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Southern Missouri Bancorp, Inc. Common Stock SMBC

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Market datapartial · fetched 2026-10-22T16:50:51.732Z

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 · 2026-10-22T16:50:04.597350702Z

FundamentalsAlpha Vantage · unavailable

Share price$72.39
1D+4.8%
$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$2.33$3.47$4.61$5.75$6.89$61.01$67.01$73.01$79.00$85.0020Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive SMBC spot · $72.39SMBC PRICE$2.45$2.45$2.45$2.45$2.45$2.60$2.83$3.07$3.30$3.54$3.86$4.98$6.10$2.45$2.45$2.45$2.45$2.63$2.86$3.10$3.33$3.56$3.92$4.80$5.68$6.56
PutsExpensive1.72×
CallsExpensive1.54×
SkewBullish-6.04 pp
Implied moveBearish±$5.93
TiltBearish4.2% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ104.41125.8%47.6%60.1594.2%20.3%
25Δ89.3891.0%26.8%64.5572.7%14.2%
30Δ82.4370.3%17.3%67.1159.8%10.7%
35Δ78.5856.6%11.9%69.4747.9%7.4%
40Δ75.9446.0%8.3%70.6942.9%6.0%
45Δ74.4240.5%6.4%71.5940.0%5.1%
50Δ73.5237.9%5.5%72.4937.0%4.1%
55Δ72.6235.2%4.6%73.3834.0%3.2%
60Δ71.7232.6%3.6%74.2831.1%2.3%
65Δ70.8130.0%2.7%75.2228.8%1.5%
70Δ69.8727.8%1.9%76.3229.0%1.2%
75Δ68.5529.5%1.6%77.4129.2%0.9%
80Δ67.2431.2%1.3%78.5129.4%0.6%

20Δ

Calls
Pseudo strike
104.41
IV
125.8%
B/E move
47.6%
Puts
Pseudo strike
60.15
IV
94.2%
B/E move
20.3%

25Δ

Calls
Pseudo strike
89.38
IV
91.0%
B/E move
26.8%
Puts
Pseudo strike
64.55
IV
72.7%
B/E move
14.2%

30Δ

Calls
Pseudo strike
82.43
IV
70.3%
B/E move
17.3%
Puts
Pseudo strike
67.11
IV
59.8%
B/E move
10.7%

35Δ

Calls
Pseudo strike
78.58
IV
56.6%
B/E move
11.9%
Puts
Pseudo strike
69.47
IV
47.9%
B/E move
7.4%

40Δ

Calls
Pseudo strike
75.94
IV
46.0%
B/E move
8.3%
Puts
Pseudo strike
70.69
IV
42.9%
B/E move
6.0%

45Δ

Calls
Pseudo strike
74.42
IV
40.5%
B/E move
6.4%
Puts
Pseudo strike
71.59
IV
40.0%
B/E move
5.1%

50Δ

Calls
Pseudo strike
73.52
IV
37.9%
B/E move
5.5%
Puts
Pseudo strike
72.49
IV
37.0%
B/E move
4.1%

55Δ

Calls
Pseudo strike
72.62
IV
35.2%
B/E move
4.6%
Puts
Pseudo strike
73.38
IV
34.0%
B/E move
3.2%

60Δ

Calls
Pseudo strike
71.72
IV
32.6%
B/E move
3.6%
Puts
Pseudo strike
74.28
IV
31.1%
B/E move
2.3%

65Δ

Calls
Pseudo strike
70.81
IV
30.0%
B/E move
2.7%
Puts
Pseudo strike
75.22
IV
28.8%
B/E move
1.5%

70Δ

Calls
Pseudo strike
69.87
IV
27.8%
B/E move
1.9%
Puts
Pseudo strike
76.32
IV
29.0%
B/E move
1.2%

75Δ

Calls
Pseudo strike
68.55
IV
29.5%
B/E move
1.6%
Puts
Pseudo strike
77.41
IV
29.2%
B/E move
0.9%

80Δ

Calls
Pseudo strike
67.24
IV
31.2%
B/E move
1.3%
Puts
Pseudo strike
78.51
IV
29.4%
B/E move
0.6%

Options history

No recorded observations