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SEI Investments Company Common Stock SEIC

FINANCIAL SERVICES · ASSET MANAGEMENT
i

Market dataready · fetched 2026-11-13T02:09:38.959Z

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: equal-weight mean of put minus call IV across those four expirations. IV-implied move history: mean of each expiration’s average call/put IV multiplied by the square root of remaining calendar days divided by 365.25; percentage of spot, not a quoted straddle premium.

History data

PriceAlpaca · sip · 2026-11-12T21:00:01.126683052Z

FundamentalsAlpha Vantage · ready · quarter 2026-09-30 · fetched 2026-11-13T02:09:38.433018+00:00

Share price$108.96
1D-1.5%
AH$108.83$109.30$109.76$110.23$110.705:30 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$0.57$2.05$3.53$5.02$6.50$-0.12$0.19$0.50$0.81$1.1220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ35Δ P unavailable: no unambiguous, price-consistent delta bracketP —40Δ P unavailable: no unambiguous, price-consistent delta bracketP —45Δ P unavailable: no unambiguous, price-consistent delta bracketP —50Δ P unavailable: no unambiguous, price-consistent delta bracketP —55Δ P unavailable: no unambiguous, price-consistent delta bracketP —60Δ P unavailable: no unambiguous, price-consistent delta bracketP —65Δ P unavailable: no unambiguous, price-consistent delta bracketP —70Δ P unavailable: no unambiguous, price-consistent delta bracketP —75Δ P unavailable: no unambiguous, price-consistent delta bracketP —80Δ P unavailable: no unambiguous, price-consistent delta bracketP —OPTION PRICESEIC PRICE$0.73$1.02$1.31$1.61$1.90$2.19$2.61$3.04$3.48$3.91$4.34$4.78$6.07$1.85$2.45$2.45
Puts——
CallsExpensive1.31×
Skew——
Implied move——
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ113.9433.4%5.2%98.2991.4%11.5%
25Δ113.1735.0%4.8%100.1596.3%10.3%
30Δ112.4036.5%4.4%103.1478.2%7.6%
35Δ111.6338.1%3.9%
40Δ110.8639.6%3.5%
45Δ110.0941.1%3.0%
50Δ109.2940.7%2.7%
55Δ108.4740.0%2.3%
60Δ107.6639.3%2.0%
65Δ106.8538.6%1.7%
70Δ106.0437.9%1.3%
75Δ105.2337.2%1.0%
80Δ103.7039.5%0.7%

20Δ

Calls
Pseudo strike
113.94
IV
33.4%
B/E move
5.2%
Puts
Pseudo strike
98.29
IV
91.4%
B/E move
11.5%

25Δ

Calls
Pseudo strike
113.17
IV
35.0%
B/E move
4.8%
Puts
Pseudo strike
100.15
IV
96.3%
B/E move
10.3%

30Δ

Calls
Pseudo strike
112.40
IV
36.5%
B/E move
4.4%
Puts
Pseudo strike
103.14
IV
78.2%
B/E move
7.6%

35Δ

Calls
Pseudo strike
111.63
IV
38.1%
B/E move
3.9%
Puts
Pseudo strike
IV
B/E move

40Δ

Calls
Pseudo strike
110.86
IV
39.6%
B/E move
3.5%
Puts
Pseudo strike
IV
B/E move

45Δ

Calls
Pseudo strike
110.09
IV
41.1%
B/E move
3.0%
Puts
Pseudo strike
IV
B/E move

50Δ

Calls
Pseudo strike
109.29
IV
40.7%
B/E move
2.7%
Puts
Pseudo strike
IV
B/E move

55Δ

Calls
Pseudo strike
108.47
IV
40.0%
B/E move
2.3%
Puts
Pseudo strike
IV
B/E move

60Δ

Calls
Pseudo strike
107.66
IV
39.3%
B/E move
2.0%
Puts
Pseudo strike
IV
B/E move

65Δ

Calls
Pseudo strike
106.85
IV
38.6%
B/E move
1.7%
Puts
Pseudo strike
IV
B/E move

70Δ

Calls
Pseudo strike
106.04
IV
37.9%
B/E move
1.3%
Puts
Pseudo strike
IV
B/E move

75Δ

Calls
Pseudo strike
105.23
IV
37.2%
B/E move
1.0%
Puts
Pseudo strike
IV
B/E move

80Δ

Calls
Pseudo strike
103.70
IV
39.5%
B/E move
0.7%
Puts
Pseudo strike
IV
B/E move

Options history

IV · four-Friday blend25.44%
Daily EOD
SEIC23.8%25.1%26.3%2026-10-19: 25.29%2026-10-20: 26.15%2026-10-21: 25.91%2026-10-22: 23.97%2026-10-23: 24.85%2026-10-26: 25.85%2026-10-27: 25.46%2026-10-28: 24.23%2026-10-29: 24.12%2026-10-30: 25.44%Oct 19Oct 23Oct 30
10 observations2026-10-19 — 2026-10-30
Table
DateIV (%)
25.29%
26.15%
25.91%
23.97%
24.85%
25.85%
25.46%
24.23%
24.12%
25.44%