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Simmons First National Corporation Class A Common Stock SFNC

FINANCIAL SERVICES · BANKS - REGIONAL
i

Market dataready · fetched 2026-11-13T01:27:47.945Z

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 · 2026-11-12T21:00:02.913699672Z

FundamentalsAlpha Vantage · ready · quarter 2026-09-30 · fetched 2026-11-13T01:26:48.954321+00:00

Share price$23.40
1D-0.3%
AH$23.33$23.37$23.42$23.47$23.515:30 AM6:30 AM9:00 AM1:00 PM2:00 PMSFNC
Sold putSold callAH

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$1.70$2.19$2.67$3.16$3.65$22.09$22.77$23.45$24.13$24.8020Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ20Δ C unavailable: no unambiguous, price-consistent delta bracketC —25Δ C unavailable: no unambiguous, price-consistent delta bracketC —65Δ 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 —80Δ P unavailable: no unambiguous, price-consistent delta bracketP —OPTION PRICELive SFNC spot · $23.39SFNC PRICE$1.75$1.77$1.88$1.99$2.10$2.20$2.31$2.56$2.88$3.19$3.51$1.75$1.75$1.76$1.78$1.83$1.97$2.10$2.24$2.37
Puts——
Calls——
Skew——
Implied moveBalanced±$4.20
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ17.33351.4%33.4%
25Δ19.24280.1%25.2%
30Δ34.59342.2%55.4%20.63230.6%19.3%
35Δ29.75271.7%34.7%21.70194.2%14.9%
40Δ28.39246.6%29.4%22.63163.9%11.1%
45Δ27.04221.4%24.1%23.14151.9%9.5%
50Δ25.68196.3%18.7%23.66139.9%7.9%
55Δ24.32171.1%13.4%24.18127.9%6.2%
60Δ22.96145.9%8.0%24.69115.8%4.6%
65Δ22.13134.3%5.5%
70Δ21.58129.6%4.5%
75Δ21.02124.9%3.5%
80Δ20.46120.2%2.5%

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
17.33
IV
351.4%
B/E move
33.4%

25Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
19.24
IV
280.1%
B/E move
25.2%

30Δ

Calls
Pseudo strike
34.59
IV
342.2%
B/E move
55.4%
Puts
Pseudo strike
20.63
IV
230.6%
B/E move
19.3%

35Δ

Calls
Pseudo strike
29.75
IV
271.7%
B/E move
34.7%
Puts
Pseudo strike
21.70
IV
194.2%
B/E move
14.9%

40Δ

Calls
Pseudo strike
28.39
IV
246.6%
B/E move
29.4%
Puts
Pseudo strike
22.63
IV
163.9%
B/E move
11.1%

45Δ

Calls
Pseudo strike
27.04
IV
221.4%
B/E move
24.1%
Puts
Pseudo strike
23.14
IV
151.9%
B/E move
9.5%

50Δ

Calls
Pseudo strike
25.68
IV
196.3%
B/E move
18.7%
Puts
Pseudo strike
23.66
IV
139.9%
B/E move
7.9%

55Δ

Calls
Pseudo strike
24.32
IV
171.1%
B/E move
13.4%
Puts
Pseudo strike
24.18
IV
127.9%
B/E move
6.2%

60Δ

Calls
Pseudo strike
22.96
IV
145.9%
B/E move
8.0%
Puts
Pseudo strike
24.69
IV
115.8%
B/E move
4.6%

65Δ

Calls
Pseudo strike
22.13
IV
134.3%
B/E move
5.5%
Puts
Pseudo strike
IV
B/E move

70Δ

Calls
Pseudo strike
21.58
IV
129.6%
B/E move
4.5%
Puts
Pseudo strike
IV
B/E move

75Δ

Calls
Pseudo strike
21.02
IV
124.9%
B/E move
3.5%
Puts
Pseudo strike
IV
B/E move

80Δ

Calls
Pseudo strike
20.46
IV
120.2%
B/E move
2.5%
Puts
Pseudo strike
IV
B/E move

Options history

IV · four-Friday blend54.77%
Daily EOD
SFNC38.5%49.5%60.5%2026-10-19: 44.89%2026-10-20: 53.66%2026-10-21: 59.01%2026-10-22: 40.05%2026-10-23: 45.51%2026-10-27: 45.95%2026-10-28: 54.77%Oct 19Oct 22Oct 28
7 observations2026-10-19 — 2026-10-28
Table
DateIV (%)
44.89%
53.66%
59.01%
40.05%
45.51%
45.95%
54.77%