Standex International Corporation SXI
INDUSTRIALS · SPECIALTY INDUSTRIAL MACHINERYi
Market dataready · fetched 2026-10-22T23:30:04.081Z
Delta surfaceAlpaca · derived absolute-delta buckets · 2026-11-20
Calculation methodologyOptions 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 dataPriceAlpaca · sip · 2026-10-22T23:00:00.001468788Z
FundamentalsAlpha Vantage · ready · quarter 2026-06-30 · fetched 2026-10-22T23:23:47.042667+00:00
Share price$243.00
1D-5.8%
Sold putSold callAH
Standex International Corporation options
PutsFair0.98×
CallsExpensive1.07×
SkewBearish+2.25 pp
Implied moveBearish±$25.37
TiltBearish10.2% PUT
Table
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 273.91 | 45.2% | 14.1% | 218.73 | 49.5% | 11.7% |
| 25Δ | 267.39 | 44.1% | 11.8% | 224.03 | 48.8% | 10.0% |
| 30Δ | 261.63 | 42.5% | 9.8% | 228.94 | 48.5% | 8.6% |
| 35Δ | 257.24 | 42.7% | 8.6% | 233.36 | 48.0% | 7.4% |
| 40Δ | 253.39 | 43.5% | 7.6% | 237.66 | 47.5% | 6.4% |
| 45Δ | 249.54 | 44.2% | 6.6% | 241.81 | 46.9% | 5.4% |
| 50Δ | 245.68 | 44.7% | 5.8% | 245.81 | 46.3% | 4.6% |
| 55Δ | 241.82 | 45.1% | 5.0% | 249.81 | 45.8% | 3.7% |
| 60Δ | 237.91 | 45.2% | 4.3% | 254.02 | 45.5% | 3.1% |
| 65Δ | 233.96 | 44.9% | 3.6% | 258.24 | 45.3% | 2.5% |
| 70Δ | 230.00 | 44.7% | 2.9% | 262.93 | 45.2% | 2.0% |
| 75Δ | 225.01 | 45.8% | 2.4% | 267.97 | 45.2% | 1.5% |
| 80Δ | 220.02 | 46.9% | 1.9% | 274.50 | 46.0% | 1.0% |
20Δ
- Pseudo strike
- 273.91
- IV
- 45.2%
- B/E move
- 14.1%
- Pseudo strike
- 218.73
- IV
- 49.5%
- B/E move
- 11.7%
25Δ
- Pseudo strike
- 267.39
- IV
- 44.1%
- B/E move
- 11.8%
- Pseudo strike
- 224.03
- IV
- 48.8%
- B/E move
- 10.0%
30Δ
- Pseudo strike
- 261.63
- IV
- 42.5%
- B/E move
- 9.8%
- Pseudo strike
- 228.94
- IV
- 48.5%
- B/E move
- 8.6%
35Δ
- Pseudo strike
- 257.24
- IV
- 42.7%
- B/E move
- 8.6%
- Pseudo strike
- 233.36
- IV
- 48.0%
- B/E move
- 7.4%
40Δ
- Pseudo strike
- 253.39
- IV
- 43.5%
- B/E move
- 7.6%
- Pseudo strike
- 237.66
- IV
- 47.5%
- B/E move
- 6.4%
45Δ
- Pseudo strike
- 249.54
- IV
- 44.2%
- B/E move
- 6.6%
- Pseudo strike
- 241.81
- IV
- 46.9%
- B/E move
- 5.4%
50Δ
- Pseudo strike
- 245.68
- IV
- 44.7%
- B/E move
- 5.8%
- Pseudo strike
- 245.81
- IV
- 46.3%
- B/E move
- 4.6%
55Δ
- Pseudo strike
- 241.82
- IV
- 45.1%
- B/E move
- 5.0%
- Pseudo strike
- 249.81
- IV
- 45.8%
- B/E move
- 3.7%
60Δ
- Pseudo strike
- 237.91
- IV
- 45.2%
- B/E move
- 4.3%
- Pseudo strike
- 254.02
- IV
- 45.5%
- B/E move
- 3.1%
65Δ
- Pseudo strike
- 233.96
- IV
- 44.9%
- B/E move
- 3.6%
- Pseudo strike
- 258.24
- IV
- 45.3%
- B/E move
- 2.5%
70Δ
- Pseudo strike
- 230.00
- IV
- 44.7%
- B/E move
- 2.9%
- Pseudo strike
- 262.93
- IV
- 45.2%
- B/E move
- 2.0%
75Δ
- Pseudo strike
- 225.01
- IV
- 45.8%
- B/E move
- 2.4%
- Pseudo strike
- 267.97
- IV
- 45.2%
- B/E move
- 1.5%
80Δ
- Pseudo strike
- 220.02
- IV
- 46.9%
- B/E move
- 1.9%
- Pseudo strike
- 274.50
- IV
- 46.0%
- B/E move
- 1.0%
Options history
No recorded observations