IntraAlpha
Create free account Start free

Southern Missouri Bancorp, Inc. Common Stock SMBC

i

Market datapartial · fetched 2026-10-22T21:19:43.977Z

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 · 2026-10-22T20:00:00.369381148Z

FundamentalsAlpha Vantage · unavailable

Share price$71.77
1D+3.7%
AH$69$70$71$72$735:30 AM6:30 AM9:00 AM1:00 PM2:00 PMSMBC
Sold putSold callAH

Southern Missouri Bancorp, Inc. Common Stock options

Live interpolated SMBC call and put midpoint premiums by absolute delta.Southern Missouri Bancorp, Inc. Common Stock$2.34$3.34$4.34$5.33$6.33$60.62$66.56$72.50$78.45$84.3920Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive SMBC spot · $71.77SMBC PRICE$2.45$2.45$2.45$2.45$2.45$2.66$2.87$3.09$3.30$3.55$4.33$5.10$5.87$2.45$2.45$2.45$2.45$2.54$2.78$3.03$3.28$3.53$3.78$4.10$5.07$6.04
PutsExpensive1.66×
CallsExpensive1.55×
SkewBullish-7.26 pp
Implied moveBearish±$5.91
TiltBalanced1.1% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ103.99127.4%48.3%59.5395.3%20.5%
25Δ88.8892.2%27.3%63.8274.0%14.5%
30Δ81.7971.0%17.4%66.5160.4%10.7%
35Δ77.9957.3%12.1%68.6349.4%7.8%
40Δ75.0545.7%8.0%70.2841.4%5.6%
45Δ74.0042.4%6.8%71.0838.9%4.8%
50Δ72.9839.2%5.7%71.8836.4%4.1%
55Δ71.9636.0%4.6%72.6833.8%3.3%
60Δ70.9532.8%3.5%73.4831.3%2.5%
65Δ69.9329.9%2.4%74.2828.8%1.8%
70Δ68.9129.9%2.0%75.1126.5%1.0%
75Δ67.9030.0%1.7%76.2726.6%0.8%
80Δ66.8830.1%1.4%77.4326.8%0.5%

20Δ

Calls
Pseudo strike
103.99
IV
127.4%
B/E move
48.3%
Puts
Pseudo strike
59.53
IV
95.3%
B/E move
20.5%

25Δ

Calls
Pseudo strike
88.88
IV
92.2%
B/E move
27.3%
Puts
Pseudo strike
63.82
IV
74.0%
B/E move
14.5%

30Δ

Calls
Pseudo strike
81.79
IV
71.0%
B/E move
17.4%
Puts
Pseudo strike
66.51
IV
60.4%
B/E move
10.7%

35Δ

Calls
Pseudo strike
77.99
IV
57.3%
B/E move
12.1%
Puts
Pseudo strike
68.63
IV
49.4%
B/E move
7.8%

40Δ

Calls
Pseudo strike
75.05
IV
45.7%
B/E move
8.0%
Puts
Pseudo strike
70.28
IV
41.4%
B/E move
5.6%

45Δ

Calls
Pseudo strike
74.00
IV
42.4%
B/E move
6.8%
Puts
Pseudo strike
71.08
IV
38.9%
B/E move
4.8%

50Δ

Calls
Pseudo strike
72.98
IV
39.2%
B/E move
5.7%
Puts
Pseudo strike
71.88
IV
36.4%
B/E move
4.1%

55Δ

Calls
Pseudo strike
71.96
IV
36.0%
B/E move
4.6%
Puts
Pseudo strike
72.68
IV
33.8%
B/E move
3.3%

60Δ

Calls
Pseudo strike
70.95
IV
32.8%
B/E move
3.5%
Puts
Pseudo strike
73.48
IV
31.3%
B/E move
2.5%

65Δ

Calls
Pseudo strike
69.93
IV
29.9%
B/E move
2.4%
Puts
Pseudo strike
74.28
IV
28.8%
B/E move
1.8%

70Δ

Calls
Pseudo strike
68.91
IV
29.9%
B/E move
2.0%
Puts
Pseudo strike
75.11
IV
26.5%
B/E move
1.0%

75Δ

Calls
Pseudo strike
67.90
IV
30.0%
B/E move
1.7%
Puts
Pseudo strike
76.27
IV
26.6%
B/E move
0.8%

80Δ

Calls
Pseudo strike
66.88
IV
30.1%
B/E move
1.4%
Puts
Pseudo strike
77.43
IV
26.8%
B/E move
0.5%

Options history

No recorded observations