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Service Corporation International SCI

i

Market dataready · fetched 2026-11-12T15:29:48.966Z

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 · 2026-11-12T15:29:34.576503976Z

FundamentalsSEC EDGAR · ready · as of 2026-09-30 · fetched 2026-11-12T15:29:48.399245+00:00

Share price$75.65
1D-0.9%
$75.06$75.39$75.73$76.07$76.415:30 AM6:30 AM9:00 AM1:00 PMSCI
Sold putSold call

Service Corporation International options

Live interpolated SCI call and put midpoint premiums by absolute delta.Service Corporation International$0.39$1.41$2.42$3.44$4.45$70.36$73.15$75.94$78.74$81.5320Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ80Δ P unavailable: no unambiguous, price-consistent delta bracketP —OPTION PRICELive SCI spot · $75.65SCI PRICE$0.56$0.72$0.89$1.06$1.32$1.63$1.93$2.23$2.55$2.89$3.22$3.56$4.16$0.50$0.70$0.92$1.14$1.36$1.53$1.63$1.73$1.84$1.94$2.04$2.15
Puts——
CallsExpensive1.19×
Skew——
Implied moveBullish±$3.56
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ80.4745.5%7.1%72.1439.1%5.3%
25Δ79.4143.5%5.9%72.9538.0%4.5%
30Δ78.5642.1%5.0%73.5438.6%4.0%
35Δ77.7240.8%4.1%74.1239.3%3.5%
40Δ77.0541.1%3.6%74.7139.9%3.0%
45Δ76.4542.1%3.2%75.1938.9%2.6%
50Δ75.8543.0%2.8%75.5836.2%2.3%
55Δ75.2544.0%2.4%75.9633.5%1.9%
60Δ74.6543.6%2.0%76.3430.8%1.5%
65Δ74.0642.4%1.7%76.7228.1%1.1%
70Δ73.4741.1%1.4%77.1025.4%0.8%
75Δ72.8839.9%1.0%77.4922.7%0.4%
80Δ72.0740.2%0.8%

20Δ

Calls
Pseudo strike
80.47
IV
45.5%
B/E move
7.1%
Puts
Pseudo strike
72.14
IV
39.1%
B/E move
5.3%

25Δ

Calls
Pseudo strike
79.41
IV
43.5%
B/E move
5.9%
Puts
Pseudo strike
72.95
IV
38.0%
B/E move
4.5%

30Δ

Calls
Pseudo strike
78.56
IV
42.1%
B/E move
5.0%
Puts
Pseudo strike
73.54
IV
38.6%
B/E move
4.0%

35Δ

Calls
Pseudo strike
77.72
IV
40.8%
B/E move
4.1%
Puts
Pseudo strike
74.12
IV
39.3%
B/E move
3.5%

40Δ

Calls
Pseudo strike
77.05
IV
41.1%
B/E move
3.6%
Puts
Pseudo strike
74.71
IV
39.9%
B/E move
3.0%

45Δ

Calls
Pseudo strike
76.45
IV
42.1%
B/E move
3.2%
Puts
Pseudo strike
75.19
IV
38.9%
B/E move
2.6%

50Δ

Calls
Pseudo strike
75.85
IV
43.0%
B/E move
2.8%
Puts
Pseudo strike
75.58
IV
36.2%
B/E move
2.3%

55Δ

Calls
Pseudo strike
75.25
IV
44.0%
B/E move
2.4%
Puts
Pseudo strike
75.96
IV
33.5%
B/E move
1.9%

60Δ

Calls
Pseudo strike
74.65
IV
43.6%
B/E move
2.0%
Puts
Pseudo strike
76.34
IV
30.8%
B/E move
1.5%

65Δ

Calls
Pseudo strike
74.06
IV
42.4%
B/E move
1.7%
Puts
Pseudo strike
76.72
IV
28.1%
B/E move
1.1%

70Δ

Calls
Pseudo strike
73.47
IV
41.1%
B/E move
1.4%
Puts
Pseudo strike
77.10
IV
25.4%
B/E move
0.8%

75Δ

Calls
Pseudo strike
72.88
IV
39.9%
B/E move
1.0%
Puts
Pseudo strike
77.49
IV
22.7%
B/E move
0.4%

80Δ

Calls
Pseudo strike
72.07
IV
40.2%
B/E move
0.8%
Puts
Pseudo strike
IV
B/E move

Options history

IV · four-Friday blend22.88%
Daily EOD
SCI22.5%25.1%27.6%2026-10-19: 26.39%2026-10-20: 24.21%2026-10-21: 24.64%2026-10-22: 25.15%2026-10-23: 27.28%2026-10-26: 25.34%2026-10-27: 26.40%2026-10-28: 26.92%2026-10-29: 23.35%2026-10-30: 22.88%Oct 19Oct 23Oct 30
10 observations2026-10-19 — 2026-10-30
Table
DateIV (%)
26.39%
24.21%
24.64%
25.15%
27.28%
25.34%
26.40%
26.92%
23.35%
22.88%