IntraAlpha
Create free account Start free

Simmons First National Corporation Class A Common Stock SFNC

i

Market datapartial · fetched 2026-10-23T15:08:10.822Z

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 · 2026-10-23T15:07:34.737409186Z

FundamentalsAlpha Vantage · unavailable

Share price$23.36
1D+0.2%
$23.07$23.15$23.23$23.30$23.385:30 AM6:30 AM9:00 AM1:00 PMSFNC
Sold putSold call

Simmons First National Corporation Class A Common Stock options

Live interpolated SFNC call and put midpoint premiums by absolute delta.Simmons First National Corporation Class A Common Stock$0.16$2.54$4.91$7.29$9.66$-0.12$0.19$0.50$0.81$1.1220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICESFNC PRICE$0.42$0.47$0.51$0.56$0.61$0.66$0.70$0.75$0.80$0.85$0.89$0.94$0.99$3.56$5.37$7.17$8.98
PutsExpensive2.68×
CallsExpensive1.56×
SkewBearish+32.97 pp
Implied move——
TiltBearish46.5% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ29.5074.5%28.1%
25Δ28.9569.8%25.9%
30Δ28.4065.2%23.8%
35Δ27.8560.6%21.6%
40Δ27.3155.9%19.5%
45Δ26.7651.3%17.3%
50Δ26.2146.6%15.2%
55Δ25.6642.0%13.1%
60Δ25.1137.4%10.9%
65Δ24.5632.7%8.8%26.1365.5%3.4%
70Δ24.0128.1%6.6%28.0574.9%2.9%
75Δ23.4623.4%4.5%29.9784.3%2.4%
80Δ22.9118.8%2.3%31.8993.7%1.9%

20Δ

Calls
Pseudo strike
29.50
IV
74.5%
B/E move
28.1%
Puts
Pseudo strike
IV
B/E move

25Δ

Calls
Pseudo strike
28.95
IV
69.8%
B/E move
25.9%
Puts
Pseudo strike
IV
B/E move

30Δ

Calls
Pseudo strike
28.40
IV
65.2%
B/E move
23.8%
Puts
Pseudo strike
IV
B/E move

35Δ

Calls
Pseudo strike
27.85
IV
60.6%
B/E move
21.6%
Puts
Pseudo strike
IV
B/E move

40Δ

Calls
Pseudo strike
27.31
IV
55.9%
B/E move
19.5%
Puts
Pseudo strike
IV
B/E move

45Δ

Calls
Pseudo strike
26.76
IV
51.3%
B/E move
17.3%
Puts
Pseudo strike
IV
B/E move

50Δ

Calls
Pseudo strike
26.21
IV
46.6%
B/E move
15.2%
Puts
Pseudo strike
IV
B/E move

55Δ

Calls
Pseudo strike
25.66
IV
42.0%
B/E move
13.1%
Puts
Pseudo strike
IV
B/E move

60Δ

Calls
Pseudo strike
25.11
IV
37.4%
B/E move
10.9%
Puts
Pseudo strike
IV
B/E move

65Δ

Calls
Pseudo strike
24.56
IV
32.7%
B/E move
8.8%
Puts
Pseudo strike
26.13
IV
65.5%
B/E move
3.4%

70Δ

Calls
Pseudo strike
24.01
IV
28.1%
B/E move
6.6%
Puts
Pseudo strike
28.05
IV
74.9%
B/E move
2.9%

75Δ

Calls
Pseudo strike
23.46
IV
23.4%
B/E move
4.5%
Puts
Pseudo strike
29.97
IV
84.3%
B/E move
2.4%

80Δ

Calls
Pseudo strike
22.91
IV
18.8%
B/E move
2.3%
Puts
Pseudo strike
31.89
IV
93.7%
B/E move
1.9%

Options history

No recorded observations