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Service Corporation International SCI

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Market datapartial · fetched 2026-10-22T14:46:56.881Z

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 · 2026-10-22T14:46:47.465061505Z

FundamentalsAlpha Vantage · unavailable

Share price$82.00
1D+0.2%
$81.55$81.68$81.82$81.95$82.085:30 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$0.71$2.71$4.70$6.70$8.70$73.29$77.59$81.90$86.21$90.5220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive SCI spot · $82.00SCI PRICE$1.07$0.93$1.18$1.43$1.73$2.03$2.34$2.75$3.17$3.59$4.75$6.05$6.74$1.03$1.09$1.39$1.70$2.06$2.42$2.79$3.45$4.12$4.73$5.27$5.81$8.12
PutsExpensive1.54×
CallsExpensive1.24×
SkewBearish+0.79 pp
Implied moveBearish±$5.13
TiltBearish7.6% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ93.1445.9%14.9%75.5238.2%9.2%
25Δ87.0027.6%7.2%77.9429.9%6.3%
30Δ85.9927.5%6.3%78.9329.8%5.4%
35Δ84.9927.4%5.4%79.9129.7%4.6%
40Δ84.1527.1%4.7%80.7929.4%4.0%
45Δ83.3226.8%4.1%81.6529.0%3.4%
50Δ82.4826.5%3.4%82.5228.7%2.8%
55Δ81.7026.4%3.0%83.4829.7%2.4%
60Δ80.9326.4%2.6%84.4430.7%2.0%
65Δ80.1526.3%2.1%85.3730.8%1.7%
70Δ78.8430.0%2.0%86.2429.6%1.3%
75Δ77.4334.2%1.8%87.1128.4%0.8%
80Δ76.4232.5%1.4%89.6730.9%0.5%

20Δ

Calls
Pseudo strike
93.14
IV
45.9%
B/E move
14.9%
Puts
Pseudo strike
75.52
IV
38.2%
B/E move
9.2%

25Δ

Calls
Pseudo strike
87.00
IV
27.6%
B/E move
7.2%
Puts
Pseudo strike
77.94
IV
29.9%
B/E move
6.3%

30Δ

Calls
Pseudo strike
85.99
IV
27.5%
B/E move
6.3%
Puts
Pseudo strike
78.93
IV
29.8%
B/E move
5.4%

35Δ

Calls
Pseudo strike
84.99
IV
27.4%
B/E move
5.4%
Puts
Pseudo strike
79.91
IV
29.7%
B/E move
4.6%

40Δ

Calls
Pseudo strike
84.15
IV
27.1%
B/E move
4.7%
Puts
Pseudo strike
80.79
IV
29.4%
B/E move
4.0%

45Δ

Calls
Pseudo strike
83.32
IV
26.8%
B/E move
4.1%
Puts
Pseudo strike
81.65
IV
29.0%
B/E move
3.4%

50Δ

Calls
Pseudo strike
82.48
IV
26.5%
B/E move
3.4%
Puts
Pseudo strike
82.52
IV
28.7%
B/E move
2.8%

55Δ

Calls
Pseudo strike
81.70
IV
26.4%
B/E move
3.0%
Puts
Pseudo strike
83.48
IV
29.7%
B/E move
2.4%

60Δ

Calls
Pseudo strike
80.93
IV
26.4%
B/E move
2.6%
Puts
Pseudo strike
84.44
IV
30.7%
B/E move
2.0%

65Δ

Calls
Pseudo strike
80.15
IV
26.3%
B/E move
2.1%
Puts
Pseudo strike
85.37
IV
30.8%
B/E move
1.7%

70Δ

Calls
Pseudo strike
78.84
IV
30.0%
B/E move
2.0%
Puts
Pseudo strike
86.24
IV
29.6%
B/E move
1.3%

75Δ

Calls
Pseudo strike
77.43
IV
34.2%
B/E move
1.8%
Puts
Pseudo strike
87.11
IV
28.4%
B/E move
0.8%

80Δ

Calls
Pseudo strike
76.42
IV
32.5%
B/E move
1.4%
Puts
Pseudo strike
89.67
IV
30.9%
B/E move
0.5%

Options history

No recorded observations