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SBC Medical Group Holdings Incorporated Common Stock SBC

i

Market dataready · fetched 2026-11-12T01:35:59.314Z

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 · 2026-11-11T21:00:00.173664332Z

FundamentalsSEC EDGAR · ready · as of 2026-06-30 · fetched 2026-11-12T01:32:27.318012+00:00

Share price$5.24
1D-0.6%
AH$5.12$5.17$5.22$5.27$5.315:30 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$0.42$1.39$2.36$3.33$4.30$4.31$4.75$5.19$5.63$6.0720Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ20Δ 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 —65Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —70Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —75Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —80Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —OPTION PRICELive SBC spot · $5.24SBC PRICE$0.53$0.53$0.53$0.53$0.53$0.53$1.11$1.13$1.16$1.21$1.61$2.01$2.41$2.81$4.02
Puts——
Calls——
Skew——
Implied moveBearish±$2.94
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ3.44654.9%55.5%
25Δ3.98572.7%45.7%
30Δ4.51490.4%36.0%
35Δ7.69363.2%56.8%5.05415.5%26.8%
40Δ7.09316.3%45.3%5.59419.6%24.1%
45Δ6.65274.9%36.9%6.13423.6%21.4%
50Δ6.20233.6%28.4%6.67427.6%18.7%
55Δ5.76192.3%19.9%7.21431.7%16.0%
60Δ5.31151.0%11.4%8.50477.8%14.4%
65Δ
70Δ
75Δ
80Δ

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
3.44
IV
654.9%
B/E move
55.5%

25Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
3.98
IV
572.7%
B/E move
45.7%

30Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
4.51
IV
490.4%
B/E move
36.0%

35Δ

Calls
Pseudo strike
7.69
IV
363.2%
B/E move
56.8%
Puts
Pseudo strike
5.05
IV
415.5%
B/E move
26.8%

40Δ

Calls
Pseudo strike
7.09
IV
316.3%
B/E move
45.3%
Puts
Pseudo strike
5.59
IV
419.6%
B/E move
24.1%

45Δ

Calls
Pseudo strike
6.65
IV
274.9%
B/E move
36.9%
Puts
Pseudo strike
6.13
IV
423.6%
B/E move
21.4%

50Δ

Calls
Pseudo strike
6.20
IV
233.6%
B/E move
28.4%
Puts
Pseudo strike
6.67
IV
427.6%
B/E move
18.7%

55Δ

Calls
Pseudo strike
5.76
IV
192.3%
B/E move
19.9%
Puts
Pseudo strike
7.21
IV
431.7%
B/E move
16.0%

60Δ

Calls
Pseudo strike
5.31
IV
151.0%
B/E move
11.4%
Puts
Pseudo strike
8.50
IV
477.8%
B/E move
14.4%

65Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

70Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

75Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

80Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

Options history

IV · four-Friday blend128.48%
Daily EOD
SBC116.2%125.9%135.7%2026-10-19: 117.51%2026-10-20: 119.00%2026-10-21: 130.50%2026-10-23: 120.87%2026-10-26: 134.31%2026-10-27: 133.26%2026-10-30: 128.48%Oct 19Oct 23Oct 30
7 observations2026-10-19 — 2026-10-30
Table
DateIV (%)
117.51%
119.00%
130.50%
120.87%
134.31%
133.26%
128.48%