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SBC Medical Group Holdings Incorporated Common Stock SBC

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Market datapartial · fetched 2026-10-22T22:57:23.184Z

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 and implied move: recorded expiration-specific observations.

History data

PriceAlpaca · sip · 2026-10-22T20:00:00.265663417Z

FundamentalsAlpha Vantage · unavailable

Share price$5.69
1D+2.9%
AH$5.44$5.51$5.58$5.64$5.715:30 AM6:30 AM9:00 AM1:00 PM2:00 PMSBC
Sold putSold callAH

SBC Medical Group Holdings Incorporated Common Stock options

Live interpolated SBC call and put midpoint premiums by absolute delta.SBC Medical Group Holdings Incorporated Common Stock$0.43$1.30$2.17$3.03$3.90$1.40$3.13$4.86$6.59$8.3220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive SBC spot · $5.69SBC PRICE$0.53$0.56$0.60$0.64$0.68$0.73$0.77$0.81$0.86$1.25$0.80$0.67$0.57$1.06$1.55$2.04$2.53$3.65
PutsExpensive3.93×
CallsExpensive1.90×
SkewBearish+103.98 pp
Implied moveBearish±$3.17
TiltBearish26.9% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ3.81360.3%47.0%
25Δ4.42250.2%34.2%
30Δ5.02145.2%21.8%
35Δ8.07182.0%51.1%5.57166.4%20.7%
40Δ7.28158.6%37.8%6.12187.6%19.6%
45Δ6.98147.1%33.1%6.67208.8%18.6%
50Δ6.67135.6%28.5%7.22230.0%17.5%
55Δ6.37124.0%23.9%8.40262.4%16.5%
60Δ6.06112.5%19.3%
65Δ5.75101.0%14.7%
70Δ5.4589.5%10.0%
75Δ5.1477.9%5.4%
80Δ4.6295.6%3.1%

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
3.81
IV
360.3%
B/E move
47.0%

25Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
4.42
IV
250.2%
B/E move
34.2%

30Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
5.02
IV
145.2%
B/E move
21.8%

35Δ

Calls
Pseudo strike
8.07
IV
182.0%
B/E move
51.1%
Puts
Pseudo strike
5.57
IV
166.4%
B/E move
20.7%

40Δ

Calls
Pseudo strike
7.28
IV
158.6%
B/E move
37.8%
Puts
Pseudo strike
6.12
IV
187.6%
B/E move
19.6%

45Δ

Calls
Pseudo strike
6.98
IV
147.1%
B/E move
33.1%
Puts
Pseudo strike
6.67
IV
208.8%
B/E move
18.6%

50Δ

Calls
Pseudo strike
6.67
IV
135.6%
B/E move
28.5%
Puts
Pseudo strike
7.22
IV
230.0%
B/E move
17.5%

55Δ

Calls
Pseudo strike
6.37
IV
124.0%
B/E move
23.9%
Puts
Pseudo strike
8.40
IV
262.4%
B/E move
16.5%

60Δ

Calls
Pseudo strike
6.06
IV
112.5%
B/E move
19.3%
Puts
Pseudo strike
IV
B/E move

65Δ

Calls
Pseudo strike
5.75
IV
101.0%
B/E move
14.7%
Puts
Pseudo strike
IV
B/E move

70Δ

Calls
Pseudo strike
5.45
IV
89.5%
B/E move
10.0%
Puts
Pseudo strike
IV
B/E move

75Δ

Calls
Pseudo strike
5.14
IV
77.9%
B/E move
5.4%
Puts
Pseudo strike
IV
B/E move

80Δ

Calls
Pseudo strike
4.62
IV
95.6%
B/E move
3.1%
Puts
Pseudo strike
IV
B/E move

Options history

No recorded observations