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Southern Missouri Bancorp, Inc. Common Stock SMBC

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Market datapartial · fetched 2026-10-22T14:49:28.031Z

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 · 2026-10-22T14:43:05.548309426Z

FundamentalsAlpha Vantage · unavailable

Share price$72.58
1D+4.9%
$69$70$71$72$735:30 AM6:30 AM9:00 AM1:00 PMSMBC
Sold putSold call

Southern Missouri Bancorp, Inc. Common Stock options

Live interpolated SMBC call and put midpoint premiums by absolute delta.Southern Missouri Bancorp, Inc. Common Stock$2.31$3.61$4.90$6.20$7.50$60.90$66.94$72.99$79.03$85.0720Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive SMBC spot · $72.58SMBC PRICE$2.45$2.45$2.45$2.45$2.45$2.54$2.72$2.89$3.06$3.24$3.41$3.78$4.92$2.45$2.45$2.45$2.45$2.67$2.91$3.16$3.40$3.65$4.31$5.25$6.18$7.12
PutsExpensive1.77×
CallsExpensive1.51×
SkewBullish-4.01 pp
Implied moveBearish±$5.87
TiltBearish11.0% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ104.78125.5%47.7%59.3399.0%21.6%
25Δ94.8999.9%34.1%64.7372.4%14.2%
30Δ85.0074.3%20.5%67.3059.5%10.6%
35Δ78.7456.3%11.9%69.7347.3%7.3%
40Δ76.2046.0%8.4%70.8443.3%6.1%
45Δ74.5839.6%6.3%71.7840.4%5.1%
50Δ73.7936.7%5.4%72.7337.4%4.1%
55Δ73.0033.8%4.6%73.6734.4%3.2%
60Δ72.2130.9%3.7%74.6131.4%2.2%
65Δ71.4228.0%2.9%75.7030.6%1.6%
70Δ70.6325.1%2.0%76.8731.3%1.3%
75Δ69.7423.0%1.3%78.0431.9%1.0%
80Δ68.4424.3%1.1%79.2232.6%0.7%

20Δ

Calls
Pseudo strike
104.78
IV
125.5%
B/E move
47.7%
Puts
Pseudo strike
59.33
IV
99.0%
B/E move
21.6%

25Δ

Calls
Pseudo strike
94.89
IV
99.9%
B/E move
34.1%
Puts
Pseudo strike
64.73
IV
72.4%
B/E move
14.2%

30Δ

Calls
Pseudo strike
85.00
IV
74.3%
B/E move
20.5%
Puts
Pseudo strike
67.30
IV
59.5%
B/E move
10.6%

35Δ

Calls
Pseudo strike
78.74
IV
56.3%
B/E move
11.9%
Puts
Pseudo strike
69.73
IV
47.3%
B/E move
7.3%

40Δ

Calls
Pseudo strike
76.20
IV
46.0%
B/E move
8.4%
Puts
Pseudo strike
70.84
IV
43.3%
B/E move
6.1%

45Δ

Calls
Pseudo strike
74.58
IV
39.6%
B/E move
6.3%
Puts
Pseudo strike
71.78
IV
40.4%
B/E move
5.1%

50Δ

Calls
Pseudo strike
73.79
IV
36.7%
B/E move
5.4%
Puts
Pseudo strike
72.73
IV
37.4%
B/E move
4.1%

55Δ

Calls
Pseudo strike
73.00
IV
33.8%
B/E move
4.6%
Puts
Pseudo strike
73.67
IV
34.4%
B/E move
3.2%

60Δ

Calls
Pseudo strike
72.21
IV
30.9%
B/E move
3.7%
Puts
Pseudo strike
74.61
IV
31.4%
B/E move
2.2%

65Δ

Calls
Pseudo strike
71.42
IV
28.0%
B/E move
2.9%
Puts
Pseudo strike
75.70
IV
30.6%
B/E move
1.6%

70Δ

Calls
Pseudo strike
70.63
IV
25.1%
B/E move
2.0%
Puts
Pseudo strike
76.87
IV
31.3%
B/E move
1.3%

75Δ

Calls
Pseudo strike
69.74
IV
23.0%
B/E move
1.3%
Puts
Pseudo strike
78.04
IV
31.9%
B/E move
1.0%

80Δ

Calls
Pseudo strike
68.44
IV
24.3%
B/E move
1.1%
Puts
Pseudo strike
79.22
IV
32.6%
B/E move
0.7%

Options history

No recorded observations