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Sypris Solutions Inc SYPR

CONSUMER CYCLICAL · AUTO PARTS
i

Market dataready · fetched 2026-10-22T23:43:53.106Z

Delta surfaceAlpaca · derived absolute-delta buckets · 2026-12-18

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 · 2026-10-22T20:00:00.37375323Z

FundamentalsAlpha Vantage · ready · quarter 2026-06-30 · fetched 2026-10-22T23:43:52.202757+00:00

Share price$1.71
1D-3.2%
AH$1.72$1.75$1.78$1.80$1.835:30 AM6:30 AM9:00 AM1:00 PM2:00 PMSYPR
Sold putSold callAH

Sypris Solutions Inc options

Live interpolated SYPR call and put midpoint premiums by absolute delta.Sypris Solutions Inc$0.31$0.88$1.44$2.00$2.57$-0.12$0.19$0.50$0.81$1.1220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICESYPR PRICE$0.38$0.38$0.38$0.99$1.46$1.93$2.41
PutsExpensive1.62×
CallsExpensive2.64×
SkewBullish-142.56 pp
Implied move——
TiltBearish71.6% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ
25Δ
30Δ
35Δ
40Δ7.48374.7%359.4%
45Δ4.15288.7%164.6%
50Δ2.53220.5%69.7%
55Δ
60Δ
65Δ2.54144.1%9.2%
70Δ3.04149.4%7.4%
75Δ3.55154.7%5.7%
80Δ4.05160.1%3.9%

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

25Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

30Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

35Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

40Δ

Calls
Pseudo strike
7.48
IV
374.7%
B/E move
359.4%
Puts
Pseudo strike
IV
B/E move

45Δ

Calls
Pseudo strike
4.15
IV
288.7%
B/E move
164.6%
Puts
Pseudo strike
IV
B/E move

50Δ

Calls
Pseudo strike
2.53
IV
220.5%
B/E move
69.7%
Puts
Pseudo strike
IV
B/E move

55Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

60Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

65Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
2.54
IV
144.1%
B/E move
9.2%

70Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
3.04
IV
149.4%
B/E move
7.4%

75Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
3.55
IV
154.7%
B/E move
5.7%

80Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
4.05
IV
160.1%
B/E move
3.9%

Options history

No recorded observations