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SEI Investments Company Common Stock SEIC

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Market datapartial · fetched 2026-10-23T16:41:27.629Z

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 · 2026-10-23T16:41:14.451333748Z

FundamentalsAlpha Vantage · unavailable

Share price$103.30
1D-0.1%
$102.88$103.34$103.81$104.27$104.735:30 AM6:30 AM9:00 AM1:00 PMSEIC
Sold putSold call

SEI Investments Company Common Stock options

Live interpolated SEIC call and put midpoint premiums by absolute delta.SEI Investments Company Common Stock$0.69$2.74$4.80$6.86$8.91$86.92$95.80$104.68$113.56$122.4420Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive SEIC spot · $103.30SEIC PRICE$0.91$1.17$1.55$1.93$2.30$2.68$3.24$3.81$4.38$4.95$5.72$7.02$8.32$1.24$1.30$1.41$1.72$2.04$2.36$2.67$2.99$3.43$4.03$4.63$5.23$5.83
PutsCheap0.52×
CallsCheap0.54×
SkewBullish-5.59 pp
Implied moveBullish±$5.92
TiltBullish10.5% CALL
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ111.7830.0%9.1%95.4237.2%8.8%
25Δ109.5527.9%7.2%97.9330.5%6.5%
30Δ108.4128.2%6.4%100.1524.8%4.4%
35Δ107.2728.4%5.7%101.0224.1%3.9%
40Δ106.1328.7%5.0%101.8923.4%3.3%
45Δ105.0028.9%4.2%102.7622.8%2.8%
50Δ103.9428.9%3.8%103.6322.1%2.3%
55Δ102.8828.9%3.3%104.5021.4%1.7%
60Δ101.8228.9%2.8%105.3620.9%1.3%
65Δ100.7628.9%2.3%106.2120.5%1.1%
70Δ99.5429.2%1.9%107.0620.0%0.8%
75Δ97.9430.5%1.6%107.9119.6%0.6%
80Δ96.3331.8%1.3%108.7719.2%0.4%

20Δ

Calls
Pseudo strike
111.78
IV
30.0%
B/E move
9.1%
Puts
Pseudo strike
95.42
IV
37.2%
B/E move
8.8%

25Δ

Calls
Pseudo strike
109.55
IV
27.9%
B/E move
7.2%
Puts
Pseudo strike
97.93
IV
30.5%
B/E move
6.5%

30Δ

Calls
Pseudo strike
108.41
IV
28.2%
B/E move
6.4%
Puts
Pseudo strike
100.15
IV
24.8%
B/E move
4.4%

35Δ

Calls
Pseudo strike
107.27
IV
28.4%
B/E move
5.7%
Puts
Pseudo strike
101.02
IV
24.1%
B/E move
3.9%

40Δ

Calls
Pseudo strike
106.13
IV
28.7%
B/E move
5.0%
Puts
Pseudo strike
101.89
IV
23.4%
B/E move
3.3%

45Δ

Calls
Pseudo strike
105.00
IV
28.9%
B/E move
4.2%
Puts
Pseudo strike
102.76
IV
22.8%
B/E move
2.8%

50Δ

Calls
Pseudo strike
103.94
IV
28.9%
B/E move
3.8%
Puts
Pseudo strike
103.63
IV
22.1%
B/E move
2.3%

55Δ

Calls
Pseudo strike
102.88
IV
28.9%
B/E move
3.3%
Puts
Pseudo strike
104.50
IV
21.4%
B/E move
1.7%

60Δ

Calls
Pseudo strike
101.82
IV
28.9%
B/E move
2.8%
Puts
Pseudo strike
105.36
IV
20.9%
B/E move
1.3%

65Δ

Calls
Pseudo strike
100.76
IV
28.9%
B/E move
2.3%
Puts
Pseudo strike
106.21
IV
20.5%
B/E move
1.1%

70Δ

Calls
Pseudo strike
99.54
IV
29.2%
B/E move
1.9%
Puts
Pseudo strike
107.06
IV
20.0%
B/E move
0.8%

75Δ

Calls
Pseudo strike
97.94
IV
30.5%
B/E move
1.6%
Puts
Pseudo strike
107.91
IV
19.6%
B/E move
0.6%

80Δ

Calls
Pseudo strike
96.33
IV
31.8%
B/E move
1.3%
Puts
Pseudo strike
108.77
IV
19.2%
B/E move
0.4%

Options history

No recorded observations