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SFL Corporation Ltd. SFL

INDUSTRIALS · MARINE SHIPPING
i

Market dataready · fetched 2026-11-13T02:09:38.658Z

Delta surfaceAlpaca · derived absolute-delta buckets · 2026-12-18

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 · 2026-11-13T00:00:00.001402417Z

FundamentalsAlpha Vantage · ready · quarter 2026-09-30 · fetched 2026-11-13T02:09:37.332455+00:00

Share price$11.11
1D+2.7%
AH$10.79$10.89$10.98$11.08$11.175:30 AM6:30 AM9:00 AM1:00 PM2:00 PMSFL
Sold putSold callAH

SFL Corporation Ltd. options

Live interpolated SFL call and put midpoint premiums by absolute delta.SFL Corporation Ltd.$0.00$2.30$4.61$6.91$9.22$8.52$9.98$11.44$12.90$14.3520Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ20Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —25Δ 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 —OPTION PRICELive SFL spot · $11.11SFL PRICE$0.24$0.32$0.40$0.48$0.56$0.64$0.72$0.80$0.88$0.96$1.03$1.11$0.54$0.70$0.87$1.03$1.20$1.36$1.52$1.69$8.55
Puts——
Calls——
Skew——
Implied moveBearish±$1.83
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ
25Δ12.1934.7%11.9%
30Δ12.0134.5%11.0%10.2167.2%13.0%
35Δ11.8434.3%10.1%10.5167.0%11.7%
40Δ11.6634.1%9.3%10.8266.7%10.4%
45Δ11.4833.9%8.4%11.1266.4%9.2%
50Δ11.3133.7%7.5%11.4366.1%7.9%
55Δ11.1333.6%6.6%11.7365.8%6.6%
60Δ10.9533.4%5.8%12.0465.5%5.4%
65Δ10.7833.2%4.9%12.3465.2%4.1%
70Δ10.6033.0%4.0%
75Δ10.4232.8%3.1%
80Δ10.2532.6%2.3%19.25158.7%3.7%

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

25Δ

Calls
Pseudo strike
12.19
IV
34.7%
B/E move
11.9%
Puts
Pseudo strike
IV
B/E move

30Δ

Calls
Pseudo strike
12.01
IV
34.5%
B/E move
11.0%
Puts
Pseudo strike
10.21
IV
67.2%
B/E move
13.0%

35Δ

Calls
Pseudo strike
11.84
IV
34.3%
B/E move
10.1%
Puts
Pseudo strike
10.51
IV
67.0%
B/E move
11.7%

40Δ

Calls
Pseudo strike
11.66
IV
34.1%
B/E move
9.3%
Puts
Pseudo strike
10.82
IV
66.7%
B/E move
10.4%

45Δ

Calls
Pseudo strike
11.48
IV
33.9%
B/E move
8.4%
Puts
Pseudo strike
11.12
IV
66.4%
B/E move
9.2%

50Δ

Calls
Pseudo strike
11.31
IV
33.7%
B/E move
7.5%
Puts
Pseudo strike
11.43
IV
66.1%
B/E move
7.9%

55Δ

Calls
Pseudo strike
11.13
IV
33.6%
B/E move
6.6%
Puts
Pseudo strike
11.73
IV
65.8%
B/E move
6.6%

60Δ

Calls
Pseudo strike
10.95
IV
33.4%
B/E move
5.8%
Puts
Pseudo strike
12.04
IV
65.5%
B/E move
5.4%

65Δ

Calls
Pseudo strike
10.78
IV
33.2%
B/E move
4.9%
Puts
Pseudo strike
12.34
IV
65.2%
B/E move
4.1%

70Δ

Calls
Pseudo strike
10.60
IV
33.0%
B/E move
4.0%
Puts
Pseudo strike
IV
B/E move

75Δ

Calls
Pseudo strike
10.42
IV
32.8%
B/E move
3.1%
Puts
Pseudo strike
IV
B/E move

80Δ

Calls
Pseudo strike
10.25
IV
32.6%
B/E move
2.3%
Puts
Pseudo strike
19.25
IV
158.7%
B/E move
3.7%

Options history

IV · four-Friday blend58.71%
Daily EOD
SFL37.4%48.8%60.3%2026-10-22: 38.98%2026-10-23: 50.52%2026-10-28: 58.71%Oct 22Oct 23Oct 28
3 observations2026-10-22 — 2026-10-28
Table
DateIV (%)
38.98%
50.52%
58.71%