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South Plains Financial, Inc. Common Stock SPFI

FINANCIAL SERVICES · BANKS - REGIONAL
i

Market datapartial · fetched 2026-11-13T18:50:05.191Z

Delta surfaceAlpaca · derived absolute-delta buckets · 2026-12-18

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 · 2026-11-13T18:21:04.823409116Z

FundamentalsAlpha Vantage · ready · quarter 2026-09-30 · fetched 2026-11-13T18:50:03.195830+00:00

Share price$42.53
1D-0.3%
$42.21$42.40$42.58$42.76$42.945:30 AM6:30 AM9:00 AM1:00 PMSPFI
Sold putSold call

South Plains Financial, Inc. Common Stock options

Live interpolated SPFI call and put midpoint premiums by absolute delta.South Plains Financial, Inc. Common Stock$2.12$5.17$8.22$11.28$14.33$-0.12$0.19$0.50$0.81$1.1220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ20Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —25Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —30Δ P unavailable: no unambiguous, price-consistent delta bracketP —35Δ P unavailable: no unambiguous, price-consistent delta bracketP —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 PRICESPFI PRICE$2.45$2.45$2.45$2.88$4.39$5.90$7.41$8.92$10.43$11.94$13.45
Puts——
Calls——
Skew——
Implied move——
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ
25Δ
30Δ57.53123.4%41.1%
35Δ52.92101.7%30.2%
40Δ48.3079.9%19.3%
45Δ44.4565.9%11.3%
50Δ42.5071.0%10.3%
55Δ40.5676.2%9.3%
60Δ38.6281.3%8.2%
65Δ36.6886.5%7.2%
70Δ34.7491.6%6.2%
75Δ32.8096.8%5.2%
80Δ30.85101.9%4.2%

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

25Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

30Δ

Calls
Pseudo strike
57.53
IV
123.4%
B/E move
41.1%
Puts
Pseudo strike
IV
B/E move

35Δ

Calls
Pseudo strike
52.92
IV
101.7%
B/E move
30.2%
Puts
Pseudo strike
IV
B/E move

40Δ

Calls
Pseudo strike
48.30
IV
79.9%
B/E move
19.3%
Puts
Pseudo strike
IV
B/E move

45Δ

Calls
Pseudo strike
44.45
IV
65.9%
B/E move
11.3%
Puts
Pseudo strike
IV
B/E move

50Δ

Calls
Pseudo strike
42.50
IV
71.0%
B/E move
10.3%
Puts
Pseudo strike
IV
B/E move

55Δ

Calls
Pseudo strike
40.56
IV
76.2%
B/E move
9.3%
Puts
Pseudo strike
IV
B/E move

60Δ

Calls
Pseudo strike
38.62
IV
81.3%
B/E move
8.2%
Puts
Pseudo strike
IV
B/E move

65Δ

Calls
Pseudo strike
36.68
IV
86.5%
B/E move
7.2%
Puts
Pseudo strike
IV
B/E move

70Δ

Calls
Pseudo strike
34.74
IV
91.6%
B/E move
6.2%
Puts
Pseudo strike
IV
B/E move

75Δ

Calls
Pseudo strike
32.80
IV
96.8%
B/E move
5.2%
Puts
Pseudo strike
IV
B/E move

80Δ

Calls
Pseudo strike
30.85
IV
101.9%
B/E move
4.2%
Puts
Pseudo strike
IV
B/E move

Options history

IV · four-Friday blend33.96%
Daily EOD
SPFI32.7%36.7%40.7%2026-10-19: 33.23%2026-10-20: 35.21%2026-10-21: 38.22%2026-10-22: 35.35%2026-10-23: 40.11%2026-10-26: 39.54%2026-10-27: 39.51%2026-10-28: 38.12%2026-10-29: 36.79%2026-10-30: 33.96%Oct 19Oct 23Oct 30
10 observations2026-10-19 — 2026-10-30
Table
DateIV (%)
33.23%
35.21%
38.22%
35.35%
40.11%
39.54%
39.51%
38.12%
36.79%
33.96%