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SmartFinancial, Inc. SMBK

i

Market datapartial · fetched 2026-11-13T01:10:18.928Z

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 · 2026-11-13T00:00:00.00374212Z

FundamentalsAlpha Vantage · unavailable

Share price$47.88
1D-0.3%
AH$47.61$47.72$47.83$47.94$48.055:30 AM6:30 AM9:00 AM1:00 PM2:00 PMSMBK
Sold putSold callAH

SmartFinancial, Inc. options

Live interpolated SMBK call and put midpoint premiums by absolute delta.SmartFinancial, Inc.$2.40$3.40$4.40$5.39$6.39$45.17$46.57$47.97$49.37$50.7620Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ20Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —25Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —30Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —35Δ C unavailable: no unambiguous, price-consistent delta bracketC —40Δ C unavailable: no unambiguous, price-consistent delta bracketC —60Δ P unavailable: no unambiguous, price-consistent delta bracketP —65Δ P unavailable: no unambiguous, price-consistent delta bracketP —70Δ P unavailable: no unambiguous, price-consistent delta bracketP —75Δ P unavailable: no unambiguous, price-consistent delta bracketP —80Δ P unavailable: no unambiguous, price-consistent delta bracketP —OPTION PRICELive SMBK spot · $47.88SMBK PRICE$2.53$2.85$3.17$3.49$3.81$4.14$5.08$6.10$2.51$2.80$3.10$3.39$3.69
Puts——
Calls——
Skew——
Implied moveBearish±$6.24
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ
25Δ
30Δ
35Δ45.20136.2%10.8%
40Δ46.20127.7%9.4%
45Δ49.77117.3%9.2%47.20119.3%7.9%
50Δ48.84111.8%8.0%48.20110.9%6.4%
55Δ47.91106.3%6.7%49.19102.5%5.0%
60Δ46.98100.8%5.4%
65Δ46.0595.4%4.1%
70Δ45.1289.9%2.9%
75Δ43.8991.4%2.3%
80Δ42.6393.8%1.8%

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

25Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

30Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

35Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
45.20
IV
136.2%
B/E move
10.8%

40Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
46.20
IV
127.7%
B/E move
9.4%

45Δ

Calls
Pseudo strike
49.77
IV
117.3%
B/E move
9.2%
Puts
Pseudo strike
47.20
IV
119.3%
B/E move
7.9%

50Δ

Calls
Pseudo strike
48.84
IV
111.8%
B/E move
8.0%
Puts
Pseudo strike
48.20
IV
110.9%
B/E move
6.4%

55Δ

Calls
Pseudo strike
47.91
IV
106.3%
B/E move
6.7%
Puts
Pseudo strike
49.19
IV
102.5%
B/E move
5.0%

60Δ

Calls
Pseudo strike
46.98
IV
100.8%
B/E move
5.4%
Puts
Pseudo strike
IV
B/E move

65Δ

Calls
Pseudo strike
46.05
IV
95.4%
B/E move
4.1%
Puts
Pseudo strike
IV
B/E move

70Δ

Calls
Pseudo strike
45.12
IV
89.9%
B/E move
2.9%
Puts
Pseudo strike
IV
B/E move

75Δ

Calls
Pseudo strike
43.89
IV
91.4%
B/E move
2.3%
Puts
Pseudo strike
IV
B/E move

80Δ

Calls
Pseudo strike
42.63
IV
93.8%
B/E move
1.8%
Puts
Pseudo strike
IV
B/E move

Options history

IV · four-Friday blend41.47%
Daily EOD
SMBK40.0%50.5%61.0%2026-10-19: 59.55%2026-10-20: 43.76%2026-10-21: 45.92%2026-10-22: 50.28%2026-10-23: 41.75%2026-10-27: 50.14%2026-10-28: 53.01%2026-10-29: 41.47%Oct 19Oct 22Oct 29
8 observations2026-10-19 — 2026-10-29
Table
DateIV (%)
59.55%
43.76%
45.92%
50.28%
41.75%
50.14%
53.01%
41.47%