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Southern Missouri Bancorp, Inc. Common Stock SMBC

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Market datapartial · fetched 2026-11-11T15:52:57.840Z

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 · 2026-11-11T15:23:37.278153641Z

FundamentalsAlpha Vantage · unavailable

Share price$70.92
1D-0.5%
$70.88$70.98$71.08$71.18$71.295:30 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$0.75$1.82$2.89$3.96$5.03$60.48$64.66$68.84$73.02$77.2020Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ20Δ C unavailable: no unambiguous, price-consistent delta bracketC —25Δ C unavailable: no unambiguous, price-consistent delta bracketC —30Δ C unavailable: no unambiguous, price-consistent delta bracketC —OPTION PRICELive SMBC spot · $70.92SMBC PRICE$0.86$1.01$1.15$1.29$1.44$1.58$1.86$2.81$3.77$4.72$2.45$2.45$2.48$2.54$2.61$2.72$2.88$3.04$3.20$3.35$3.51$3.67$3.83
PutsExpensive2.70×
Calls——
Skew——
Implied moveBearish±$4.17
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ57.66179.5%22.1%
25Δ62.19138.6%15.8%
30Δ65.65107.8%10.9%
35Δ73.0531.3%4.2%67.3593.3%8.6%
40Δ72.5230.4%3.7%69.0578.8%6.3%
45Δ72.0029.4%3.2%70.2368.6%4.8%
50Δ71.4828.5%2.6%70.7664.0%4.3%
55Δ70.9627.6%2.1%71.2959.4%3.8%
60Δ70.4426.7%1.6%71.8254.7%3.2%
65Δ69.8326.7%1.1%72.3550.1%2.7%
70Δ68.7931.4%1.0%72.8745.4%2.2%
75Δ67.7536.2%0.9%73.4040.8%1.7%
80Δ66.7240.9%0.7%73.9336.2%1.1%

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
57.66
IV
179.5%
B/E move
22.1%

25Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
62.19
IV
138.6%
B/E move
15.8%

30Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
65.65
IV
107.8%
B/E move
10.9%

35Δ

Calls
Pseudo strike
73.05
IV
31.3%
B/E move
4.2%
Puts
Pseudo strike
67.35
IV
93.3%
B/E move
8.6%

40Δ

Calls
Pseudo strike
72.52
IV
30.4%
B/E move
3.7%
Puts
Pseudo strike
69.05
IV
78.8%
B/E move
6.3%

45Δ

Calls
Pseudo strike
72.00
IV
29.4%
B/E move
3.2%
Puts
Pseudo strike
70.23
IV
68.6%
B/E move
4.8%

50Δ

Calls
Pseudo strike
71.48
IV
28.5%
B/E move
2.6%
Puts
Pseudo strike
70.76
IV
64.0%
B/E move
4.3%

55Δ

Calls
Pseudo strike
70.96
IV
27.6%
B/E move
2.1%
Puts
Pseudo strike
71.29
IV
59.4%
B/E move
3.8%

60Δ

Calls
Pseudo strike
70.44
IV
26.7%
B/E move
1.6%
Puts
Pseudo strike
71.82
IV
54.7%
B/E move
3.2%

65Δ

Calls
Pseudo strike
69.83
IV
26.7%
B/E move
1.1%
Puts
Pseudo strike
72.35
IV
50.1%
B/E move
2.7%

70Δ

Calls
Pseudo strike
68.79
IV
31.4%
B/E move
1.0%
Puts
Pseudo strike
72.87
IV
45.4%
B/E move
2.2%

75Δ

Calls
Pseudo strike
67.75
IV
36.2%
B/E move
0.9%
Puts
Pseudo strike
73.40
IV
40.8%
B/E move
1.7%

80Δ

Calls
Pseudo strike
66.72
IV
40.9%
B/E move
0.7%
Puts
Pseudo strike
73.93
IV
36.2%
B/E move
1.1%

Options history

IV · four-Friday blend32.83%
Daily EOD
SMBC28.5%30.8%33.2%2026-10-19: 28.80%2026-10-20: 29.78%2026-10-21: 29.49%2026-10-22: 29.62%2026-10-23: 29.67%2026-10-26: 30.41%2026-10-27: 30.44%2026-10-28: 30.92%2026-10-29: 31.31%2026-10-30: 32.83%Oct 19Oct 23Oct 30
10 observations2026-10-19 — 2026-10-30
Table
DateIV (%)
28.80%
29.78%
29.49%
29.62%
29.67%
30.41%
30.44%
30.92%
31.31%
32.83%