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Standex International Corporation SXI

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Market datapartial · fetched 2026-10-22T21:53:41.859Z

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 · 2026-10-22T20:10:00.003520899Z

FundamentalsAlpha Vantage · unavailable

Share price$243.00
1D-5.8%
AH$236$242$249$255$2625:30 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$2.35$10.87$19.38$27.90$36.42$200.14$226.98$253.83$280.67$307.5120Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive SXI spot · $243.00SXI PRICE$3.27$4.24$5.22$6.56$8.04$9.58$11.47$13.36$15.44$17.70$19.95$23.72$27.48$4.05$5.42$6.84$8.45$10.10$11.91$13.91$15.90$18.59$21.31$24.68$28.51$33.96
PutsFair0.99×
CallsExpensive1.07×
SkewBearish+2.25 pp
Implied moveBearish±$25.37
TiltBearish10.2% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ273.9145.2%14.1%218.7349.5%11.7%
25Δ267.3944.1%11.8%224.0348.8%10.0%
30Δ261.6342.5%9.8%228.9448.5%8.6%
35Δ257.2442.7%8.6%233.3648.0%7.4%
40Δ253.3943.5%7.6%237.6647.5%6.4%
45Δ249.5444.2%6.6%241.8146.9%5.4%
50Δ245.6844.7%5.8%245.8146.3%4.6%
55Δ241.8245.1%5.0%249.8145.8%3.7%
60Δ237.9145.2%4.3%254.0245.5%3.1%
65Δ233.9644.9%3.6%258.2445.3%2.5%
70Δ230.0044.7%2.9%262.9345.2%2.0%
75Δ225.0145.8%2.4%267.9745.2%1.5%
80Δ220.0246.9%1.9%274.5046.0%1.0%

20Δ

Calls
Pseudo strike
273.91
IV
45.2%
B/E move
14.1%
Puts
Pseudo strike
218.73
IV
49.5%
B/E move
11.7%

25Δ

Calls
Pseudo strike
267.39
IV
44.1%
B/E move
11.8%
Puts
Pseudo strike
224.03
IV
48.8%
B/E move
10.0%

30Δ

Calls
Pseudo strike
261.63
IV
42.5%
B/E move
9.8%
Puts
Pseudo strike
228.94
IV
48.5%
B/E move
8.6%

35Δ

Calls
Pseudo strike
257.24
IV
42.7%
B/E move
8.6%
Puts
Pseudo strike
233.36
IV
48.0%
B/E move
7.4%

40Δ

Calls
Pseudo strike
253.39
IV
43.5%
B/E move
7.6%
Puts
Pseudo strike
237.66
IV
47.5%
B/E move
6.4%

45Δ

Calls
Pseudo strike
249.54
IV
44.2%
B/E move
6.6%
Puts
Pseudo strike
241.81
IV
46.9%
B/E move
5.4%

50Δ

Calls
Pseudo strike
245.68
IV
44.7%
B/E move
5.8%
Puts
Pseudo strike
245.81
IV
46.3%
B/E move
4.6%

55Δ

Calls
Pseudo strike
241.82
IV
45.1%
B/E move
5.0%
Puts
Pseudo strike
249.81
IV
45.8%
B/E move
3.7%

60Δ

Calls
Pseudo strike
237.91
IV
45.2%
B/E move
4.3%
Puts
Pseudo strike
254.02
IV
45.5%
B/E move
3.1%

65Δ

Calls
Pseudo strike
233.96
IV
44.9%
B/E move
3.6%
Puts
Pseudo strike
258.24
IV
45.3%
B/E move
2.5%

70Δ

Calls
Pseudo strike
230.00
IV
44.7%
B/E move
2.9%
Puts
Pseudo strike
262.93
IV
45.2%
B/E move
2.0%

75Δ

Calls
Pseudo strike
225.01
IV
45.8%
B/E move
2.4%
Puts
Pseudo strike
267.97
IV
45.2%
B/E move
1.5%

80Δ

Calls
Pseudo strike
220.02
IV
46.9%
B/E move
1.9%
Puts
Pseudo strike
274.50
IV
46.0%
B/E move
1.0%

Options history

No recorded observations