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Summit Midstream Corporation SMC

i

Market dataready · fetched 2026-11-11T15:51:57.662Z

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 · 2026-11-11T15:48:22.993694388Z

FundamentalsSEC EDGAR · ready · as of 2026-09-30 · fetched 2026-11-11T15:51:57.273832+00:00

Share price$30.76
1D+0.0%
$29.71$30.04$30.36$30.69$31.025:30 AM6:30 AM9:00 AM1:00 PMSMC
Sold putSold call

Summit Midstream Corporation options

Live interpolated SMC call and put midpoint premiums by absolute delta.Summit Midstream Corporation$0.35$1.66$2.97$4.28$5.59$25.05$27.84$30.62$33.41$36.1920Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ20Δ 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 P unavailable: no unambiguous, price-consistent delta bracketP —75Δ C unavailable: no unambiguous, price-consistent delta bracketC —80Δ C unavailable: no unambiguous, price-consistent delta bracketC —OPTION PRICELive SMC spot · $30.76SMC PRICE$0.49$0.56$0.63$0.70$0.77$0.84$0.92$0.99$1.04$1.53$2.02$2.50$2.99$3.48$3.96$4.45$5.21
Puts——
Calls——
Skew——
Implied moveBearish±$2.72
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ
25Δ
30Δ
35Δ32.9847.4%8.8%
40Δ32.5944.9%7.8%30.5354.5%4.1%
45Δ32.1942.4%6.7%31.1260.0%3.8%
50Δ31.8039.9%5.6%31.7165.4%3.5%
55Δ31.4037.4%4.6%32.2970.9%3.2%
60Δ31.0034.9%3.5%32.8876.3%2.8%
65Δ30.6132.3%2.5%33.4781.8%2.5%
70Δ30.2129.8%1.4%34.0587.3%2.2%
75Δ34.6492.7%1.9%
80Δ35.5295.1%1.5%

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
32.98
IV
47.4%
B/E move
8.8%
Puts
Pseudo strike
IV
B/E move

40Δ

Calls
Pseudo strike
32.59
IV
44.9%
B/E move
7.8%
Puts
Pseudo strike
30.53
IV
54.5%
B/E move
4.1%

45Δ

Calls
Pseudo strike
32.19
IV
42.4%
B/E move
6.7%
Puts
Pseudo strike
31.12
IV
60.0%
B/E move
3.8%

50Δ

Calls
Pseudo strike
31.80
IV
39.9%
B/E move
5.6%
Puts
Pseudo strike
31.71
IV
65.4%
B/E move
3.5%

55Δ

Calls
Pseudo strike
31.40
IV
37.4%
B/E move
4.6%
Puts
Pseudo strike
32.29
IV
70.9%
B/E move
3.2%

60Δ

Calls
Pseudo strike
31.00
IV
34.9%
B/E move
3.5%
Puts
Pseudo strike
32.88
IV
76.3%
B/E move
2.8%

65Δ

Calls
Pseudo strike
30.61
IV
32.3%
B/E move
2.5%
Puts
Pseudo strike
33.47
IV
81.8%
B/E move
2.5%

70Δ

Calls
Pseudo strike
30.21
IV
29.8%
B/E move
1.4%
Puts
Pseudo strike
34.05
IV
87.3%
B/E move
2.2%

75Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
34.64
IV
92.7%
B/E move
1.9%

80Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
35.52
IV
95.1%
B/E move
1.5%

Options history

IV · four-Friday blend61.27%
Daily EOD
SMC55.2%67.4%79.6%2026-10-19: 74.96%2026-10-20: 75.63%2026-10-21: 56.84%2026-10-23: 62.25%2026-10-26: 77.89%2026-10-27: 61.27%Oct 19Oct 21Oct 27
6 observations2026-10-19 — 2026-10-27
Table
DateIV (%)
74.96%
75.63%
56.84%
62.25%
77.89%
61.27%