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Smithfield Foods, Inc. Common Stock SFD

i

Market dataready · fetched 2026-11-12T15:08:37.995Z

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 · 2026-11-12T15:08:36.277287445Z

FundamentalsSEC EDGAR · ready · as of 2026-09-27 · fetched 2026-11-12T15:08:37.567292+00:00

Share price$18.98
1D+0.7%
$18.75$18.81$18.87$18.93$18.995:30 AM6:30 AM9:00 AM1:00 PMSFD
Sold putSold call

Smithfield Foods, Inc. Common Stock options

Live interpolated SFD call and put midpoint premiums by absolute delta.Smithfield Foods, Inc. Common Stock$0.53$1.66$2.79$3.92$5.06$16.13$19.14$22.15$25.16$28.1720Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ65Δ P unavailable: no unambiguous, price-consistent delta bracketP —70Δ P unavailable: no unambiguous, price-consistent delta bracketP —OPTION PRICELive SFD spot · $18.98SFD PRICE$0.96$1.22$1.46$1.70$1.94$2.17$2.41$2.65$2.89$3.13$3.37$3.61$3.85$0.65$0.76$0.87$0.97$1.08$1.18$1.29$1.40$1.50$4.20$4.73
Puts——
CallsExpensive5.38×
Skew——
Implied moveBullish±$3.71
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ35.59369.8%92.6%12.33287.4%38.5%
25Δ34.11373.2%86.2%13.21264.2%34.4%
30Δ32.60355.2%79.5%14.10241.0%30.3%
35Δ31.09337.2%72.8%14.98217.8%26.2%
40Δ29.58319.2%66.1%15.87194.6%22.1%
45Δ28.07301.2%59.4%16.75171.4%18.0%
50Δ26.56283.2%52.7%17.63148.2%13.9%
55Δ25.06265.1%46.0%18.52125.0%9.8%
60Δ23.55247.1%39.3%19.40101.8%5.7%
65Δ22.04229.1%32.7%
70Δ20.53211.1%26.0%
75Δ19.02193.1%19.3%22.62149.4%2.9%
80Δ17.52175.1%12.6%23.29140.6%2.2%

20Δ

Calls
Pseudo strike
35.59
IV
369.8%
B/E move
92.6%
Puts
Pseudo strike
12.33
IV
287.4%
B/E move
38.5%

25Δ

Calls
Pseudo strike
34.11
IV
373.2%
B/E move
86.2%
Puts
Pseudo strike
13.21
IV
264.2%
B/E move
34.4%

30Δ

Calls
Pseudo strike
32.60
IV
355.2%
B/E move
79.5%
Puts
Pseudo strike
14.10
IV
241.0%
B/E move
30.3%

35Δ

Calls
Pseudo strike
31.09
IV
337.2%
B/E move
72.8%
Puts
Pseudo strike
14.98
IV
217.8%
B/E move
26.2%

40Δ

Calls
Pseudo strike
29.58
IV
319.2%
B/E move
66.1%
Puts
Pseudo strike
15.87
IV
194.6%
B/E move
22.1%

45Δ

Calls
Pseudo strike
28.07
IV
301.2%
B/E move
59.4%
Puts
Pseudo strike
16.75
IV
171.4%
B/E move
18.0%

50Δ

Calls
Pseudo strike
26.56
IV
283.2%
B/E move
52.7%
Puts
Pseudo strike
17.63
IV
148.2%
B/E move
13.9%

55Δ

Calls
Pseudo strike
25.06
IV
265.1%
B/E move
46.0%
Puts
Pseudo strike
18.52
IV
125.0%
B/E move
9.8%

60Δ

Calls
Pseudo strike
23.55
IV
247.1%
B/E move
39.3%
Puts
Pseudo strike
19.40
IV
101.8%
B/E move
5.7%

65Δ

Calls
Pseudo strike
22.04
IV
229.1%
B/E move
32.7%
Puts
Pseudo strike
IV
B/E move

70Δ

Calls
Pseudo strike
20.53
IV
211.1%
B/E move
26.0%
Puts
Pseudo strike
IV
B/E move

75Δ

Calls
Pseudo strike
19.02
IV
193.1%
B/E move
19.3%
Puts
Pseudo strike
22.62
IV
149.4%
B/E move
2.9%

80Δ

Calls
Pseudo strike
17.52
IV
175.1%
B/E move
12.6%
Puts
Pseudo strike
23.29
IV
140.6%
B/E move
2.2%

Options history

IV · four-Friday blend—
Daily EOD

No recorded observations

0 observations