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StoneX Group Inc. Common Stock SNEX

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Market datapartial · fetched 2026-10-23T03:14:21.684Z

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 · 2026-10-22T20:00:06.617268539Z

FundamentalsAlpha Vantage · unavailable

Share price$57.30
1D+1.0%
AH$55.87$56.34$56.80$57.26$57.735:30 AM6:30 AM9:00 AM1:00 PM2:00 PMSNEX
Sold putSold callAH

StoneX Group Inc. Common Stock options

Live interpolated SNEX call and put midpoint premiums by absolute delta.StoneX Group Inc. Common Stock$0.54$2.58$4.62$6.66$8.69$46.17$52.76$59.36$65.96$72.5520Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive SNEX spot · $57.30SNEX PRICE$0.77$0.98$1.20$1.42$1.76$2.18$2.59$3.01$3.42$3.83$4.82$6.17$7.53$1.46$1.69$1.91$2.14$2.58$3.05$3.51$3.98$4.44$5.33$6.26$7.18$8.11
PutsExpensive1.14×
CallsExpensive1.09×
SkewBearish+10.71 pp
Implied moveBearish±$6.10
TiltBearish13.1% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ64.5944.9%14.1%47.7980.8%19.2%
25Δ63.2343.1%12.1%50.1471.2%15.4%
30Δ61.8741.4%10.1%52.5061.6%11.7%
35Δ60.5039.6%8.1%54.8552.0%8.0%
40Δ59.4839.2%6.9%55.9350.5%6.9%
45Δ58.6539.5%6.1%56.9349.5%6.0%
50Δ57.8239.8%5.4%57.9348.5%5.0%
55Δ56.9940.1%4.7%58.9347.5%4.1%
60Δ56.1640.5%4.0%59.9346.5%3.2%
65Δ55.3340.8%3.3%61.1446.5%2.6%
70Δ54.0643.9%2.8%62.3646.5%2.1%
75Δ52.5048.7%2.4%63.5946.6%1.6%
80Δ50.9453.6%2.0%64.8146.6%1.0%

20Δ

Calls
Pseudo strike
64.59
IV
44.9%
B/E move
14.1%
Puts
Pseudo strike
47.79
IV
80.8%
B/E move
19.2%

25Δ

Calls
Pseudo strike
63.23
IV
43.1%
B/E move
12.1%
Puts
Pseudo strike
50.14
IV
71.2%
B/E move
15.4%

30Δ

Calls
Pseudo strike
61.87
IV
41.4%
B/E move
10.1%
Puts
Pseudo strike
52.50
IV
61.6%
B/E move
11.7%

35Δ

Calls
Pseudo strike
60.50
IV
39.6%
B/E move
8.1%
Puts
Pseudo strike
54.85
IV
52.0%
B/E move
8.0%

40Δ

Calls
Pseudo strike
59.48
IV
39.2%
B/E move
6.9%
Puts
Pseudo strike
55.93
IV
50.5%
B/E move
6.9%

45Δ

Calls
Pseudo strike
58.65
IV
39.5%
B/E move
6.1%
Puts
Pseudo strike
56.93
IV
49.5%
B/E move
6.0%

50Δ

Calls
Pseudo strike
57.82
IV
39.8%
B/E move
5.4%
Puts
Pseudo strike
57.93
IV
48.5%
B/E move
5.0%

55Δ

Calls
Pseudo strike
56.99
IV
40.1%
B/E move
4.7%
Puts
Pseudo strike
58.93
IV
47.5%
B/E move
4.1%

60Δ

Calls
Pseudo strike
56.16
IV
40.5%
B/E move
4.0%
Puts
Pseudo strike
59.93
IV
46.5%
B/E move
3.2%

65Δ

Calls
Pseudo strike
55.33
IV
40.8%
B/E move
3.3%
Puts
Pseudo strike
61.14
IV
46.5%
B/E move
2.6%

70Δ

Calls
Pseudo strike
54.06
IV
43.9%
B/E move
2.8%
Puts
Pseudo strike
62.36
IV
46.5%
B/E move
2.1%

75Δ

Calls
Pseudo strike
52.50
IV
48.7%
B/E move
2.4%
Puts
Pseudo strike
63.59
IV
46.6%
B/E move
1.6%

80Δ

Calls
Pseudo strike
50.94
IV
53.6%
B/E move
2.0%
Puts
Pseudo strike
64.81
IV
46.6%
B/E move
1.0%

Options history

No recorded observations