IntraAlpha
Create free account Start free

Silvercrest Asset Management Group Inc. Class A Common Stock SAMG

FINANCIAL SERVICES · ASSET MANAGEMENT
i

Market dataready · fetched 2026-11-12T00:54:15.825Z

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 · 2026-11-11T21:00:00.459831379Z

FundamentalsAlpha Vantage · ready · quarter 2026-09-30 · fetched 2026-11-12T00:48:28.129719+00:00

Share price$11.02
1D+0.3%
AH$10.75$10.83$10.92$11.00$11.085:30 AM6:30 AM9:00 AM1:00 PM2:00 PMSAMG
Sold putSold callAH

Silvercrest Asset Management Group Inc. Class A Common Stock options

Live interpolated SAMG call and put midpoint premiums by absolute delta.Silvercrest Asset Management Group Inc. Class A Common Stock$0.16$0.42$0.67$0.93$1.19$9.83$10.43$11.02$11.62$12.2220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ20Δ C unavailable: no unambiguous, price-consistent delta bracketC —25Δ 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 —70Δ P unavailable: no unambiguous, price-consistent delta bracketP —75Δ P unavailable: no unambiguous, price-consistent delta bracketP —80Δ P unavailable: no unambiguous, price-consistent delta bracketP —OPTION PRICELive SAMG spot · $11.02SAMG PRICE$0.46$0.54$0.61$0.69$0.76$0.84$0.91$0.98$1.06$0.19$0.29$0.39$0.49$0.60$0.70$0.80$0.91$1.01$1.11
Puts——
Calls——
Skew——
Implied moveBearish±$1.42
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ10.1566.8%9.6%
25Δ10.3267.1%8.9%
30Δ10.5067.3%8.2%
35Δ10.6867.5%7.6%
40Δ11.6171.5%9.6%10.8667.8%6.9%
45Δ11.4370.8%8.6%11.0468.0%6.2%
50Δ11.2570.0%7.7%11.2268.3%5.5%
55Δ11.0769.3%6.7%11.3968.5%4.9%
60Δ10.8968.5%5.7%11.5768.7%4.2%
65Δ10.7167.8%4.7%11.7569.0%3.5%
70Δ10.5367.0%3.8%
75Δ10.3466.3%2.8%
80Δ10.1665.5%1.8%

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
10.15
IV
66.8%
B/E move
9.6%

25Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
10.32
IV
67.1%
B/E move
8.9%

30Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
10.50
IV
67.3%
B/E move
8.2%

35Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
10.68
IV
67.5%
B/E move
7.6%

40Δ

Calls
Pseudo strike
11.61
IV
71.5%
B/E move
9.6%
Puts
Pseudo strike
10.86
IV
67.8%
B/E move
6.9%

45Δ

Calls
Pseudo strike
11.43
IV
70.8%
B/E move
8.6%
Puts
Pseudo strike
11.04
IV
68.0%
B/E move
6.2%

50Δ

Calls
Pseudo strike
11.25
IV
70.0%
B/E move
7.7%
Puts
Pseudo strike
11.22
IV
68.3%
B/E move
5.5%

55Δ

Calls
Pseudo strike
11.07
IV
69.3%
B/E move
6.7%
Puts
Pseudo strike
11.39
IV
68.5%
B/E move
4.9%

60Δ

Calls
Pseudo strike
10.89
IV
68.5%
B/E move
5.7%
Puts
Pseudo strike
11.57
IV
68.7%
B/E move
4.2%

65Δ

Calls
Pseudo strike
10.71
IV
67.8%
B/E move
4.7%
Puts
Pseudo strike
11.75
IV
69.0%
B/E move
3.5%

70Δ

Calls
Pseudo strike
10.53
IV
67.0%
B/E move
3.8%
Puts
Pseudo strike
IV
B/E move

75Δ

Calls
Pseudo strike
10.34
IV
66.3%
B/E move
2.8%
Puts
Pseudo strike
IV
B/E move

80Δ

Calls
Pseudo strike
10.16
IV
65.5%
B/E move
1.8%
Puts
Pseudo strike
IV
B/E move

Options history

IV · four-Friday blend—
Daily EOD

No recorded observations

0 observations