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South Plains Financial Inc SPFI

FINANCIAL SERVICES · BANKS - REGIONAL
i

Market dataready · fetched 2026-10-22T23:46:11.467Z

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 · 2026-10-22T20:00:02.909381527Z

FundamentalsAlpha Vantage · ready · quarter 2026-06-30 · fetched 2026-10-22T23:45:50.667662+00:00

Share price$43.93
1D+1.2%
AH$43.35$43.60$43.84$44.08$44.325:30 AM6:30 AM9:00 AM1:00 PM2:00 PMSPFI
Sold putSold callAH

South Plains Financial Inc options

Live interpolated SPFI call and put midpoint premiums by absolute delta.South Plains Financial Inc$1.00$2.24$3.48$4.72$5.96$35.49$39.81$44.12$48.43$52.7520Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive SPFI spot · $43.93SPFI PRICE$2.45$2.45$2.24$1.98$2.13$2.46$2.78$3.10$3.42$3.75$4.07$2.45$1.13$1.41$1.69$1.97$2.25$2.53$2.86$3.41$3.96$4.50$5.05$5.60
PutsExpensive2.04×
CallsExpensive1.86×
SkewBullish-3.09 pp
Implied moveBearish±$4.66
TiltBearish11.4% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ33.85146.4%28.5%
25Δ40.0956.4%11.3%
30Δ56.41124.2%34.0%40.9454.5%10.0%
35Δ51.0897.9%21.8%41.7852.5%8.7%
40Δ48.1275.2%14.6%42.6350.6%7.4%
45Δ45.6853.0%8.5%43.4748.7%6.2%
50Δ44.5445.7%6.2%44.3246.7%4.9%
55Δ43.8944.1%5.5%45.1645.0%3.7%
60Δ43.2442.5%4.8%45.9444.1%3.2%
65Δ42.6040.9%4.0%46.7243.3%2.6%
70Δ41.9539.4%3.3%47.5142.4%2.1%
75Δ41.3137.8%2.6%48.2941.5%1.6%
80Δ40.6636.2%1.8%49.0740.6%1.0%

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
33.85
IV
146.4%
B/E move
28.5%

25Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
40.09
IV
56.4%
B/E move
11.3%

30Δ

Calls
Pseudo strike
56.41
IV
124.2%
B/E move
34.0%
Puts
Pseudo strike
40.94
IV
54.5%
B/E move
10.0%

35Δ

Calls
Pseudo strike
51.08
IV
97.9%
B/E move
21.8%
Puts
Pseudo strike
41.78
IV
52.5%
B/E move
8.7%

40Δ

Calls
Pseudo strike
48.12
IV
75.2%
B/E move
14.6%
Puts
Pseudo strike
42.63
IV
50.6%
B/E move
7.4%

45Δ

Calls
Pseudo strike
45.68
IV
53.0%
B/E move
8.5%
Puts
Pseudo strike
43.47
IV
48.7%
B/E move
6.2%

50Δ

Calls
Pseudo strike
44.54
IV
45.7%
B/E move
6.2%
Puts
Pseudo strike
44.32
IV
46.7%
B/E move
4.9%

55Δ

Calls
Pseudo strike
43.89
IV
44.1%
B/E move
5.5%
Puts
Pseudo strike
45.16
IV
45.0%
B/E move
3.7%

60Δ

Calls
Pseudo strike
43.24
IV
42.5%
B/E move
4.8%
Puts
Pseudo strike
45.94
IV
44.1%
B/E move
3.2%

65Δ

Calls
Pseudo strike
42.60
IV
40.9%
B/E move
4.0%
Puts
Pseudo strike
46.72
IV
43.3%
B/E move
2.6%

70Δ

Calls
Pseudo strike
41.95
IV
39.4%
B/E move
3.3%
Puts
Pseudo strike
47.51
IV
42.4%
B/E move
2.1%

75Δ

Calls
Pseudo strike
41.31
IV
37.8%
B/E move
2.6%
Puts
Pseudo strike
48.29
IV
41.5%
B/E move
1.6%

80Δ

Calls
Pseudo strike
40.66
IV
36.2%
B/E move
1.8%
Puts
Pseudo strike
49.07
IV
40.6%
B/E move
1.0%

Options history

No recorded observations