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Stratasys, Ltd. Ordinary Shares (Israel) SSYS

TECHNOLOGY · COMPUTER HARDWARE
i

Market dataready · fetched 2026-11-06T21:06:24.024Z

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 · 2026-11-06T21:00:01.111112052Z

FundamentalsAlpha Vantage · ready · quarter 2026-06-30 · fetched 2026-11-06T21:01:33.336731+00:00

Share price$6.42
1D+4.1%
AH$6.15$6.22$6.30$6.37$6.455:30 AM6:30 AM9:00 AM1:00 PM2:00 PMSSYS
Sold putSold callAH

Stratasys, Ltd. Ordinary Shares (Israel) options

Live interpolated SSYS call and put midpoint premiums by absolute delta.Stratasys, Ltd. Ordinary Shares (Israel)$0.06$0.63$1.20$1.77$2.34$-0.12$0.19$0.50$0.81$1.1220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ25Δ C unavailable: no unambiguous, price-consistent delta bracketC —30Δ C unavailable: no unambiguous, price-consistent delta bracketC —35Δ C unavailable: no unambiguous, price-consistent delta bracketC —40Δ C unavailable: no unambiguous, price-consistent delta bracketC —45Δ C unavailable: no unambiguous, price-consistent delta bracketC —50Δ C unavailable: no unambiguous, price-consistent delta bracketC —55Δ C unavailable: no unambiguous, price-consistent delta bracketC —60Δ C unavailable: no unambiguous, price-consistent delta bracketC —65Δ C unavailable: no unambiguous, price-consistent delta bracketC —70Δ C unavailable: no unambiguous, price-consistent delta bracketC —75Δ C unavailable: no unambiguous, price-consistent delta bracketC —80Δ C unavailable: no unambiguous, price-consistent delta bracketC —OPTION PRICESSYS PRICE$0.12$0.24$0.33$0.42$0.51$0.59$0.68$0.77$0.86$0.94$1.03$1.12$1.20$2.17
PutsExpensive1.79×
Calls——
Skew——
Implied move——
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ7.6991.7%21.7%5.37109.0%20.2%
25Δ5.56108.0%18.6%
30Δ5.75106.9%17.0%
35Δ5.94105.9%15.4%
40Δ6.13104.8%13.8%
45Δ6.32103.8%12.2%
50Δ6.51102.8%10.6%
55Δ6.70101.7%9.0%
60Δ6.89100.7%7.4%
65Δ7.0899.6%5.8%
70Δ7.2698.6%4.2%
75Δ7.4597.6%2.6%
80Δ8.46128.5%2.1%

20Δ

Calls
Pseudo strike
7.69
IV
91.7%
B/E move
21.7%
Puts
Pseudo strike
5.37
IV
109.0%
B/E move
20.2%

25Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
5.56
IV
108.0%
B/E move
18.6%

30Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
5.75
IV
106.9%
B/E move
17.0%

35Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
5.94
IV
105.9%
B/E move
15.4%

40Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
6.13
IV
104.8%
B/E move
13.8%

45Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
6.32
IV
103.8%
B/E move
12.2%

50Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
6.51
IV
102.8%
B/E move
10.6%

55Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
6.70
IV
101.7%
B/E move
9.0%

60Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
6.89
IV
100.7%
B/E move
7.4%

65Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
7.08
IV
99.6%
B/E move
5.8%

70Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
7.26
IV
98.6%
B/E move
4.2%

75Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
7.45
IV
97.6%
B/E move
2.6%

80Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
8.46
IV
128.5%
B/E move
2.1%

Options history

IV · four-Friday blend—
Daily EOD

No recorded observations

0 observations