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SEI Investments Company SEIC

FINANCIAL SERVICES · ASSET MANAGEMENT
i

Market dataready · fetched 2026-10-22T16:18:22.698Z

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 · 2026-10-22T16:18:08.234302802Z

FundamentalsAlpha Vantage · ready · quarter 2026-09-30 · fetched 2026-10-22T16:17:58.862070+00:00

Share price$106.72
1D-2.6%
$106$107$108$109$1115:30 AM6:30 AM9:00 AM1:00 PMSEIC
Sold putSold call

SEI Investments Company options

Live interpolated SEIC call and put midpoint premiums by absolute delta.SEI Investments Company$0.97$2.83$4.68$6.54$8.40$90.02$99.07$108.13$117.18$126.2420Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive SEIC spot · $106.72SEIC PRICE$1.17$1.32$1.55$1.78$2.22$2.76$3.30$3.84$4.38$5.20$6.08$6.97$7.86$1.26$1.43$1.60$1.78$2.11$2.55$3.00$3.44$3.89$4.33$5.15$6.04$6.92
PutsCheap0.56×
CallsCheap0.54×
SkewBullish-4.09 pp
Implied moveBullish±$6.30
TiltBullish5.4% CALL
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ117.8037.1%11.5%98.5836.3%8.8%
25Δ114.2330.9%8.3%101.0131.3%6.7%
30Δ112.4128.6%6.8%102.6627.9%5.3%
35Δ110.5926.2%5.3%104.3124.6%3.9%
40Δ109.3125.9%4.5%105.5123.1%3.1%
45Δ108.2926.5%4.1%106.3822.9%2.7%
50Δ107.2727.1%3.6%107.2522.7%2.3%
55Δ106.2427.7%3.2%108.1222.5%1.9%
60Δ105.2228.3%2.7%108.9922.3%1.5%
65Δ104.0128.6%2.3%109.8622.1%1.1%
70Δ102.7428.8%2.0%110.9621.9%0.9%
75Δ101.4729.0%1.6%112.1021.7%0.6%
80Δ100.2029.2%1.3%113.2321.6%0.4%

20Δ

Calls
Pseudo strike
117.80
IV
37.1%
B/E move
11.5%
Puts
Pseudo strike
98.58
IV
36.3%
B/E move
8.8%

25Δ

Calls
Pseudo strike
114.23
IV
30.9%
B/E move
8.3%
Puts
Pseudo strike
101.01
IV
31.3%
B/E move
6.7%

30Δ

Calls
Pseudo strike
112.41
IV
28.6%
B/E move
6.8%
Puts
Pseudo strike
102.66
IV
27.9%
B/E move
5.3%

35Δ

Calls
Pseudo strike
110.59
IV
26.2%
B/E move
5.3%
Puts
Pseudo strike
104.31
IV
24.6%
B/E move
3.9%

40Δ

Calls
Pseudo strike
109.31
IV
25.9%
B/E move
4.5%
Puts
Pseudo strike
105.51
IV
23.1%
B/E move
3.1%

45Δ

Calls
Pseudo strike
108.29
IV
26.5%
B/E move
4.1%
Puts
Pseudo strike
106.38
IV
22.9%
B/E move
2.7%

50Δ

Calls
Pseudo strike
107.27
IV
27.1%
B/E move
3.6%
Puts
Pseudo strike
107.25
IV
22.7%
B/E move
2.3%

55Δ

Calls
Pseudo strike
106.24
IV
27.7%
B/E move
3.2%
Puts
Pseudo strike
108.12
IV
22.5%
B/E move
1.9%

60Δ

Calls
Pseudo strike
105.22
IV
28.3%
B/E move
2.7%
Puts
Pseudo strike
108.99
IV
22.3%
B/E move
1.5%

65Δ

Calls
Pseudo strike
104.01
IV
28.6%
B/E move
2.3%
Puts
Pseudo strike
109.86
IV
22.1%
B/E move
1.1%

70Δ

Calls
Pseudo strike
102.74
IV
28.8%
B/E move
2.0%
Puts
Pseudo strike
110.96
IV
21.9%
B/E move
0.9%

75Δ

Calls
Pseudo strike
101.47
IV
29.0%
B/E move
1.6%
Puts
Pseudo strike
112.10
IV
21.7%
B/E move
0.6%

80Δ

Calls
Pseudo strike
100.20
IV
29.2%
B/E move
1.3%
Puts
Pseudo strike
113.23
IV
21.6%
B/E move
0.4%

Options history

No recorded observations