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Skyworks Solutions, Inc. Common Stock SWKS

TECHNOLOGY · SEMICONDUCTORS
i

Market dataready · fetched 2026-11-03T20:49:44.391Z

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 · 2026-11-03T20:49:42.634137456Z

FundamentalsAlpha Vantage · ready · quarter 2026-06-30 · fetched 2026-11-03T20:49:43.971733+00:00

Share price$85.97
1D-1.0%
$84.11$84.88$85.66$86.44$87.215:30 AM6:30 AM9:00 AM1:00 PMSWKS
Sold putSold call

Skyworks Solutions, Inc. Common Stock options

Live interpolated SWKS call and put midpoint premiums by absolute delta.Skyworks Solutions, Inc. Common Stock$0.89$5.38$9.87$14.36$18.85$68.48$76.89$85.30$93.71$102.1220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive SWKS spot · $85.97SWKS PRICE$1.38$1.87$2.29$2.81$3.39$4.02$4.69$5.47$6.29$7.16$8.14$9.37$10.84$1.67$2.27$2.93$3.61$4.38$5.22$6.17$7.24$8.48$10.14$12.28$14.24$17.56
PutsExpensive1.39×
CallsExpensive1.22×
SkewBearish+7.19 pp
Implied moveBearish±$10.87
TiltBearish17.4% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ98.9970.2%16.7%76.1974.2%13.3%
25Δ97.0573.2%15.1%78.2474.8%11.6%
30Δ94.2869.7%12.3%80.1076.0%10.2%
35Δ92.3069.6%10.6%81.9775.1%8.9%
40Δ90.5069.6%9.2%83.7574.8%7.7%
45Δ88.7769.4%7.9%85.5174.8%6.6%
50Δ87.0969.3%6.8%87.2675.0%5.7%
55Δ85.4769.6%5.8%89.0674.9%4.8%
60Δ83.8669.3%4.9%90.9775.3%4.0%
65Δ82.2468.7%4.0%93.1877.4%3.4%
70Δ80.5968.1%3.2%95.8180.6%2.8%
75Δ78.7968.3%2.5%98.3480.5%2.2%
80Δ76.8168.8%2.0%102.1183.8%1.6%

20Δ

Calls
Pseudo strike
98.99
IV
70.2%
B/E move
16.7%
Puts
Pseudo strike
76.19
IV
74.2%
B/E move
13.3%

25Δ

Calls
Pseudo strike
97.05
IV
73.2%
B/E move
15.1%
Puts
Pseudo strike
78.24
IV
74.8%
B/E move
11.6%

30Δ

Calls
Pseudo strike
94.28
IV
69.7%
B/E move
12.3%
Puts
Pseudo strike
80.10
IV
76.0%
B/E move
10.2%

35Δ

Calls
Pseudo strike
92.30
IV
69.6%
B/E move
10.6%
Puts
Pseudo strike
81.97
IV
75.1%
B/E move
8.9%

40Δ

Calls
Pseudo strike
90.50
IV
69.6%
B/E move
9.2%
Puts
Pseudo strike
83.75
IV
74.8%
B/E move
7.7%

45Δ

Calls
Pseudo strike
88.77
IV
69.4%
B/E move
7.9%
Puts
Pseudo strike
85.51
IV
74.8%
B/E move
6.6%

50Δ

Calls
Pseudo strike
87.09
IV
69.3%
B/E move
6.8%
Puts
Pseudo strike
87.26
IV
75.0%
B/E move
5.7%

55Δ

Calls
Pseudo strike
85.47
IV
69.6%
B/E move
5.8%
Puts
Pseudo strike
89.06
IV
74.9%
B/E move
4.8%

60Δ

Calls
Pseudo strike
83.86
IV
69.3%
B/E move
4.9%
Puts
Pseudo strike
90.97
IV
75.3%
B/E move
4.0%

65Δ

Calls
Pseudo strike
82.24
IV
68.7%
B/E move
4.0%
Puts
Pseudo strike
93.18
IV
77.4%
B/E move
3.4%

70Δ

Calls
Pseudo strike
80.59
IV
68.1%
B/E move
3.2%
Puts
Pseudo strike
95.81
IV
80.6%
B/E move
2.8%

75Δ

Calls
Pseudo strike
78.79
IV
68.3%
B/E move
2.5%
Puts
Pseudo strike
98.34
IV
80.5%
B/E move
2.2%

80Δ

Calls
Pseudo strike
76.81
IV
68.8%
B/E move
2.0%
Puts
Pseudo strike
102.11
IV
83.8%
B/E move
1.6%

Options history

IV · four-Friday blend58.81%
Daily close
SWKS43.6%57.3%70.9%2026-08-05: 56.63%2026-08-06: 55.47%2026-08-07: 54.75%2026-08-10: 53.29%2026-08-11: 51.10%2026-08-12: 51.74%2026-08-13: 48.95%2026-08-14: 47.10%2026-08-17: 52.00%2026-08-18: 50.34%2026-08-19: 50.49%2026-08-20: 51.31%2026-08-21: 47.69%2026-08-24: 47.54%2026-08-25: 48.22%2026-08-26: 46.20%2026-08-27: 47.03%2026-08-28: 47.35%2026-08-31: 45.52%2026-09-01: 46.24%2026-09-02: 47.70%2026-09-03: 47.11%2026-09-04: 46.51%2026-09-08: 50.80%2026-09-09: 48.85%2026-09-10: 56.03%2026-09-11: 55.67%2026-09-14: 58.35%2026-09-15: 69.03%2026-09-16: 68.18%2026-09-17: 65.12%2026-09-18: 58.31%2026-09-21: 59.37%2026-09-22: 58.29%2026-09-23: 58.11%2026-09-24: 56.27%2026-09-25: 57.01%2026-09-28: 57.01%2026-09-29: 56.17%2026-09-30: 56.23%2026-10-01: 56.02%2026-10-02: 57.46%2026-10-05: 55.33%2026-10-06: 57.57%2026-10-07: 56.95%2026-10-08: 57.85%2026-10-09: 56.23%2026-10-12: 58.79%2026-10-13: 60.91%2026-10-14: 62.26%2026-10-15: 64.70%2026-10-16: 58.52%2026-10-19: 57.00%2026-10-20: 58.33%2026-10-21: 56.77%2026-10-22: 56.80%2026-10-23: 57.53%2026-10-26: 58.44%2026-10-27: 57.68%2026-10-28: 57.32%2026-10-29: 56.73%2026-10-30: 58.81%Aug 5Sep 17Oct 30
62 observations2026-08-05 — 2026-10-30
Table
DateIV (%)
56.63%
55.47%
54.75%
53.29%
51.10%
51.74%
48.95%
47.10%
52.00%
50.34%
50.49%
51.31%
47.69%
47.54%
48.22%
46.20%
47.03%
47.35%
45.52%
46.24%
47.70%
47.11%
46.51%
50.80%
48.85%
56.03%
55.67%
58.35%
69.03%
68.18%
65.12%
58.31%
59.37%
58.29%
58.11%
56.27%
57.01%
57.01%
56.17%
56.23%
56.02%
57.46%
55.33%
57.57%
56.95%
57.85%
56.23%
58.79%
60.91%
62.26%
64.70%
58.52%
57.00%
58.33%
56.77%
56.80%
57.53%
58.44%
57.68%
57.32%
56.73%
58.81%