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Standard Motor Products Inc SMP

CONSUMER CYCLICAL · AUTO PARTS
i

Market dataready · fetched 2026-10-24T07:40:09.583Z

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 · 2026-10-23T23:00:00.003398921Z

FundamentalsAlpha Vantage · ready · quarter 2026-06-30 · fetched 2026-10-24T07:40:09.288120+00:00

Share price$37.27
1D+0.1%
AH$36.41$36.71$37.01$37.31$37.615:30 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$1.13$3.68$6.24$8.79$11.34$27.95$33.00$38.05$43.10$48.1620Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive SMP spot · $37.27SMP PRICE$1.52$2.09$2.45$2.45$2.45$2.46$2.50$2.54$2.58$2.61$2.65$2.69$2.72$2.45$2.12$1.41$1.54$1.86$2.18$2.50$2.82$3.14$3.46$5.11$7.86$10.61
PutsExpensive2.35×
CallsExpensive2.54×
SkewBullish-15.27 pp
Implied moveBalanced±$5.00
TiltBearish19.4% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ52.80129.9%45.7%27.92172.9%31.7%
25Δ54.16155.9%50.9%31.39122.0%21.5%
30Δ53.10160.9%49.0%34.4467.6%11.4%
35Δ48.16132.4%35.8%35.5656.5%8.7%
40Δ43.22104.0%22.6%36.2555.3%7.7%
45Δ39.7682.8%13.3%36.9454.1%6.7%
50Δ39.0875.3%11.6%37.6252.8%5.7%
55Δ38.4167.7%9.9%38.3151.6%4.8%
60Δ37.7360.2%8.1%39.0050.4%3.8%
65Δ37.0552.7%6.4%39.6949.1%2.8%
70Δ36.3745.2%4.7%41.5655.5%2.2%
75Δ35.6937.7%3.0%44.4168.0%1.9%
80Δ35.0130.2%1.2%47.2680.6%1.7%

20Δ

Calls
Pseudo strike
52.80
IV
129.9%
B/E move
45.7%
Puts
Pseudo strike
27.92
IV
172.9%
B/E move
31.7%

25Δ

Calls
Pseudo strike
54.16
IV
155.9%
B/E move
50.9%
Puts
Pseudo strike
31.39
IV
122.0%
B/E move
21.5%

30Δ

Calls
Pseudo strike
53.10
IV
160.9%
B/E move
49.0%
Puts
Pseudo strike
34.44
IV
67.6%
B/E move
11.4%

35Δ

Calls
Pseudo strike
48.16
IV
132.4%
B/E move
35.8%
Puts
Pseudo strike
35.56
IV
56.5%
B/E move
8.7%

40Δ

Calls
Pseudo strike
43.22
IV
104.0%
B/E move
22.6%
Puts
Pseudo strike
36.25
IV
55.3%
B/E move
7.7%

45Δ

Calls
Pseudo strike
39.76
IV
82.8%
B/E move
13.3%
Puts
Pseudo strike
36.94
IV
54.1%
B/E move
6.7%

50Δ

Calls
Pseudo strike
39.08
IV
75.3%
B/E move
11.6%
Puts
Pseudo strike
37.62
IV
52.8%
B/E move
5.7%

55Δ

Calls
Pseudo strike
38.41
IV
67.7%
B/E move
9.9%
Puts
Pseudo strike
38.31
IV
51.6%
B/E move
4.8%

60Δ

Calls
Pseudo strike
37.73
IV
60.2%
B/E move
8.1%
Puts
Pseudo strike
39.00
IV
50.4%
B/E move
3.8%

65Δ

Calls
Pseudo strike
37.05
IV
52.7%
B/E move
6.4%
Puts
Pseudo strike
39.69
IV
49.1%
B/E move
2.8%

70Δ

Calls
Pseudo strike
36.37
IV
45.2%
B/E move
4.7%
Puts
Pseudo strike
41.56
IV
55.5%
B/E move
2.2%

75Δ

Calls
Pseudo strike
35.69
IV
37.7%
B/E move
3.0%
Puts
Pseudo strike
44.41
IV
68.0%
B/E move
1.9%

80Δ

Calls
Pseudo strike
35.01
IV
30.2%
B/E move
1.2%
Puts
Pseudo strike
47.26
IV
80.6%
B/E move
1.7%

Options history

No recorded observations