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SEACOR Marine Holdings Inc. Common Stock SMHI

i

Market dataready · fetched 2026-11-13T18:53:29.422Z

Delta surfaceAlpaca · derived absolute-delta buckets · 2026-12-18

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 · 2026-11-13T18:40:28.383729706Z

FundamentalsSEC EDGAR · ready · as of 2026-09-30 · fetched 2026-11-13T18:53:28.202247+00:00

Share price$8.48
1D-2.8%
$7.62$7.94$8.26$8.58$8.905:30 AM6:30 AM9:00 AM1:00 PMSMHI
Sold putSold call

SEACOR Marine Holdings Inc. Common Stock options

Live interpolated SMHI call and put midpoint premiums by absolute delta.SEACOR Marine Holdings Inc. Common Stock$0.50$0.64$0.77$0.91$1.04$-0.12$0.19$0.50$0.81$1.1220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ20Δ C unavailable: no unambiguous, price-consistent delta bracketC —30Δ P unavailable: no unambiguous, price-consistent delta bracketP —35Δ P unavailable: no unambiguous, price-consistent delta bracketP —40Δ P unavailable: no unambiguous, price-consistent delta bracketP —45Δ P unavailable: no unambiguous, price-consistent delta bracketP —50Δ P unavailable: no unambiguous, price-consistent delta bracketP —55Δ P unavailable: no unambiguous, price-consistent delta bracketP —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 PRICESMHI PRICE$0.55$0.55$0.55$0.59$0.64$0.69$0.74$0.80$0.85$0.90$0.95$1.00$0.52$0.62
Puts——
Calls——
Skew——
Implied move——
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ5.61187.3%39.9%
25Δ16.14193.4%96.8%6.57152.4%29.9%
30Δ13.34151.1%63.8%
35Δ10.55108.8%30.8%
40Δ9.8095.6%22.6%
45Δ9.5689.5%20.3%
50Δ9.3283.4%18.0%
55Δ9.0777.3%15.8%
60Δ8.8371.2%13.5%
65Δ8.5865.1%11.2%
70Δ8.3459.0%9.0%
75Δ8.1052.8%6.7%
80Δ7.8546.7%4.4%

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
5.61
IV
187.3%
B/E move
39.9%

25Δ

Calls
Pseudo strike
16.14
IV
193.4%
B/E move
96.8%
Puts
Pseudo strike
6.57
IV
152.4%
B/E move
29.9%

30Δ

Calls
Pseudo strike
13.34
IV
151.1%
B/E move
63.8%
Puts
Pseudo strike
IV
B/E move

35Δ

Calls
Pseudo strike
10.55
IV
108.8%
B/E move
30.8%
Puts
Pseudo strike
IV
B/E move

40Δ

Calls
Pseudo strike
9.80
IV
95.6%
B/E move
22.6%
Puts
Pseudo strike
IV
B/E move

45Δ

Calls
Pseudo strike
9.56
IV
89.5%
B/E move
20.3%
Puts
Pseudo strike
IV
B/E move

50Δ

Calls
Pseudo strike
9.32
IV
83.4%
B/E move
18.0%
Puts
Pseudo strike
IV
B/E move

55Δ

Calls
Pseudo strike
9.07
IV
77.3%
B/E move
15.8%
Puts
Pseudo strike
IV
B/E move

60Δ

Calls
Pseudo strike
8.83
IV
71.2%
B/E move
13.5%
Puts
Pseudo strike
IV
B/E move

65Δ

Calls
Pseudo strike
8.58
IV
65.1%
B/E move
11.2%
Puts
Pseudo strike
IV
B/E move

70Δ

Calls
Pseudo strike
8.34
IV
59.0%
B/E move
9.0%
Puts
Pseudo strike
IV
B/E move

75Δ

Calls
Pseudo strike
8.10
IV
52.8%
B/E move
6.7%
Puts
Pseudo strike
IV
B/E move

80Δ

Calls
Pseudo strike
7.85
IV
46.7%
B/E move
4.4%
Puts
Pseudo strike
IV
B/E move

Options history

IV · four-Friday blend69.39%
Daily EOD
SMHI61.5%74.7%87.9%2026-10-23: 85.83%2026-10-26: 85.35%2026-10-27: 86.07%2026-10-28: 84.51%2026-10-29: 63.35%2026-10-30: 69.39%Oct 23Oct 27Oct 30
6 observations2026-10-23 — 2026-10-30
Table
DateIV (%)
85.83%
85.35%
86.07%
84.51%
63.35%
69.39%