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Service Corporation International SCI

CONSUMER CYCLICAL · PERSONAL SERVICES
i

Market dataready · fetched 2026-10-22T16:44:25.071Z

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 · 2026-10-22T16:43:58.058292108Z

FundamentalsAlpha Vantage · ready · quarter 2026-06-30 · fetched 2026-10-22T16:43:24.027735+00:00

Share price$82.89
1D+1.4%
$81.48$81.88$82.29$82.69$83.095:30 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$0.80$3.14$5.47$7.80$10.13$72.89$77.45$82.00$86.56$91.1220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive SCI spot · $82.89SCI PRICE$1.07$1.05$1.20$1.46$1.72$2.09$2.46$2.83$3.07$3.29$3.52$3.74$4.57$1.11$1.30$1.52$1.99$2.59$3.18$3.45$3.72$4.28$5.49$6.49$7.31$9.46
PutsExpensive1.78×
CallsExpensive1.15×
SkewBearish+7.56 pp
Implied moveBearish±$5.91
TiltBearish23.6% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ95.3748.0%16.3%75.9240.7%9.8%
25Δ89.9134.2%9.7%78.0235.7%7.4%
30Δ86.9627.8%6.4%79.5032.8%5.9%
35Δ85.9927.4%5.5%80.6233.2%5.1%
40Δ85.0127.0%4.6%81.5735.4%4.7%
45Δ84.2027.1%4.1%82.5137.6%4.3%
50Δ83.4027.2%3.6%83.4435.0%3.5%
55Δ82.5927.3%3.1%84.3732.4%2.7%
60Δ81.9725.8%2.6%85.4531.6%2.1%
65Δ81.3723.9%2.1%86.8534.7%1.8%
70Δ80.7622.1%1.7%88.1335.7%1.5%
75Δ80.1620.3%1.2%89.3134.8%1.1%
80Δ79.1321.0%1.0%91.7137.9%0.8%

20Δ

Calls
Pseudo strike
95.37
IV
48.0%
B/E move
16.3%
Puts
Pseudo strike
75.92
IV
40.7%
B/E move
9.8%

25Δ

Calls
Pseudo strike
89.91
IV
34.2%
B/E move
9.7%
Puts
Pseudo strike
78.02
IV
35.7%
B/E move
7.4%

30Δ

Calls
Pseudo strike
86.96
IV
27.8%
B/E move
6.4%
Puts
Pseudo strike
79.50
IV
32.8%
B/E move
5.9%

35Δ

Calls
Pseudo strike
85.99
IV
27.4%
B/E move
5.5%
Puts
Pseudo strike
80.62
IV
33.2%
B/E move
5.1%

40Δ

Calls
Pseudo strike
85.01
IV
27.0%
B/E move
4.6%
Puts
Pseudo strike
81.57
IV
35.4%
B/E move
4.7%

45Δ

Calls
Pseudo strike
84.20
IV
27.1%
B/E move
4.1%
Puts
Pseudo strike
82.51
IV
37.6%
B/E move
4.3%

50Δ

Calls
Pseudo strike
83.40
IV
27.2%
B/E move
3.6%
Puts
Pseudo strike
83.44
IV
35.0%
B/E move
3.5%

55Δ

Calls
Pseudo strike
82.59
IV
27.3%
B/E move
3.1%
Puts
Pseudo strike
84.37
IV
32.4%
B/E move
2.7%

60Δ

Calls
Pseudo strike
81.97
IV
25.8%
B/E move
2.6%
Puts
Pseudo strike
85.45
IV
31.6%
B/E move
2.1%

65Δ

Calls
Pseudo strike
81.37
IV
23.9%
B/E move
2.1%
Puts
Pseudo strike
86.85
IV
34.7%
B/E move
1.8%

70Δ

Calls
Pseudo strike
80.76
IV
22.1%
B/E move
1.7%
Puts
Pseudo strike
88.13
IV
35.7%
B/E move
1.5%

75Δ

Calls
Pseudo strike
80.16
IV
20.3%
B/E move
1.2%
Puts
Pseudo strike
89.31
IV
34.8%
B/E move
1.1%

80Δ

Calls
Pseudo strike
79.13
IV
21.0%
B/E move
1.0%
Puts
Pseudo strike
91.71
IV
37.9%
B/E move
0.8%

Options history

No recorded observations