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Standex International Corporation SXI

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Market dataready · fetched 2026-11-12T03:22:06.458Z

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 · 2026-11-12T00:00:00.00150863Z

FundamentalsSEC EDGAR · ready · as of 2026-09-30 · fetched 2026-11-12T03:22:06.046810+00:00

Share price$245.63
1D-5.5%
AH$241$246$251$256$2615:30 AM6:30 AM9:00 AM1:00 PM2:00 PMSXI
Sold putSold callAH

Standex International Corporation options

Live interpolated SXI call and put midpoint premiums by absolute delta.Standex International Corporation$1.57$5.68$9.80$13.92$18.04$214.91$230.59$246.28$261.97$277.6520Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive SXI spot · $245.63SXI PRICE$2.01$2.62$3.26$3.89$4.53$5.51$6.63$7.75$8.88$10.00$12.28$14.57$16.85$2.15$2.62$3.08$3.68$4.55$5.42$6.29$7.16$8.03$9.53$11.05$12.58$14.10
PutsCheap0.63×
CallsCheap0.66×
SkewBullish-3.97 pp
Implied moveBullish±$12.92
TiltBullish4.5% CALL
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ262.7746.9%7.8%220.8361.8%11.0%
25Δ259.3347.2%6.6%227.9853.1%8.3%
30Δ256.4845.7%5.7%235.1244.5%5.5%
35Δ253.6444.2%4.8%240.5938.5%3.5%
40Δ250.7942.7%3.9%242.4738.2%3.1%
45Δ248.4742.5%3.4%244.3438.0%2.7%
50Δ246.3542.8%3.0%246.2137.7%2.3%
55Δ244.2443.2%2.6%248.0837.4%1.9%
60Δ242.1243.5%2.2%249.9537.1%1.5%
65Δ240.0043.8%1.8%252.0636.7%1.3%
70Δ237.0645.2%1.5%254.1736.3%1.0%
75Δ234.1146.6%1.2%256.2935.9%0.8%
80Δ231.1647.9%1.0%258.4035.4%0.5%

20Δ

Calls
Pseudo strike
262.77
IV
46.9%
B/E move
7.8%
Puts
Pseudo strike
220.83
IV
61.8%
B/E move
11.0%

25Δ

Calls
Pseudo strike
259.33
IV
47.2%
B/E move
6.6%
Puts
Pseudo strike
227.98
IV
53.1%
B/E move
8.3%

30Δ

Calls
Pseudo strike
256.48
IV
45.7%
B/E move
5.7%
Puts
Pseudo strike
235.12
IV
44.5%
B/E move
5.5%

35Δ

Calls
Pseudo strike
253.64
IV
44.2%
B/E move
4.8%
Puts
Pseudo strike
240.59
IV
38.5%
B/E move
3.5%

40Δ

Calls
Pseudo strike
250.79
IV
42.7%
B/E move
3.9%
Puts
Pseudo strike
242.47
IV
38.2%
B/E move
3.1%

45Δ

Calls
Pseudo strike
248.47
IV
42.5%
B/E move
3.4%
Puts
Pseudo strike
244.34
IV
38.0%
B/E move
2.7%

50Δ

Calls
Pseudo strike
246.35
IV
42.8%
B/E move
3.0%
Puts
Pseudo strike
246.21
IV
37.7%
B/E move
2.3%

55Δ

Calls
Pseudo strike
244.24
IV
43.2%
B/E move
2.6%
Puts
Pseudo strike
248.08
IV
37.4%
B/E move
1.9%

60Δ

Calls
Pseudo strike
242.12
IV
43.5%
B/E move
2.2%
Puts
Pseudo strike
249.95
IV
37.1%
B/E move
1.5%

65Δ

Calls
Pseudo strike
240.00
IV
43.8%
B/E move
1.8%
Puts
Pseudo strike
252.06
IV
36.7%
B/E move
1.3%

70Δ

Calls
Pseudo strike
237.06
IV
45.2%
B/E move
1.5%
Puts
Pseudo strike
254.17
IV
36.3%
B/E move
1.0%

75Δ

Calls
Pseudo strike
234.11
IV
46.6%
B/E move
1.2%
Puts
Pseudo strike
256.29
IV
35.9%
B/E move
0.8%

80Δ

Calls
Pseudo strike
231.16
IV
47.9%
B/E move
1.0%
Puts
Pseudo strike
258.40
IV
35.4%
B/E move
0.5%

Options history

IV · four-Friday blend40.45%
Daily EOD
SXI39.3%41.0%42.7%2026-10-19: 39.57%2026-10-20: 40.22%2026-10-21: 39.81%2026-10-22: 42.12%2026-10-23: 42.16%2026-10-26: 42.49%2026-10-27: 42.40%2026-10-28: 42.15%2026-10-29: 41.81%2026-10-30: 40.45%Oct 19Oct 23Oct 30
10 observations2026-10-19 — 2026-10-30
Table
DateIV (%)
39.57%
40.22%
39.81%
42.12%
42.16%
42.49%
42.40%
42.15%
41.81%
40.45%