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SM Energy Company SM

ENERGY · OIL & GAS E&P
i

Market dataready · fetched 2026-11-12T15:42:23.334Z

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 · 2026-11-12T15:42:08.798529373Z

FundamentalsAlpha Vantage · ready · quarter 2026-09-30 · fetched 2026-11-12T15:42:22.845361+00:00

Share price$31.90
1D+1.9%
$31.01$31.28$31.55$31.82$32.095:30 AM6:30 AM9:00 AM1:00 PMSM
Sold putSold call

SM Energy Company options

Live interpolated SM call and put midpoint premiums by absolute delta.SM Energy Company$0.20$1.00$1.80$2.60$3.40$27.68$29.81$31.95$34.09$36.2320Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive SM spot · $31.90SM PRICE$0.29$0.38$0.47$0.57$0.66$0.80$0.98$1.15$1.32$1.50$1.67$1.84$2.02$0.29$0.42$0.56$0.69$0.83$0.96$1.10$1.23$1.50$1.92$2.33$2.75$3.17
PutsCheap0.77×
CallsCheap0.77×
SkewBearish+5.60 pp
Implied moveBearish±$2.07
TiltBearish13.1% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ34.3751.9%8.7%29.9353.7%7.1%
25Δ33.9551.6%7.6%30.3153.2%6.3%
30Δ33.5251.3%6.6%30.6453.0%5.7%
35Δ33.1050.9%5.5%30.9852.8%5.1%
40Δ32.6750.6%4.5%31.3252.6%4.4%
45Δ32.3250.1%3.8%31.6552.5%3.8%
50Δ32.0249.5%3.4%31.9952.3%3.2%
55Δ31.7148.9%3.0%32.3252.1%2.5%
60Δ31.4148.3%2.6%32.7453.2%2.1%
65Δ31.1047.7%2.2%33.2555.6%1.8%
70Δ30.8047.0%1.8%33.7658.1%1.5%
75Δ30.5046.4%1.4%34.2760.6%1.2%
80Δ30.1945.8%1.0%34.7863.0%0.9%

20Δ

Calls
Pseudo strike
34.37
IV
51.9%
B/E move
8.7%
Puts
Pseudo strike
29.93
IV
53.7%
B/E move
7.1%

25Δ

Calls
Pseudo strike
33.95
IV
51.6%
B/E move
7.6%
Puts
Pseudo strike
30.31
IV
53.2%
B/E move
6.3%

30Δ

Calls
Pseudo strike
33.52
IV
51.3%
B/E move
6.6%
Puts
Pseudo strike
30.64
IV
53.0%
B/E move
5.7%

35Δ

Calls
Pseudo strike
33.10
IV
50.9%
B/E move
5.5%
Puts
Pseudo strike
30.98
IV
52.8%
B/E move
5.1%

40Δ

Calls
Pseudo strike
32.67
IV
50.6%
B/E move
4.5%
Puts
Pseudo strike
31.32
IV
52.6%
B/E move
4.4%

45Δ

Calls
Pseudo strike
32.32
IV
50.1%
B/E move
3.8%
Puts
Pseudo strike
31.65
IV
52.5%
B/E move
3.8%

50Δ

Calls
Pseudo strike
32.02
IV
49.5%
B/E move
3.4%
Puts
Pseudo strike
31.99
IV
52.3%
B/E move
3.2%

55Δ

Calls
Pseudo strike
31.71
IV
48.9%
B/E move
3.0%
Puts
Pseudo strike
32.32
IV
52.1%
B/E move
2.5%

60Δ

Calls
Pseudo strike
31.41
IV
48.3%
B/E move
2.6%
Puts
Pseudo strike
32.74
IV
53.2%
B/E move
2.1%

65Δ

Calls
Pseudo strike
31.10
IV
47.7%
B/E move
2.2%
Puts
Pseudo strike
33.25
IV
55.6%
B/E move
1.8%

70Δ

Calls
Pseudo strike
30.80
IV
47.0%
B/E move
1.8%
Puts
Pseudo strike
33.76
IV
58.1%
B/E move
1.5%

75Δ

Calls
Pseudo strike
30.50
IV
46.4%
B/E move
1.4%
Puts
Pseudo strike
34.27
IV
60.6%
B/E move
1.2%

80Δ

Calls
Pseudo strike
30.19
IV
45.8%
B/E move
1.0%
Puts
Pseudo strike
34.78
IV
63.0%
B/E move
0.9%

Options history

IV · four-Friday blend52.56%
Daily EOD
SM49.5%51.1%52.8%2026-10-19: 50.89%2026-10-20: 51.11%2026-10-21: 50.90%2026-10-22: 51.41%2026-10-23: 51.35%2026-10-26: 51.77%2026-10-27: 50.97%2026-10-28: 49.71%2026-10-29: 50.50%2026-10-30: 52.56%Oct 19Oct 23Oct 30
10 observations2026-10-19 — 2026-10-30
Table
DateIV (%)
50.89%
51.11%
50.90%
51.41%
51.35%
51.77%
50.97%
49.71%
50.50%
52.56%