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Sasol Limited SSL

i

Market datapartial · fetched 2026-11-03T14:41:35.851Z

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 · 2026-11-03T14:41:23.746360175Z

FundamentalsAlpha Vantage · unavailable

Share price$15.94
1D+0.1%
$15.73$15.80$15.87$15.94$16.015:30 AM6:30 AM9:00 AM1:00 PMSSL
Sold putSold call

Sasol Limited options

Live interpolated SSL call and put midpoint premiums by absolute delta.Sasol Limited$0.24$1.05$1.86$2.66$3.47$12.78$14.28$15.77$17.27$18.7620Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ20Δ C unavailable: no unambiguous, price-consistent delta bracketC —25Δ C unavailable: no unambiguous, price-consistent delta bracketC —OPTION PRICELive SSL spot · $15.94SSL PRICE$0.83$0.88$0.93$1.00$1.07$1.13$1.20$1.27$1.33$1.67$2.10$0.33$0.40$0.47$0.67$0.88$1.09$1.30$1.52$1.73$1.94$2.28$2.76$3.24
PutsExpensive1.56×
Calls——
Skew——
Implied moveBearish±$2.37
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ13.6783.9%16.3%
25Δ14.3075.0%12.7%
30Δ19.92147.5%30.2%14.9466.1%9.2%
35Δ18.63127.4%22.5%15.3166.9%8.1%
40Δ17.45108.7%15.4%15.6468.7%7.4%
45Δ17.06100.6%13.3%15.9870.4%6.6%
50Δ16.6792.5%11.3%16.3272.2%5.8%
55Δ16.2884.5%9.3%16.6573.9%5.0%
60Δ15.8976.4%7.2%16.9975.7%4.2%
65Δ15.4968.3%5.2%17.3277.4%3.5%
70Δ15.1060.2%3.1%17.7778.3%2.8%
75Δ14.6359.4%2.3%18.3478.2%2.2%
80Δ14.1361.1%1.8%18.9278.2%1.6%

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
13.67
IV
83.9%
B/E move
16.3%

25Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
14.30
IV
75.0%
B/E move
12.7%

30Δ

Calls
Pseudo strike
19.92
IV
147.5%
B/E move
30.2%
Puts
Pseudo strike
14.94
IV
66.1%
B/E move
9.2%

35Δ

Calls
Pseudo strike
18.63
IV
127.4%
B/E move
22.5%
Puts
Pseudo strike
15.31
IV
66.9%
B/E move
8.1%

40Δ

Calls
Pseudo strike
17.45
IV
108.7%
B/E move
15.4%
Puts
Pseudo strike
15.64
IV
68.7%
B/E move
7.4%

45Δ

Calls
Pseudo strike
17.06
IV
100.6%
B/E move
13.3%
Puts
Pseudo strike
15.98
IV
70.4%
B/E move
6.6%

50Δ

Calls
Pseudo strike
16.67
IV
92.5%
B/E move
11.3%
Puts
Pseudo strike
16.32
IV
72.2%
B/E move
5.8%

55Δ

Calls
Pseudo strike
16.28
IV
84.5%
B/E move
9.3%
Puts
Pseudo strike
16.65
IV
73.9%
B/E move
5.0%

60Δ

Calls
Pseudo strike
15.89
IV
76.4%
B/E move
7.2%
Puts
Pseudo strike
16.99
IV
75.7%
B/E move
4.2%

65Δ

Calls
Pseudo strike
15.49
IV
68.3%
B/E move
5.2%
Puts
Pseudo strike
17.32
IV
77.4%
B/E move
3.5%

70Δ

Calls
Pseudo strike
15.10
IV
60.2%
B/E move
3.1%
Puts
Pseudo strike
17.77
IV
78.3%
B/E move
2.8%

75Δ

Calls
Pseudo strike
14.63
IV
59.4%
B/E move
2.3%
Puts
Pseudo strike
18.34
IV
78.2%
B/E move
2.2%

80Δ

Calls
Pseudo strike
14.13
IV
61.1%
B/E move
1.8%
Puts
Pseudo strike
18.92
IV
78.2%
B/E move
1.6%

Options history

IV · four-Friday blend61.56%
Daily EOD
SSL52.7%57.4%62.2%2026-10-19: 57.52%2026-10-20: 57.03%2026-10-21: 53.32%2026-10-26: 60.94%2026-10-27: 55.72%2026-10-28: 58.24%2026-10-29: 61.56%Oct 19Oct 26Oct 29
7 observations2026-10-19 — 2026-10-29
Table
DateIV (%)
57.52%
57.03%
53.32%
60.94%
55.72%
58.24%
61.56%