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Smithfield Foods, Inc. Common Stock SFD

CONSUMER DEFENSIVE · PACKAGED FOODS
i

Market dataready · fetched 2026-10-23T03:15:55.362Z

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 · 2026-10-22T22:20:51.739054983Z

FundamentalsAlpha Vantage · ready · quarter 2026-06-30 · fetched 2026-10-23T03:15:54.934011+00:00

Share price$18.81
1D+3.4%
AH$18.23$18.41$18.59$18.77$18.955:30 AM6:30 AM9:00 AM1:00 PM2:00 PMSFD
Sold putSold callAH

Smithfield Foods, Inc. Common Stock options

Live interpolated SFD call and put midpoint premiums by absolute delta.Smithfield Foods, Inc. Common Stock$0.00$2.17$4.35$6.52$8.69$14.85$16.55$18.24$19.94$21.6420Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive SFD spot · $18.81SFD PRICE$0.88$0.22$0.34$0.45$0.56$0.68$0.79$0.91$1.02$1.13$1.25$1.36$1.47$0.90$0.36$0.50$0.65$0.79$0.94$1.08$1.23$1.37$1.52$4.65$5.82$8.07
PutsExpensive2.14×
CallsExpensive1.36×
SkewBearish+21.46 pp
Implied moveBearish±$1.87
TiltBearish43.2% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ33.85187.1%84.6%14.87127.6%25.7%
25Δ19.9627.8%7.3%17.5641.1%8.5%
30Δ19.7428.0%6.7%17.8541.1%7.8%
35Δ19.5328.2%6.2%18.1441.1%7.0%
40Δ19.3128.4%5.7%18.4341.2%6.2%
45Δ19.1028.7%5.1%18.7241.2%5.4%
50Δ18.8828.9%4.6%19.0141.3%4.7%
55Δ18.6729.1%4.1%19.3041.3%3.9%
60Δ18.4529.3%3.5%19.5941.3%3.1%
65Δ18.2429.5%3.0%19.8841.4%2.4%
70Δ18.0329.8%2.5%22.6797.7%4.2%
75Δ17.8130.0%1.9%24.00102.1%3.4%
80Δ17.6030.2%1.4%26.38115.5%2.6%

20Δ

Calls
Pseudo strike
33.85
IV
187.1%
B/E move
84.6%
Puts
Pseudo strike
14.87
IV
127.6%
B/E move
25.7%

25Δ

Calls
Pseudo strike
19.96
IV
27.8%
B/E move
7.3%
Puts
Pseudo strike
17.56
IV
41.1%
B/E move
8.5%

30Δ

Calls
Pseudo strike
19.74
IV
28.0%
B/E move
6.7%
Puts
Pseudo strike
17.85
IV
41.1%
B/E move
7.8%

35Δ

Calls
Pseudo strike
19.53
IV
28.2%
B/E move
6.2%
Puts
Pseudo strike
18.14
IV
41.1%
B/E move
7.0%

40Δ

Calls
Pseudo strike
19.31
IV
28.4%
B/E move
5.7%
Puts
Pseudo strike
18.43
IV
41.2%
B/E move
6.2%

45Δ

Calls
Pseudo strike
19.10
IV
28.7%
B/E move
5.1%
Puts
Pseudo strike
18.72
IV
41.2%
B/E move
5.4%

50Δ

Calls
Pseudo strike
18.88
IV
28.9%
B/E move
4.6%
Puts
Pseudo strike
19.01
IV
41.3%
B/E move
4.7%

55Δ

Calls
Pseudo strike
18.67
IV
29.1%
B/E move
4.1%
Puts
Pseudo strike
19.30
IV
41.3%
B/E move
3.9%

60Δ

Calls
Pseudo strike
18.45
IV
29.3%
B/E move
3.5%
Puts
Pseudo strike
19.59
IV
41.3%
B/E move
3.1%

65Δ

Calls
Pseudo strike
18.24
IV
29.5%
B/E move
3.0%
Puts
Pseudo strike
19.88
IV
41.4%
B/E move
2.4%

70Δ

Calls
Pseudo strike
18.03
IV
29.8%
B/E move
2.5%
Puts
Pseudo strike
22.67
IV
97.7%
B/E move
4.2%

75Δ

Calls
Pseudo strike
17.81
IV
30.0%
B/E move
1.9%
Puts
Pseudo strike
24.00
IV
102.1%
B/E move
3.4%

80Δ

Calls
Pseudo strike
17.60
IV
30.2%
B/E move
1.4%
Puts
Pseudo strike
26.38
IV
115.5%
B/E move
2.6%

Options history

No recorded observations