IntraAlpha
Create free account Start free

Stifel Financial Corporation SF

FINANCIAL SERVICES · CAPITAL MARKETS
i

Market dataready · fetched 2026-10-22T22:49:47.939Z

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 · 2026-10-22T22:30:00.001331419Z

FundamentalsAlpha Vantage · ready · quarter 2026-06-30 · fetched 2026-10-22T22:42:42.717444+00:00

Share price$67.85
1D+2.6%
AH$65.98$66.48$66.99$67.49$67.995:30 AM6:30 AM9:00 AM1:00 PM2:00 PMSF
Sold putSold callAH

Stifel Financial Corporation options

Live interpolated SF call and put midpoint premiums by absolute delta.Stifel Financial Corporation$0.80$3.57$6.33$9.09$11.85$59.03$63.09$67.15$71.20$75.2620Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive SF spot · $67.85SF PRICE$1.10$1.11$1.12$1.12$1.40$1.73$2.05$2.38$2.71$3.04$3.37$3.70$1.22$1.29$1.37$1.71$2.07$2.43$2.79$3.15$3.51$4.64$5.86$7.08$11.06
PutsExpensive1.26×
CallsExpensive1.09×
SkewBearish+7.38 pp
Implied moveBearish±$4.84
TiltBearish32.0% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ79.4057.4%18.6%60.4653.9%12.7%
25Δ76.4447.2%14.3%62.6544.9%9.6%
30Δ73.4837.0%9.9%64.8335.9%6.5%
35Δ70.5226.9%5.6%65.7734.7%5.6%
40Δ69.4825.0%4.5%66.5934.1%4.9%
45Δ68.8625.0%4.0%67.4233.6%4.2%
50Δ68.2324.9%3.6%68.2533.0%3.5%
55Δ67.6024.8%3.1%69.0832.5%2.8%
60Δ66.9824.8%2.7%69.9131.9%2.1%
65Δ66.3524.7%2.3%71.2634.2%1.8%
70Δ65.7224.7%1.8%72.6836.9%1.5%
75Δ65.1024.6%1.4%74.1039.5%1.2%
80Δ78.2548.5%1.0%

20Δ

Calls
Pseudo strike
79.40
IV
57.4%
B/E move
18.6%
Puts
Pseudo strike
60.46
IV
53.9%
B/E move
12.7%

25Δ

Calls
Pseudo strike
76.44
IV
47.2%
B/E move
14.3%
Puts
Pseudo strike
62.65
IV
44.9%
B/E move
9.6%

30Δ

Calls
Pseudo strike
73.48
IV
37.0%
B/E move
9.9%
Puts
Pseudo strike
64.83
IV
35.9%
B/E move
6.5%

35Δ

Calls
Pseudo strike
70.52
IV
26.9%
B/E move
5.6%
Puts
Pseudo strike
65.77
IV
34.7%
B/E move
5.6%

40Δ

Calls
Pseudo strike
69.48
IV
25.0%
B/E move
4.5%
Puts
Pseudo strike
66.59
IV
34.1%
B/E move
4.9%

45Δ

Calls
Pseudo strike
68.86
IV
25.0%
B/E move
4.0%
Puts
Pseudo strike
67.42
IV
33.6%
B/E move
4.2%

50Δ

Calls
Pseudo strike
68.23
IV
24.9%
B/E move
3.6%
Puts
Pseudo strike
68.25
IV
33.0%
B/E move
3.5%

55Δ

Calls
Pseudo strike
67.60
IV
24.8%
B/E move
3.1%
Puts
Pseudo strike
69.08
IV
32.5%
B/E move
2.8%

60Δ

Calls
Pseudo strike
66.98
IV
24.8%
B/E move
2.7%
Puts
Pseudo strike
69.91
IV
31.9%
B/E move
2.1%

65Δ

Calls
Pseudo strike
66.35
IV
24.7%
B/E move
2.3%
Puts
Pseudo strike
71.26
IV
34.2%
B/E move
1.8%

70Δ

Calls
Pseudo strike
65.72
IV
24.7%
B/E move
1.8%
Puts
Pseudo strike
72.68
IV
36.9%
B/E move
1.5%

75Δ

Calls
Pseudo strike
65.10
IV
24.6%
B/E move
1.4%
Puts
Pseudo strike
74.10
IV
39.5%
B/E move
1.2%

80Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
78.25
IV
48.5%
B/E move
1.0%

Options history

No recorded observations