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Standard Motor Products Inc SMP

CONSUMER CYCLICAL · AUTO PARTS
i

Market dataready · fetched 2026-10-23T04:06:46.273Z

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 · 2026-10-22T23:00:00.001762274Z

FundamentalsAlpha Vantage · ready · quarter 2026-06-30 · fetched 2026-10-23T04:06:44.588516+00:00

Share price$37.68
1D+1.5%
AH$37.07$37.28$37.49$37.70$37.915:30 AM6:30 AM9:00 AM1:00 PM2:00 PMSMP
Sold putSold callAH

Standard Motor Products Inc options

Live interpolated SMP call and put midpoint premiums by absolute delta.Standard Motor Products Inc$1.16$2.60$4.03$5.47$6.91$28.94$33.78$38.62$43.46$48.3020Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive SMP spot · $37.68SMP PRICE$1.77$2.45$2.45$2.45$2.47$2.63$2.80$2.96$3.12$3.29$3.45$4.46$2.09$1.65$1.32$1.60$1.88$2.16$2.44$2.73$3.01$3.33$4.39$5.44$6.49
PutsExpensive1.94×
CallsExpensive2.35×
SkewBullish-17.76 pp
Implied moveBullish±$5.08
TiltBearish5.8% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ28.10162.0%31.0%
25Δ51.85131.6%42.3%31.81107.0%20.0%
30Δ53.31155.5%48.0%35.1059.5%10.3%
35Δ48.68128.9%35.7%35.8157.6%9.2%
40Δ44.04102.4%23.4%36.5155.7%8.1%
45Δ39.9078.5%12.4%37.2253.8%7.0%
50Δ39.1072.8%10.8%37.9251.9%5.8%
55Δ38.3167.1%9.1%38.6350.0%4.7%
60Δ37.5161.4%7.4%39.3348.1%3.6%
65Δ36.7155.7%5.7%40.0746.5%2.5%
70Δ35.9250.0%4.0%41.2948.8%2.1%
75Δ35.1244.3%2.4%42.5051.2%1.6%
80Δ33.8945.7%1.8%43.7253.5%1.2%

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
28.10
IV
162.0%
B/E move
31.0%

25Δ

Calls
Pseudo strike
51.85
IV
131.6%
B/E move
42.3%
Puts
Pseudo strike
31.81
IV
107.0%
B/E move
20.0%

30Δ

Calls
Pseudo strike
53.31
IV
155.5%
B/E move
48.0%
Puts
Pseudo strike
35.10
IV
59.5%
B/E move
10.3%

35Δ

Calls
Pseudo strike
48.68
IV
128.9%
B/E move
35.7%
Puts
Pseudo strike
35.81
IV
57.6%
B/E move
9.2%

40Δ

Calls
Pseudo strike
44.04
IV
102.4%
B/E move
23.4%
Puts
Pseudo strike
36.51
IV
55.7%
B/E move
8.1%

45Δ

Calls
Pseudo strike
39.90
IV
78.5%
B/E move
12.4%
Puts
Pseudo strike
37.22
IV
53.8%
B/E move
7.0%

50Δ

Calls
Pseudo strike
39.10
IV
72.8%
B/E move
10.8%
Puts
Pseudo strike
37.92
IV
51.9%
B/E move
5.8%

55Δ

Calls
Pseudo strike
38.31
IV
67.1%
B/E move
9.1%
Puts
Pseudo strike
38.63
IV
50.0%
B/E move
4.7%

60Δ

Calls
Pseudo strike
37.51
IV
61.4%
B/E move
7.4%
Puts
Pseudo strike
39.33
IV
48.1%
B/E move
3.6%

65Δ

Calls
Pseudo strike
36.71
IV
55.7%
B/E move
5.7%
Puts
Pseudo strike
40.07
IV
46.5%
B/E move
2.5%

70Δ

Calls
Pseudo strike
35.92
IV
50.0%
B/E move
4.0%
Puts
Pseudo strike
41.29
IV
48.8%
B/E move
2.1%

75Δ

Calls
Pseudo strike
35.12
IV
44.3%
B/E move
2.4%
Puts
Pseudo strike
42.50
IV
51.2%
B/E move
1.6%

80Δ

Calls
Pseudo strike
33.89
IV
45.7%
B/E move
1.8%
Puts
Pseudo strike
43.72
IV
53.5%
B/E move
1.2%

Options history

No recorded observations