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StoneX Group Inc. Common Stock SNEX

i

Market dataready · fetched 2026-11-12T15:09:43.048Z

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 · 2026-11-12T15:09:31.305087193Z

FundamentalsSEC EDGAR · ready · as of 2026-06-30 · fetched 2026-11-12T15:09:42.569116+00:00

Share price$57.87
1D-0.8%
$57.42$57.75$58.08$58.42$58.755:30 AM6:30 AM9:00 AM1:00 PMSNEX
Sold putSold call

StoneX Group Inc. Common Stock options

Live interpolated SNEX call and put midpoint premiums by absolute delta.StoneX Group Inc. Common Stock$0.33$2.58$4.83$7.09$9.34$49.60$53.36$57.13$60.89$64.6520Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive SNEX spot · $57.87SNEX PRICE$0.58$0.75$0.92$1.09$1.40$1.72$2.03$2.35$2.66$2.97$3.29$3.60$4.98$1.20$1.41$1.63$1.84$2.04$2.25$2.46$2.66$2.87$3.08$4.81$6.75$8.69
PutsExpensive1.56×
CallsCheap0.91×
SkewBearish+22.62 pp
Implied moveBearish±$4.49
TiltBearish19.0% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ62.7554.1%9.4%50.64115.8%14.6%
25Δ61.8554.9%8.2%52.41104.9%11.9%
30Δ60.9455.7%6.9%54.1893.9%9.2%
35Δ60.0456.5%5.6%55.4086.0%7.4%
40Δ59.4056.3%5.1%56.1680.8%6.5%
45Δ58.7856.0%4.5%56.9175.6%5.5%
50Δ58.1655.7%4.0%57.6670.4%4.6%
55Δ57.5355.4%3.5%58.4165.1%3.7%
60Δ56.9155.1%2.9%59.1659.9%2.7%
65Δ56.2954.8%2.4%59.9154.7%1.8%
70Δ55.6654.5%1.9%61.8361.7%1.5%
75Δ55.0454.2%1.3%63.9070.4%1.2%
80Δ53.5161.0%1.1%65.9879.0%1.0%

20Δ

Calls
Pseudo strike
62.75
IV
54.1%
B/E move
9.4%
Puts
Pseudo strike
50.64
IV
115.8%
B/E move
14.6%

25Δ

Calls
Pseudo strike
61.85
IV
54.9%
B/E move
8.2%
Puts
Pseudo strike
52.41
IV
104.9%
B/E move
11.9%

30Δ

Calls
Pseudo strike
60.94
IV
55.7%
B/E move
6.9%
Puts
Pseudo strike
54.18
IV
93.9%
B/E move
9.2%

35Δ

Calls
Pseudo strike
60.04
IV
56.5%
B/E move
5.6%
Puts
Pseudo strike
55.40
IV
86.0%
B/E move
7.4%

40Δ

Calls
Pseudo strike
59.40
IV
56.3%
B/E move
5.1%
Puts
Pseudo strike
56.16
IV
80.8%
B/E move
6.5%

45Δ

Calls
Pseudo strike
58.78
IV
56.0%
B/E move
4.5%
Puts
Pseudo strike
56.91
IV
75.6%
B/E move
5.5%

50Δ

Calls
Pseudo strike
58.16
IV
55.7%
B/E move
4.0%
Puts
Pseudo strike
57.66
IV
70.4%
B/E move
4.6%

55Δ

Calls
Pseudo strike
57.53
IV
55.4%
B/E move
3.5%
Puts
Pseudo strike
58.41
IV
65.1%
B/E move
3.7%

60Δ

Calls
Pseudo strike
56.91
IV
55.1%
B/E move
2.9%
Puts
Pseudo strike
59.16
IV
59.9%
B/E move
2.7%

65Δ

Calls
Pseudo strike
56.29
IV
54.8%
B/E move
2.4%
Puts
Pseudo strike
59.91
IV
54.7%
B/E move
1.8%

70Δ

Calls
Pseudo strike
55.66
IV
54.5%
B/E move
1.9%
Puts
Pseudo strike
61.83
IV
61.7%
B/E move
1.5%

75Δ

Calls
Pseudo strike
55.04
IV
54.2%
B/E move
1.3%
Puts
Pseudo strike
63.90
IV
70.4%
B/E move
1.2%

80Δ

Calls
Pseudo strike
53.51
IV
61.0%
B/E move
1.1%
Puts
Pseudo strike
65.98
IV
79.0%
B/E move
1.0%

Options history

IV · four-Friday blend49.37%
Daily EOD
SNEX45.0%47.4%49.7%2026-10-19: 45.78%2026-10-20: 45.34%2026-10-21: 45.51%2026-10-22: 46.96%2026-10-23: 47.03%2026-10-26: 48.66%2026-10-27: 46.07%2026-10-28: 46.16%2026-10-29: 48.42%2026-10-30: 49.37%Oct 19Oct 23Oct 30
10 observations2026-10-19 — 2026-10-30
Table
DateIV (%)
45.78%
45.34%
45.51%
46.96%
47.03%
48.66%
46.07%
46.16%
48.42%
49.37%