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SiTime Corporation Common Stock SITM

TECHNOLOGY · SEMICONDUCTORS
i

Market dataready · fetched 2026-11-07T21:43:08.002Z

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 · 2026-11-07T00:58:42.618056865Z

FundamentalsAlpha Vantage · ready · quarter 2026-09-30 · fetched 2026-11-07T21:43:07.546427+00:00

Share price$417.47
1D+3.8%
AH$383$393$404$414$4255:30 AM6:30 AM9:00 AM1:00 PM2:00 PMSITM
Sold putSold callAH

SiTime Corporation Common Stock options

Live interpolated SITM call and put midpoint premiums by absolute delta.SiTime Corporation Common Stock$5.17$26.08$46.99$67.90$88.81$281.69$346.04$410.39$474.73$539.0820Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ65Δ C unavailable: no unambiguous, price-consistent delta bracketC —OPTION PRICELive SITM spot · $417.47SITM PRICE$7.43$9.74$12.92$16.14$19.67$24.48$29.27$33.62$37.43$54.30$61.01$70.66$10.58$13.31$17.48$22.79$27.27$30.53$34.92$41.08$46.44$51.93$62.84$73.56$82.78
PutsCheap0.71×
Calls——
Skew——
Implied moveBearish±$64.19
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ490.6391.4%19.3%359.33108.5%16.5%
25Δ475.7089.9%16.3%374.11101.8%13.6%
30Δ465.5593.3%14.6%384.34104.4%12.1%
35Δ455.7795.8%13.0%394.74108.4%10.9%
40Δ444.9296.3%11.3%405.14107.8%9.5%
45Δ436.17101.9%10.3%415.60101.3%7.8%
50Δ426.38104.8%9.1%425.2698.3%6.5%
55Δ415.77103.5%7.6%435.5098.5%5.5%
60Δ405.96100.0%6.2%444.8696.2%4.6%
65Δ454.3192.9%3.6%
70Δ382.57112.0%4.6%467.7696.5%3.0%
75Δ371.39109.8%3.6%481.2297.3%2.4%
80Δ358.15111.1%2.7%493.2994.1%1.7%

20Δ

Calls
Pseudo strike
490.63
IV
91.4%
B/E move
19.3%
Puts
Pseudo strike
359.33
IV
108.5%
B/E move
16.5%

25Δ

Calls
Pseudo strike
475.70
IV
89.9%
B/E move
16.3%
Puts
Pseudo strike
374.11
IV
101.8%
B/E move
13.6%

30Δ

Calls
Pseudo strike
465.55
IV
93.3%
B/E move
14.6%
Puts
Pseudo strike
384.34
IV
104.4%
B/E move
12.1%

35Δ

Calls
Pseudo strike
455.77
IV
95.8%
B/E move
13.0%
Puts
Pseudo strike
394.74
IV
108.4%
B/E move
10.9%

40Δ

Calls
Pseudo strike
444.92
IV
96.3%
B/E move
11.3%
Puts
Pseudo strike
405.14
IV
107.8%
B/E move
9.5%

45Δ

Calls
Pseudo strike
436.17
IV
101.9%
B/E move
10.3%
Puts
Pseudo strike
415.60
IV
101.3%
B/E move
7.8%

50Δ

Calls
Pseudo strike
426.38
IV
104.8%
B/E move
9.1%
Puts
Pseudo strike
425.26
IV
98.3%
B/E move
6.5%

55Δ

Calls
Pseudo strike
415.77
IV
103.5%
B/E move
7.6%
Puts
Pseudo strike
435.50
IV
98.5%
B/E move
5.5%

60Δ

Calls
Pseudo strike
405.96
IV
100.0%
B/E move
6.2%
Puts
Pseudo strike
444.86
IV
96.2%
B/E move
4.6%

65Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
454.31
IV
92.9%
B/E move
3.6%

70Δ

Calls
Pseudo strike
382.57
IV
112.0%
B/E move
4.6%
Puts
Pseudo strike
467.76
IV
96.5%
B/E move
3.0%

75Δ

Calls
Pseudo strike
371.39
IV
109.8%
B/E move
3.6%
Puts
Pseudo strike
481.22
IV
97.3%
B/E move
2.4%

80Δ

Calls
Pseudo strike
358.15
IV
111.1%
B/E move
2.7%
Puts
Pseudo strike
493.29
IV
94.1%
B/E move
1.7%

Options history

IV · four-Friday blend91.57%
Daily close
SITM64.5%80.3%96.0%2026-08-10: 85.00%2026-08-11: 82.66%2026-08-12: 81.14%2026-08-13: 80.76%2026-08-14: 76.88%2026-08-17: 78.33%2026-08-18: 82.69%2026-08-19: 81.36%2026-08-20: 78.56%2026-08-21: 76.75%2026-08-24: 77.59%2026-08-25: 76.89%2026-08-26: 76.34%2026-08-27: 74.82%2026-08-28: 73.15%2026-08-31: 66.70%2026-09-01: 70.96%2026-09-02: 69.89%2026-09-03: 70.93%2026-09-04: 72.55%2026-09-08: 75.81%2026-09-09: 74.90%2026-09-10: 74.21%2026-09-11: 73.14%2026-09-14: 76.95%2026-09-15: 76.52%2026-09-16: 77.18%2026-09-17: 74.53%2026-09-18: 74.53%2026-09-21: 75.72%2026-09-22: 75.88%2026-09-23: 75.03%2026-09-24: 76.93%2026-09-25: 75.50%2026-09-28: 74.96%2026-09-29: 76.44%2026-09-30: 76.41%2026-10-01: 76.46%2026-10-02: 77.63%2026-10-05: 76.72%2026-10-06: 75.69%2026-10-07: 75.27%2026-10-08: 76.52%2026-10-09: 76.54%2026-10-12: 78.42%2026-10-13: 81.52%2026-10-14: 93.81%2026-10-15: 90.23%2026-10-16: 87.12%2026-10-19: 86.21%2026-10-20: 87.36%2026-10-21: 86.73%2026-10-22: 89.10%2026-10-23: 89.62%2026-10-26: 89.84%2026-10-27: 90.03%2026-10-28: 90.31%2026-10-29: 88.62%2026-10-30: 91.57%Aug 10Sep 21Oct 30
59 observations2026-08-10 — 2026-10-30
Table
DateIV (%)
85.00%
82.66%
81.14%
80.76%
76.88%
78.33%
82.69%
81.36%
78.56%
76.75%
77.59%
76.89%
76.34%
74.82%
73.15%
66.70%
70.96%
69.89%
70.93%
72.55%
75.81%
74.90%
74.21%
73.14%
76.95%
76.52%
77.18%
74.53%
74.53%
75.72%
75.88%
75.03%
76.93%
75.50%
74.96%
76.44%
76.41%
76.46%
77.63%
76.72%
75.69%
75.27%
76.52%
76.54%
78.42%
81.52%
93.81%
90.23%
87.12%
86.21%
87.36%
86.73%
89.10%
89.62%
89.84%
90.03%
90.31%
88.62%
91.57%