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SLM Corp SLM

FINANCIAL SERVICES · CREDIT SERVICES
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Market dataready · fetched 2026-10-23T02:23:31.820Z

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 · 2026-10-22T23:59:56.841017923Z

FundamentalsAlpha Vantage · ready · quarter 2026-06-30 · fetched 2026-10-23T02:23:30.161862+00:00

Share price$21.00
1D-8.4%
AH$20.63$21.25$21.87$22.49$23.115:30 AM6:30 AM9:00 AM1:00 PM2:00 PMSLM
Sold putSold callAH

SLM Corp options

Live interpolated SLM call and put midpoint premiums by absolute delta.SLM Corp$0.26$1.93$3.59$5.26$6.93$17.46$20.01$22.55$25.09$27.6420Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive SLM spot · $21.00SLM PRICE$0.68$0.84$0.71$0.75$0.92$1.17$1.56$1.94$2.49$3.07$3.85$5.07$6.45$0.58$0.44$0.49$0.60$0.70$0.81$0.90$0.97$1.04$1.11$1.18$2.97$5.23
PutsCheap0.94×
CallsExpensive2.48×
SkewBullish-55.22 pp
Implied moveBullish±$2.45
TiltBullish26.7% CALL
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ29.97120.9%45.9%17.8482.0%17.8%
25Δ28.00115.1%37.3%19.3847.2%9.8%
30Δ24.4874.3%20.0%19.9441.3%7.4%
35Δ22.7457.9%11.8%20.2839.8%6.3%
40Δ22.2859.1%10.5%20.5938.8%5.3%
45Δ21.8463.2%9.6%20.8937.8%4.4%
50Δ21.4372.3%9.4%21.1335.9%3.6%
55Δ21.0181.3%9.3%21.3433.6%3.0%
60Δ20.3691.4%8.8%21.5531.2%2.4%
65Δ19.64100.5%8.1%21.7528.9%1.7%
70Δ18.73113.4%7.5%21.9626.5%1.1%
75Δ17.47137.2%7.4%23.8136.5%0.8%
80Δ15.94160.6%6.6%26.1149.9%0.6%

20Δ

Calls
Pseudo strike
29.97
IV
120.9%
B/E move
45.9%
Puts
Pseudo strike
17.84
IV
82.0%
B/E move
17.8%

25Δ

Calls
Pseudo strike
28.00
IV
115.1%
B/E move
37.3%
Puts
Pseudo strike
19.38
IV
47.2%
B/E move
9.8%

30Δ

Calls
Pseudo strike
24.48
IV
74.3%
B/E move
20.0%
Puts
Pseudo strike
19.94
IV
41.3%
B/E move
7.4%

35Δ

Calls
Pseudo strike
22.74
IV
57.9%
B/E move
11.8%
Puts
Pseudo strike
20.28
IV
39.8%
B/E move
6.3%

40Δ

Calls
Pseudo strike
22.28
IV
59.1%
B/E move
10.5%
Puts
Pseudo strike
20.59
IV
38.8%
B/E move
5.3%

45Δ

Calls
Pseudo strike
21.84
IV
63.2%
B/E move
9.6%
Puts
Pseudo strike
20.89
IV
37.8%
B/E move
4.4%

50Δ

Calls
Pseudo strike
21.43
IV
72.3%
B/E move
9.4%
Puts
Pseudo strike
21.13
IV
35.9%
B/E move
3.6%

55Δ

Calls
Pseudo strike
21.01
IV
81.3%
B/E move
9.3%
Puts
Pseudo strike
21.34
IV
33.6%
B/E move
3.0%

60Δ

Calls
Pseudo strike
20.36
IV
91.4%
B/E move
8.8%
Puts
Pseudo strike
21.55
IV
31.2%
B/E move
2.4%

65Δ

Calls
Pseudo strike
19.64
IV
100.5%
B/E move
8.1%
Puts
Pseudo strike
21.75
IV
28.9%
B/E move
1.7%

70Δ

Calls
Pseudo strike
18.73
IV
113.4%
B/E move
7.5%
Puts
Pseudo strike
21.96
IV
26.5%
B/E move
1.1%

75Δ

Calls
Pseudo strike
17.47
IV
137.2%
B/E move
7.4%
Puts
Pseudo strike
23.81
IV
36.5%
B/E move
0.8%

80Δ

Calls
Pseudo strike
15.94
IV
160.6%
B/E move
6.6%
Puts
Pseudo strike
26.11
IV
49.9%
B/E move
0.6%

Options history

No recorded observations