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SM Energy Co SM

ENERGY · OIL & GAS E&P
i

Market dataready · fetched 2026-10-23T05:02:54.162Z

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 · 2026-10-22T23:00:00.002494536Z

FundamentalsAlpha Vantage · ready · quarter 2026-06-30 · fetched 2026-10-23T05:00:20.461899+00:00

Share price$38.42
1D-2.5%
AH$37.53$38.03$38.53$39.03$39.535:30 AM6:30 AM9:00 AM1:00 PM2:00 PMSM
Sold putSold callAH

SM Energy Co options

Live interpolated SM call and put midpoint premiums by absolute delta.SM Energy Co$0.45$2.00$3.56$5.12$6.68$30.75$34.51$38.26$42.02$45.7720Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive SM spot · $38.42SM PRICE$0.61$0.81$1.03$1.29$1.54$1.83$2.19$2.54$2.90$3.33$3.77$4.20$5.08$0.71$0.94$1.21$1.49$1.76$2.12$2.48$2.84$3.33$3.94$4.56$5.34$6.23
PutsCheap0.92×
CallsFair1.02×
SkewBullish-1.80 pp
Implied moveBearish±$4.67
TiltBearish8.6% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ44.3754.7%17.1%34.2055.0%12.8%
25Δ43.2554.6%14.7%35.1954.4%10.9%
30Δ42.2254.6%12.6%35.9754.0%9.5%
35Δ41.3854.6%11.1%36.7553.6%8.2%
40Δ40.5454.6%9.5%37.5353.2%6.9%
45Δ39.7354.7%8.2%38.2352.7%6.0%
50Δ38.9955.2%7.2%38.9352.2%5.1%
55Δ38.2455.7%6.2%39.6451.6%4.2%
60Δ37.5056.1%5.2%40.4151.6%3.5%
65Δ36.7555.2%4.3%41.2652.2%2.9%
70Δ36.0054.2%3.5%42.1152.9%2.3%
75Δ35.2653.3%2.7%43.0953.1%1.7%
80Δ34.1555.6%2.1%44.1953.1%1.2%

20Δ

Calls
Pseudo strike
44.37
IV
54.7%
B/E move
17.1%
Puts
Pseudo strike
34.20
IV
55.0%
B/E move
12.8%

25Δ

Calls
Pseudo strike
43.25
IV
54.6%
B/E move
14.7%
Puts
Pseudo strike
35.19
IV
54.4%
B/E move
10.9%

30Δ

Calls
Pseudo strike
42.22
IV
54.6%
B/E move
12.6%
Puts
Pseudo strike
35.97
IV
54.0%
B/E move
9.5%

35Δ

Calls
Pseudo strike
41.38
IV
54.6%
B/E move
11.1%
Puts
Pseudo strike
36.75
IV
53.6%
B/E move
8.2%

40Δ

Calls
Pseudo strike
40.54
IV
54.6%
B/E move
9.5%
Puts
Pseudo strike
37.53
IV
53.2%
B/E move
6.9%

45Δ

Calls
Pseudo strike
39.73
IV
54.7%
B/E move
8.2%
Puts
Pseudo strike
38.23
IV
52.7%
B/E move
6.0%

50Δ

Calls
Pseudo strike
38.99
IV
55.2%
B/E move
7.2%
Puts
Pseudo strike
38.93
IV
52.2%
B/E move
5.1%

55Δ

Calls
Pseudo strike
38.24
IV
55.7%
B/E move
6.2%
Puts
Pseudo strike
39.64
IV
51.6%
B/E move
4.2%

60Δ

Calls
Pseudo strike
37.50
IV
56.1%
B/E move
5.2%
Puts
Pseudo strike
40.41
IV
51.6%
B/E move
3.5%

65Δ

Calls
Pseudo strike
36.75
IV
55.2%
B/E move
4.3%
Puts
Pseudo strike
41.26
IV
52.2%
B/E move
2.9%

70Δ

Calls
Pseudo strike
36.00
IV
54.2%
B/E move
3.5%
Puts
Pseudo strike
42.11
IV
52.9%
B/E move
2.3%

75Δ

Calls
Pseudo strike
35.26
IV
53.3%
B/E move
2.7%
Puts
Pseudo strike
43.09
IV
53.1%
B/E move
1.7%

80Δ

Calls
Pseudo strike
34.15
IV
55.6%
B/E move
2.1%
Puts
Pseudo strike
44.19
IV
53.1%
B/E move
1.2%

Options history

No recorded observations