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Stifel Financial Corp. SF

FINANCIAL SERVICES · CAPITAL MARKETS
i

Market dataready · fetched 2026-11-12T00:50:27.864Z

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 · 2026-11-12T00:00:00.001751089Z

FundamentalsAlpha Vantage · ready · quarter 2026-09-30 · fetched 2026-11-12T00:50:27.481407+00:00

Share price$73.02
1D+0.5%
AH$72.37$72.67$72.97$73.27$73.575:30 AM6:30 AM9:00 AM1:00 PM2:00 PMSF
Sold putSold callAH

Stifel Financial Corp. options

Live interpolated SF call and put midpoint premiums by absolute delta.Stifel Financial Corp.$0.42$1.92$3.42$4.92$6.42$66.81$70.04$73.27$76.51$79.7420Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ20Δ P unavailable: no unambiguous, price-consistent delta bracketP —OPTION PRICELive SF spot · $73.02SF PRICE$0.58$0.68$0.77$0.96$1.26$1.55$1.85$2.15$2.44$2.74$3.03$3.33$4.10$0.68$0.89$1.11$1.32$1.53$1.74$1.96$2.17$2.38$2.73$4.36$5.99
Puts——
CallsCheap0.77×
Skew——
Implied moveBullish±$3.59
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ78.7550.1%8.6%
25Δ77.2744.0%6.8%70.3237.0%4.6%
30Δ75.8037.9%4.9%70.8536.2%4.2%
35Δ74.7534.6%3.7%71.3735.5%3.8%
40Δ74.2134.7%3.4%71.9034.8%3.3%
45Δ73.6834.7%3.0%72.4234.1%2.9%
50Δ73.1434.8%2.7%72.9533.4%2.5%
55Δ72.6034.8%2.4%73.4732.7%2.1%
60Δ72.0634.9%2.0%74.0032.0%1.6%
65Δ71.5235.0%1.7%74.5231.3%1.2%
70Δ70.9835.0%1.4%75.1631.4%0.8%
75Δ70.4435.1%1.0%76.8539.6%0.7%
80Δ69.4637.4%0.7%78.5447.7%0.6%

20Δ

Calls
Pseudo strike
78.75
IV
50.1%
B/E move
8.6%
Puts
Pseudo strike
IV
B/E move

25Δ

Calls
Pseudo strike
77.27
IV
44.0%
B/E move
6.8%
Puts
Pseudo strike
70.32
IV
37.0%
B/E move
4.6%

30Δ

Calls
Pseudo strike
75.80
IV
37.9%
B/E move
4.9%
Puts
Pseudo strike
70.85
IV
36.2%
B/E move
4.2%

35Δ

Calls
Pseudo strike
74.75
IV
34.6%
B/E move
3.7%
Puts
Pseudo strike
71.37
IV
35.5%
B/E move
3.8%

40Δ

Calls
Pseudo strike
74.21
IV
34.7%
B/E move
3.4%
Puts
Pseudo strike
71.90
IV
34.8%
B/E move
3.3%

45Δ

Calls
Pseudo strike
73.68
IV
34.7%
B/E move
3.0%
Puts
Pseudo strike
72.42
IV
34.1%
B/E move
2.9%

50Δ

Calls
Pseudo strike
73.14
IV
34.8%
B/E move
2.7%
Puts
Pseudo strike
72.95
IV
33.4%
B/E move
2.5%

55Δ

Calls
Pseudo strike
72.60
IV
34.8%
B/E move
2.4%
Puts
Pseudo strike
73.47
IV
32.7%
B/E move
2.1%

60Δ

Calls
Pseudo strike
72.06
IV
34.9%
B/E move
2.0%
Puts
Pseudo strike
74.00
IV
32.0%
B/E move
1.6%

65Δ

Calls
Pseudo strike
71.52
IV
35.0%
B/E move
1.7%
Puts
Pseudo strike
74.52
IV
31.3%
B/E move
1.2%

70Δ

Calls
Pseudo strike
70.98
IV
35.0%
B/E move
1.4%
Puts
Pseudo strike
75.16
IV
31.4%
B/E move
0.8%

75Δ

Calls
Pseudo strike
70.44
IV
35.1%
B/E move
1.0%
Puts
Pseudo strike
76.85
IV
39.6%
B/E move
0.7%

80Δ

Calls
Pseudo strike
69.46
IV
37.4%
B/E move
0.7%
Puts
Pseudo strike
78.54
IV
47.7%
B/E move
0.6%

Options history

IV · four-Friday blend32.16%
Daily EOD
SF29.0%31.2%33.5%2026-10-19: 31.38%2026-10-20: 33.16%2026-10-21: 29.48%2026-10-22: 29.33%2026-10-23: 30.07%2026-10-26: 30.92%2026-10-27: 29.96%2026-10-28: 29.74%2026-10-30: 32.16%Oct 19Oct 23Oct 30
9 observations2026-10-19 — 2026-10-30
Table
DateIV (%)
31.38%
33.16%
29.48%
29.33%
30.07%
30.92%
29.96%
29.74%
32.16%