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Seacoast Banking Corporation of Florida Common Stock SBCF

FINANCIAL SERVICES · BANKS - REGIONAL
i

Market dataready · fetched 2026-11-12T02:47:16.833Z

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 · 2026-11-11T21:00:08.108846899Z

FundamentalsAlpha Vantage · ready · quarter 2026-09-30 · fetched 2026-11-12T02:47:16.353935+00:00

Share price$33.72
1D-0.6%
AH$33.54$33.65$33.75$33.86$33.975:30 AM6:30 AM9:00 AM1:00 PM2:00 PMSBCF
Sold putSold callAH

Seacoast Banking Corporation of Florida Common Stock options

Live interpolated SBCF call and put midpoint premiums by absolute delta.Seacoast Banking Corporation of Florida Common Stock$0.33$3.15$5.96$8.77$11.59$24.01$28.31$32.61$36.91$41.2120Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive SBCF spot · $33.72SBCF PRICE$0.64$0.93$1.22$1.51$1.80$2.09$2.35$2.59$2.84$3.09$3.33$3.58$3.82$2.15$2.15$2.16$2.21$2.27$2.33$2.38$2.44$3.07$5.00$6.92$8.85$10.78
PutsExpensive5.51×
CallsExpensive2.78×
SkewBearish+42.54 pp
Implied moveBalanced±$4.73
TiltBearish27.8% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ39.53108.7%19.1%25.41295.6%31.0%
25Δ38.69112.9%17.5%27.91238.5%23.6%
30Δ37.85117.0%15.8%30.14187.5%17.0%
35Δ37.01121.2%14.2%30.99169.1%14.7%
40Δ36.17125.3%12.6%31.85150.8%12.3%
45Δ35.33129.5%11.0%32.70132.4%9.9%
50Δ34.60126.7%9.6%33.56114.0%7.5%
55Δ33.95119.5%8.4%34.4195.6%5.2%
60Δ33.29112.4%7.2%35.6388.5%3.4%
65Δ32.64105.2%5.9%37.66106.3%3.1%
70Δ31.9998.0%4.7%39.70124.1%2.8%
75Δ31.3390.8%3.5%41.73141.9%2.5%
80Δ30.6883.7%2.3%43.76159.7%2.2%

20Δ

Calls
Pseudo strike
39.53
IV
108.7%
B/E move
19.1%
Puts
Pseudo strike
25.41
IV
295.6%
B/E move
31.0%

25Δ

Calls
Pseudo strike
38.69
IV
112.9%
B/E move
17.5%
Puts
Pseudo strike
27.91
IV
238.5%
B/E move
23.6%

30Δ

Calls
Pseudo strike
37.85
IV
117.0%
B/E move
15.8%
Puts
Pseudo strike
30.14
IV
187.5%
B/E move
17.0%

35Δ

Calls
Pseudo strike
37.01
IV
121.2%
B/E move
14.2%
Puts
Pseudo strike
30.99
IV
169.1%
B/E move
14.7%

40Δ

Calls
Pseudo strike
36.17
IV
125.3%
B/E move
12.6%
Puts
Pseudo strike
31.85
IV
150.8%
B/E move
12.3%

45Δ

Calls
Pseudo strike
35.33
IV
129.5%
B/E move
11.0%
Puts
Pseudo strike
32.70
IV
132.4%
B/E move
9.9%

50Δ

Calls
Pseudo strike
34.60
IV
126.7%
B/E move
9.6%
Puts
Pseudo strike
33.56
IV
114.0%
B/E move
7.5%

55Δ

Calls
Pseudo strike
33.95
IV
119.5%
B/E move
8.4%
Puts
Pseudo strike
34.41
IV
95.6%
B/E move
5.2%

60Δ

Calls
Pseudo strike
33.29
IV
112.4%
B/E move
7.2%
Puts
Pseudo strike
35.63
IV
88.5%
B/E move
3.4%

65Δ

Calls
Pseudo strike
32.64
IV
105.2%
B/E move
5.9%
Puts
Pseudo strike
37.66
IV
106.3%
B/E move
3.1%

70Δ

Calls
Pseudo strike
31.99
IV
98.0%
B/E move
4.7%
Puts
Pseudo strike
39.70
IV
124.1%
B/E move
2.8%

75Δ

Calls
Pseudo strike
31.33
IV
90.8%
B/E move
3.5%
Puts
Pseudo strike
41.73
IV
141.9%
B/E move
2.5%

80Δ

Calls
Pseudo strike
30.68
IV
83.7%
B/E move
2.3%
Puts
Pseudo strike
43.76
IV
159.7%
B/E move
2.2%

Options history

IV · four-Friday blend43.02%
Daily EOD
SBCF42.3%47.3%52.3%2026-10-20: 51.12%2026-10-21: 46.30%2026-10-22: 45.76%2026-10-23: 45.80%2026-10-26: 45.51%2026-10-27: 45.76%2026-10-28: 51.63%2026-10-29: 50.78%2026-10-30: 43.02%Oct 20Oct 26Oct 30
9 observations2026-10-20 — 2026-10-30
Table
DateIV (%)
51.12%
46.30%
45.76%
45.80%
45.51%
45.76%
51.63%
50.78%
43.02%