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SLM Corporation Common Stock SLM

i

Market datapartial · fetched 2026-11-12T00:58:11.319Z

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 · 2026-11-11T21:38:47.37867167Z

FundamentalsAlpha Vantage · unavailable

Share price$17.17
1D+1.8%
AH$16.49$16.67$16.86$17.04$17.225:30 AM6:30 AM9:00 AM1:00 PM2:00 PMSLM
Sold putSold callAH

SLM Corporation Common Stock options

Live interpolated SLM call and put midpoint premiums by absolute delta.SLM Corporation Common Stock$0.38$1.26$2.14$3.03$3.91$14.49$15.77$17.05$18.34$19.6220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ20Δ C unavailable: no unambiguous, price-consistent delta bracketC —25Δ C unavailable: no unambiguous, price-consistent delta bracketC —35Δ P unavailable: no unambiguous, price-consistent delta bracketP —40Δ P unavailable: no unambiguous, price-consistent delta bracketP —70Δ P unavailable: no unambiguous, price-consistent delta bracketP —75Δ C unavailable: no unambiguous, price-consistent delta bracketC —80Δ C unavailable: no unambiguous, price-consistent delta bracketC —OPTION PRICELive SLM spot · $17.17SLM PRICE$0.56$0.63$0.69$0.90$1.13$1.37$1.45$1.47$1.50$0.47$0.62$0.84$0.52$0.64$0.76$0.89$1.01$2.74$3.65
Puts——
Calls——
Skew——
Implied moveBullish±$1.78
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ14.57144.5%17.9%
25Δ15.27134.2%14.6%
30Δ19.81128.4%18.7%15.70142.4%13.5%
35Δ18.98113.5%14.2%
40Δ18.1498.7%9.7%
45Δ17.73103.8%8.5%17.0752.9%3.6%
50Δ17.40113.1%8.0%17.2753.4%3.2%
55Δ17.07122.5%7.4%17.4653.9%2.7%
60Δ16.79114.3%6.2%17.6654.4%2.3%
65Δ16.51101.2%4.8%17.8555.0%1.9%
70Δ16.2488.1%3.3%
75Δ19.55103.8%2.1%
80Δ20.52117.4%1.7%

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
14.57
IV
144.5%
B/E move
17.9%

25Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
15.27
IV
134.2%
B/E move
14.6%

30Δ

Calls
Pseudo strike
19.81
IV
128.4%
B/E move
18.7%
Puts
Pseudo strike
15.70
IV
142.4%
B/E move
13.5%

35Δ

Calls
Pseudo strike
18.98
IV
113.5%
B/E move
14.2%
Puts
Pseudo strike
IV
B/E move

40Δ

Calls
Pseudo strike
18.14
IV
98.7%
B/E move
9.7%
Puts
Pseudo strike
IV
B/E move

45Δ

Calls
Pseudo strike
17.73
IV
103.8%
B/E move
8.5%
Puts
Pseudo strike
17.07
IV
52.9%
B/E move
3.6%

50Δ

Calls
Pseudo strike
17.40
IV
113.1%
B/E move
8.0%
Puts
Pseudo strike
17.27
IV
53.4%
B/E move
3.2%

55Δ

Calls
Pseudo strike
17.07
IV
122.5%
B/E move
7.4%
Puts
Pseudo strike
17.46
IV
53.9%
B/E move
2.7%

60Δ

Calls
Pseudo strike
16.79
IV
114.3%
B/E move
6.2%
Puts
Pseudo strike
17.66
IV
54.4%
B/E move
2.3%

65Δ

Calls
Pseudo strike
16.51
IV
101.2%
B/E move
4.8%
Puts
Pseudo strike
17.85
IV
55.0%
B/E move
1.9%

70Δ

Calls
Pseudo strike
16.24
IV
88.1%
B/E move
3.3%
Puts
Pseudo strike
IV
B/E move

75Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
19.55
IV
103.8%
B/E move
2.1%

80Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
20.52
IV
117.4%
B/E move
1.7%

Options history

IV · four-Friday blend47.22%
Daily EOD
SLM34.4%41.3%48.2%2026-10-19: 35.38%2026-10-20: 40.85%2026-10-21: 43.06%2026-10-22: 46.38%2026-10-23: 38.76%2026-10-26: 43.35%2026-10-27: 41.27%2026-10-28: 40.02%2026-10-29: 38.62%2026-10-30: 47.22%Oct 19Oct 23Oct 30
10 observations2026-10-19 — 2026-10-30
Table
DateIV (%)
35.38%
40.85%
43.06%
46.38%
38.76%
43.35%
41.27%
40.02%
38.62%
47.22%