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SEI Investments Company Common Stock SEIC

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Market datapartial · fetched 2026-10-22T21:25:55.856Z

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 · 2026-10-22T20:00:00.662078005Z

FundamentalsAlpha Vantage · unavailable

Share price$104.50
1D-4.7%
AH$104$106$107$109$1115:30 AM6:30 AM9:00 AM1:00 PM2:00 PMSEIC
Sold putSold callAH

SEI Investments Company Common Stock options

Live interpolated SEIC call and put midpoint premiums by absolute delta.SEI Investments Company Common Stock$1.01$2.80$4.59$6.39$8.18$88.06$96.94$105.83$114.71$123.5920Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive SEIC spot · $104.50SEIC PRICE$1.28$1.42$1.57$1.79$2.01$2.23$2.44$3.25$4.07$4.89$5.71$6.61$7.66$1.20$1.37$1.60$1.85$2.10$2.35$2.61$3.29$3.96$4.63$5.31$5.98$7.42
PutsCheap0.57×
CallsCheap0.52×
SkewBullish-2.84 pp
Implied moveBearish±$5.06
TiltBalanced1.4% CALL
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ117.1142.1%13.3%96.5735.8%8.7%
25Δ112.8434.7%9.3%99.2030.4%6.4%
30Δ109.9129.2%6.7%100.7427.7%5.1%
35Δ108.6927.3%5.7%101.8126.1%4.3%
40Δ107.4725.4%4.8%102.8824.5%3.6%
45Δ106.2523.5%3.8%103.9522.9%2.8%
50Δ105.0321.6%2.8%105.0221.4%2.0%
55Δ103.9523.1%2.6%105.9821.7%1.7%
60Δ102.8724.6%2.3%106.9422.1%1.5%
65Δ101.7926.2%2.1%107.9022.5%1.2%
70Δ100.7127.7%1.8%108.8722.8%0.9%
75Δ99.5328.5%1.6%109.8323.2%0.6%
80Δ98.1727.8%1.3%111.4923.9%0.4%

20Δ

Calls
Pseudo strike
117.11
IV
42.1%
B/E move
13.3%
Puts
Pseudo strike
96.57
IV
35.8%
B/E move
8.7%

25Δ

Calls
Pseudo strike
112.84
IV
34.7%
B/E move
9.3%
Puts
Pseudo strike
99.20
IV
30.4%
B/E move
6.4%

30Δ

Calls
Pseudo strike
109.91
IV
29.2%
B/E move
6.7%
Puts
Pseudo strike
100.74
IV
27.7%
B/E move
5.1%

35Δ

Calls
Pseudo strike
108.69
IV
27.3%
B/E move
5.7%
Puts
Pseudo strike
101.81
IV
26.1%
B/E move
4.3%

40Δ

Calls
Pseudo strike
107.47
IV
25.4%
B/E move
4.8%
Puts
Pseudo strike
102.88
IV
24.5%
B/E move
3.6%

45Δ

Calls
Pseudo strike
106.25
IV
23.5%
B/E move
3.8%
Puts
Pseudo strike
103.95
IV
22.9%
B/E move
2.8%

50Δ

Calls
Pseudo strike
105.03
IV
21.6%
B/E move
2.8%
Puts
Pseudo strike
105.02
IV
21.4%
B/E move
2.0%

55Δ

Calls
Pseudo strike
103.95
IV
23.1%
B/E move
2.6%
Puts
Pseudo strike
105.98
IV
21.7%
B/E move
1.7%

60Δ

Calls
Pseudo strike
102.87
IV
24.6%
B/E move
2.3%
Puts
Pseudo strike
106.94
IV
22.1%
B/E move
1.5%

65Δ

Calls
Pseudo strike
101.79
IV
26.2%
B/E move
2.1%
Puts
Pseudo strike
107.90
IV
22.5%
B/E move
1.2%

70Δ

Calls
Pseudo strike
100.71
IV
27.7%
B/E move
1.8%
Puts
Pseudo strike
108.87
IV
22.8%
B/E move
0.9%

75Δ

Calls
Pseudo strike
99.53
IV
28.5%
B/E move
1.6%
Puts
Pseudo strike
109.83
IV
23.2%
B/E move
0.6%

80Δ

Calls
Pseudo strike
98.17
IV
27.8%
B/E move
1.3%
Puts
Pseudo strike
111.49
IV
23.9%
B/E move
0.4%

Options history

No recorded observations