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Standard Motor Products SMP

i

Market dataready · fetched 2026-11-12T15:18:48.804Z

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 · 2026-11-12T15:13:55.364775327Z

FundamentalsSEC EDGAR · ready · as of 2026-09-30 · fetched 2026-11-12T15:18:48.289036+00:00

Share price$44.24
1D-1.0%
$44.14$44.37$44.60$44.83$45.055:30 AM6:30 AM9:00 AM1:00 PMSMP
Sold putSold call

Standard Motor Products options

Live interpolated SMP call and put midpoint premiums by absolute delta.Standard Motor Products$0.64$1.36$2.09$2.81$3.54$-0.12$0.19$0.50$0.81$1.1220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ20Δ C unavailable: no unambiguous, price-consistent delta bracketC —25Δ C unavailable: no unambiguous, price-consistent delta bracketC —30Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —35Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —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 PRICESMP PRICE$0.72$1.04$1.37$1.70$2.02$2.35$2.68$3.00$3.33$1.56$1.99
Puts——
Calls——
Skew——
Implied move——
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ36.28183.6%21.5%
25Δ38.18175.1%18.2%
30Δ
35Δ
40Δ44.6629.7%2.6%
45Δ44.2330.8%2.4%
50Δ43.8131.9%2.1%
55Δ43.3933.0%1.9%
60Δ42.9734.1%1.7%
65Δ42.5535.2%1.5%
70Δ42.1336.3%1.3%
75Δ41.7137.4%1.1%
80Δ41.2838.5%0.9%

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
36.28
IV
183.6%
B/E move
21.5%

25Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
38.18
IV
175.1%
B/E move
18.2%

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
IV
B/E move

40Δ

Calls
Pseudo strike
44.66
IV
29.7%
B/E move
2.6%
Puts
Pseudo strike
IV
B/E move

45Δ

Calls
Pseudo strike
44.23
IV
30.8%
B/E move
2.4%
Puts
Pseudo strike
IV
B/E move

50Δ

Calls
Pseudo strike
43.81
IV
31.9%
B/E move
2.1%
Puts
Pseudo strike
IV
B/E move

55Δ

Calls
Pseudo strike
43.39
IV
33.0%
B/E move
1.9%
Puts
Pseudo strike
IV
B/E move

60Δ

Calls
Pseudo strike
42.97
IV
34.1%
B/E move
1.7%
Puts
Pseudo strike
IV
B/E move

65Δ

Calls
Pseudo strike
42.55
IV
35.2%
B/E move
1.5%
Puts
Pseudo strike
IV
B/E move

70Δ

Calls
Pseudo strike
42.13
IV
36.3%
B/E move
1.3%
Puts
Pseudo strike
IV
B/E move

75Δ

Calls
Pseudo strike
41.71
IV
37.4%
B/E move
1.1%
Puts
Pseudo strike
IV
B/E move

80Δ

Calls
Pseudo strike
41.28
IV
38.5%
B/E move
0.9%
Puts
Pseudo strike
IV
B/E move

Options history

IV · four-Friday blend49.06%
Daily EOD
SMP42.2%45.9%49.6%2026-10-19: 44.92%2026-10-20: 44.86%2026-10-21: 44.59%2026-10-22: 46.52%2026-10-23: 45.94%2026-10-26: 46.64%2026-10-27: 48.36%2026-10-28: 47.04%2026-10-29: 42.71%2026-10-30: 49.06%Oct 19Oct 23Oct 30
10 observations2026-10-19 — 2026-10-30
Table
DateIV (%)
44.92%
44.86%
44.59%
46.52%
45.94%
46.64%
48.36%
47.04%
42.71%
49.06%