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Silence Therapeutics Plc American Depository Share SLN

HEALTHCARE · BIOTECHNOLOGY
i

Market dataready · fetched 2026-11-03T14:44:08.474Z

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 · 2026-11-03T14:38:28.125134406Z

FundamentalsAlpha Vantage · ready · quarter 2026-06-30 · fetched 2026-11-03T14:44:07.814439+00:00

Share price$19.79
1D+0.1%
$19.76$19.77$19.78$19.79$19.795:30 AM6:30 AM9:00 AM1:00 PMSLN
Sold putSold call

Silence Therapeutics Plc American Depository Share options

Live interpolated SLN call and put midpoint premiums by absolute delta.Silence Therapeutics Plc American Depository Share$0.00$0.75$1.51$2.26$3.02$4.93$14.99$25.05$35.11$45.1720Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ80Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —OPTION PRICELive SLN spot · $19.79SLN PRICE$0.03$0.15$0.31$0.47$0.62$0.78$0.94$1.09$1.25$1.41$1.57$1.72$0.65$0.84$1.04$1.23$1.43$1.62$1.82$2.01$2.21$2.41$2.60$2.80
Puts——
Calls——
Skew——
Implied moveBearish±$2.76
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ20.156.6%2.0%18.5540.5%9.5%
25Δ19.866.6%1.2%18.8842.6%8.8%
30Δ19.708.7%1.1%19.2144.7%8.1%
35Δ19.5310.8%1.0%19.5546.8%7.4%
40Δ19.3612.9%1.0%19.8848.9%6.7%
45Δ19.1915.0%0.9%20.2151.0%6.1%
50Δ19.0217.1%0.9%20.5453.1%5.4%
55Δ18.8519.2%0.8%20.8755.2%4.7%
60Δ18.6821.3%0.7%21.2057.3%4.0%
65Δ18.5123.4%0.7%21.5359.4%3.3%
70Δ18.3425.5%0.6%21.8761.5%2.6%
75Δ18.1727.6%0.6%22.2063.6%1.9%
80Δ

20Δ

Calls
Pseudo strike
20.15
IV
6.6%
B/E move
2.0%
Puts
Pseudo strike
18.55
IV
40.5%
B/E move
9.5%

25Δ

Calls
Pseudo strike
19.86
IV
6.6%
B/E move
1.2%
Puts
Pseudo strike
18.88
IV
42.6%
B/E move
8.8%

30Δ

Calls
Pseudo strike
19.70
IV
8.7%
B/E move
1.1%
Puts
Pseudo strike
19.21
IV
44.7%
B/E move
8.1%

35Δ

Calls
Pseudo strike
19.53
IV
10.8%
B/E move
1.0%
Puts
Pseudo strike
19.55
IV
46.8%
B/E move
7.4%

40Δ

Calls
Pseudo strike
19.36
IV
12.9%
B/E move
1.0%
Puts
Pseudo strike
19.88
IV
48.9%
B/E move
6.7%

45Δ

Calls
Pseudo strike
19.19
IV
15.0%
B/E move
0.9%
Puts
Pseudo strike
20.21
IV
51.0%
B/E move
6.1%

50Δ

Calls
Pseudo strike
19.02
IV
17.1%
B/E move
0.9%
Puts
Pseudo strike
20.54
IV
53.1%
B/E move
5.4%

55Δ

Calls
Pseudo strike
18.85
IV
19.2%
B/E move
0.8%
Puts
Pseudo strike
20.87
IV
55.2%
B/E move
4.7%

60Δ

Calls
Pseudo strike
18.68
IV
21.3%
B/E move
0.7%
Puts
Pseudo strike
21.20
IV
57.3%
B/E move
4.0%

65Δ

Calls
Pseudo strike
18.51
IV
23.4%
B/E move
0.7%
Puts
Pseudo strike
21.53
IV
59.4%
B/E move
3.3%

70Δ

Calls
Pseudo strike
18.34
IV
25.5%
B/E move
0.6%
Puts
Pseudo strike
21.87
IV
61.5%
B/E move
2.6%

75Δ

Calls
Pseudo strike
18.17
IV
27.6%
B/E move
0.6%
Puts
Pseudo strike
22.20
IV
63.6%
B/E move
1.9%

80Δ

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

Options history

IV · four-Friday blend—
Daily EOD

No recorded observations

0 observations