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SEACOR Marine Holdings Inc SMHI

INDUSTRIALS · MARINE SHIPPING
i

Market dataready · fetched 2026-10-24T15:18:40.565Z

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 · 2026-10-23T23:00:00.00322771Z

FundamentalsAlpha Vantage · ready · quarter 2026-06-30 · fetched 2026-10-24T15:18:40.967210+00:00

Share price$8.63
1D+3.9%
AH$8.24$8.35$8.47$8.59$8.705:30 AM6:30 AM9:00 AM1:00 PM2:00 PMSMHI
Sold putSold callAH

SEACOR Marine Holdings Inc options

Live interpolated SMHI call and put midpoint premiums by absolute delta.SEACOR Marine Holdings Inc$0.69$1.85$3.01$4.17$5.33$4.44$6.46$8.48$10.49$12.5120Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive SMHI spot · $8.63SMHI PRICE$0.82$0.90$0.98$1.05$1.13$1.20$1.27$1.35$1.42$1.88$1.04$1.17$1.30$1.43$1.56$1.69$1.82$2.32$3.41$5.00
PutsExpensive3.06×
CallsExpensive2.94×
SkewBearish+13.14 pp
Implied moveBearish±$2.61
TiltBearish26.7% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ
25Δ
30Δ7.54176.4%24.7%
35Δ12.24192.2%51.3%7.91166.3%21.9%
40Δ11.10173.5%39.0%8.28156.3%19.1%
45Δ9.99155.0%27.0%8.65146.2%16.3%
50Δ9.60144.0%23.4%9.03136.2%13.5%
55Δ9.21133.0%19.7%9.40126.1%10.7%
60Δ8.82121.9%16.1%9.77116.0%7.9%
65Δ8.43110.9%12.5%10.43117.9%5.9%
70Δ8.0499.9%8.8%11.57139.0%5.4%
75Δ7.6588.8%5.2%13.20167.8%5.0%
80Δ7.0497.6%3.3%

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
7.54
IV
176.4%
B/E move
24.7%

35Δ

Calls
Pseudo strike
12.24
IV
192.2%
B/E move
51.3%
Puts
Pseudo strike
7.91
IV
166.3%
B/E move
21.9%

40Δ

Calls
Pseudo strike
11.10
IV
173.5%
B/E move
39.0%
Puts
Pseudo strike
8.28
IV
156.3%
B/E move
19.1%

45Δ

Calls
Pseudo strike
9.99
IV
155.0%
B/E move
27.0%
Puts
Pseudo strike
8.65
IV
146.2%
B/E move
16.3%

50Δ

Calls
Pseudo strike
9.60
IV
144.0%
B/E move
23.4%
Puts
Pseudo strike
9.03
IV
136.2%
B/E move
13.5%

55Δ

Calls
Pseudo strike
9.21
IV
133.0%
B/E move
19.7%
Puts
Pseudo strike
9.40
IV
126.1%
B/E move
10.7%

60Δ

Calls
Pseudo strike
8.82
IV
121.9%
B/E move
16.1%
Puts
Pseudo strike
9.77
IV
116.0%
B/E move
7.9%

65Δ

Calls
Pseudo strike
8.43
IV
110.9%
B/E move
12.5%
Puts
Pseudo strike
10.43
IV
117.9%
B/E move
5.9%

70Δ

Calls
Pseudo strike
8.04
IV
99.9%
B/E move
8.8%
Puts
Pseudo strike
11.57
IV
139.0%
B/E move
5.4%

75Δ

Calls
Pseudo strike
7.65
IV
88.8%
B/E move
5.2%
Puts
Pseudo strike
13.20
IV
167.8%
B/E move
5.0%

80Δ

Calls
Pseudo strike
7.04
IV
97.6%
B/E move
3.3%
Puts
Pseudo strike
IV
B/E move

Options history

No recorded observations