B/E move
3.6%
Puts
Pseudo strike
138.57
IV
42.4%
B/E move
2.3%

70Δ

Calls
Pseudo strike
123.64
IV
46.1%
B/E move
3.0%
Puts
Pseudo strike
140.75
IV
41.8%
B/E move
1.8%

75Δ

Calls
Pseudo strike
121.08
IV
47.0%
B/E move
2.4%
Puts
Pseudo strike
143.12
IV
41.2%
B/E move
1.3%

80Δ

Calls
Pseudo strike
117.68
IV
49.9%
B/E move
2.0%
Puts
Pseudo strike
145.67
IV
40.6%
B/E move
0.9%

Options history

No recorded observations