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Simmons First National Corporation Class A Common Stock SFNC

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Market datapartial · fetched 2026-10-22T23:57:40.211Z

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 · 2026-10-22T20:00:02.262926478Z

FundamentalsAlpha Vantage · unavailable

Share price$23.32
1D+1.6%
AH$22.91$23.03$23.14$23.26$23.375:30 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$0.00$2.47$4.95$7.42$9.89$17.16$19.73$22.29$24.85$27.4120Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive SFNC spot · $23.32SFNC PRICE$0.27$0.34$0.52$0.70$0.88$1.07$1.25$1.43$1.61$1.92$2.68$3.45$4.27$0.62$0.97$1.32$1.67$1.98$2.11$2.24$2.37$2.50$3.62$5.47$7.33$9.18
PutsExpensive2.68×
CallsExpensive1.59×
SkewBearish+31.47 pp
Implied moveBearish±$3.48
TiltBearish34.0% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ26.4042.5%14.3%20.2570.4%15.8%
25Δ24.8130.2%7.8%20.8476.3%14.8%
30Δ24.5132.6%7.4%21.4482.3%13.7%
35Δ24.2235.0%6.9%22.0388.2%12.7%
40Δ23.9237.3%6.4%22.6291.3%11.5%
45Δ23.6239.7%5.9%23.1684.2%9.7%
50Δ23.3242.1%5.4%23.6977.1%8.0%
55Δ23.0344.5%4.9%24.2370.1%6.2%
60Δ22.7346.9%4.4%24.7763.0%4.5%
65Δ22.3251.0%3.9%26.1465.7%3.4%
70Δ21.5061.2%3.7%28.1175.5%2.9%
75Δ20.6771.4%3.4%30.0885.3%2.4%
80Δ19.7781.1%3.1%32.0595.1%1.9%

20Δ

Calls
Pseudo strike
26.40
IV
42.5%
B/E move
14.3%
Puts
Pseudo strike
20.25
IV
70.4%
B/E move
15.8%

25Δ

Calls
Pseudo strike
24.81
IV
30.2%
B/E move
7.8%
Puts
Pseudo strike
20.84
IV
76.3%
B/E move
14.8%

30Δ

Calls
Pseudo strike
24.51
IV
32.6%
B/E move
7.4%
Puts
Pseudo strike
21.44
IV
82.3%
B/E move
13.7%

35Δ

Calls
Pseudo strike
24.22
IV
35.0%
B/E move
6.9%
Puts
Pseudo strike
22.03
IV
88.2%
B/E move
12.7%

40Δ

Calls
Pseudo strike
23.92
IV
37.3%
B/E move
6.4%
Puts
Pseudo strike
22.62
IV
91.3%
B/E move
11.5%

45Δ

Calls
Pseudo strike
23.62
IV
39.7%
B/E move
5.9%
Puts
Pseudo strike
23.16
IV
84.2%
B/E move
9.7%

50Δ

Calls
Pseudo strike
23.32
IV
42.1%
B/E move
5.4%
Puts
Pseudo strike
23.69
IV
77.1%
B/E move
8.0%

55Δ

Calls
Pseudo strike
23.03
IV
44.5%
B/E move
4.9%
Puts
Pseudo strike
24.23
IV
70.1%
B/E move
6.2%

60Δ

Calls
Pseudo strike
22.73
IV
46.9%
B/E move
4.4%
Puts
Pseudo strike
24.77
IV
63.0%
B/E move
4.5%

65Δ

Calls
Pseudo strike
22.32
IV
51.0%
B/E move
3.9%
Puts
Pseudo strike
26.14
IV
65.7%
B/E move
3.4%

70Δ

Calls
Pseudo strike
21.50
IV
61.2%
B/E move
3.7%
Puts
Pseudo strike
28.11
IV
75.5%
B/E move
2.9%

75Δ

Calls
Pseudo strike
20.67
IV
71.4%
B/E move
3.4%
Puts
Pseudo strike
30.08
IV
85.3%
B/E move
2.4%

80Δ

Calls
Pseudo strike
19.77
IV
81.1%
B/E move
3.1%
Puts
Pseudo strike
32.05
IV
95.1%
B/E move
1.9%

Options history

No recorded observations