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Synchrony Financial SYF

FINANCIAL SERVICES · CREDIT SERVICES
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Market dataready · fetched 2026-10-22T22:02:43.708Z

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 · 2026-10-22T20:29:18.405614313Z

FundamentalsAlpha Vantage · ready · quarter 2026-06-30 · fetched 2026-10-22T22:02:41.747474+00:00

Share price$75.45
1D+1.6%
AH$73.77$74.24$74.71$75.18$75.655:30 AM6:30 AM9:00 AM1:00 PM2:00 PMSYF
Sold putSold callAH

Synchrony Financial options

Live interpolated SYF call and put midpoint premiums by absolute delta.Synchrony Financial$0.31$3.74$7.17$10.61$14.04$64.74$69.76$74.78$79.81$84.8320Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive SYF spot · $75.45SYF PRICE$0.68$0.85$1.06$1.28$1.53$1.86$2.19$2.51$2.83$3.14$3.45$3.76$4.22$0.93$1.25$1.59$1.99$2.43$2.89$3.54$4.18$5.19$6.33$7.78$10.10$13.05
PutsExpensive1.22×
CallsCheap0.73×
SkewBearish+15.58 pp
Implied moveBearish±$5.72
TiltBearish35.2% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ81.6730.1%9.2%69.6337.2%8.9%
25Δ80.0427.7%7.2%70.8737.0%7.7%
30Δ79.1127.1%6.3%72.0336.8%6.6%
35Δ78.1926.5%5.3%73.1036.9%5.8%
40Δ77.3226.1%4.5%74.1037.2%5.0%
45Δ76.6126.3%4.0%75.1137.5%4.3%
50Δ75.9026.4%3.5%76.1738.2%3.7%
55Δ75.1926.5%3.0%77.2239.0%3.2%
60Δ74.5425.8%2.5%78.5541.2%2.8%
65Δ73.9224.7%2.1%79.9843.8%2.4%
70Δ73.3023.6%1.7%81.7545.9%2.0%
75Δ72.6722.5%1.3%84.3151.0%1.6%
80Δ72.0121.2%1.0%87.5555.2%1.3%

20Δ

Calls
Pseudo strike
81.67
IV
30.1%
B/E move
9.2%
Puts
Pseudo strike
69.63
IV
37.2%
B/E move
8.9%

25Δ

Calls
Pseudo strike
80.04
IV
27.7%
B/E move
7.2%
Puts
Pseudo strike
70.87
IV
37.0%
B/E move
7.7%

30Δ

Calls
Pseudo strike
79.11
IV
27.1%
B/E move
6.3%
Puts
Pseudo strike
72.03
IV
36.8%
B/E move
6.6%

35Δ

Calls
Pseudo strike
78.19
IV
26.5%
B/E move
5.3%
Puts
Pseudo strike
73.10
IV
36.9%
B/E move
5.8%

40Δ

Calls
Pseudo strike
77.32
IV
26.1%
B/E move
4.5%
Puts
Pseudo strike
74.10
IV
37.2%
B/E move
5.0%

45Δ

Calls
Pseudo strike
76.61
IV
26.3%
B/E move
4.0%
Puts
Pseudo strike
75.11
IV
37.5%
B/E move
4.3%

50Δ

Calls
Pseudo strike
75.90
IV
26.4%
B/E move
3.5%
Puts
Pseudo strike
76.17
IV
38.2%
B/E move
3.7%

55Δ

Calls
Pseudo strike
75.19
IV
26.5%
B/E move
3.0%
Puts
Pseudo strike
77.22
IV
39.0%
B/E move
3.2%

60Δ

Calls
Pseudo strike
74.54
IV
25.8%
B/E move
2.5%
Puts
Pseudo strike
78.55
IV
41.2%
B/E move
2.8%

65Δ

Calls
Pseudo strike
73.92
IV
24.7%
B/E move
2.1%
Puts
Pseudo strike
79.98
IV
43.8%
B/E move
2.4%

70Δ

Calls
Pseudo strike
73.30
IV
23.6%
B/E move
1.7%
Puts
Pseudo strike
81.75
IV
45.9%
B/E move
2.0%

75Δ

Calls
Pseudo strike
72.67
IV
22.5%
B/E move
1.3%
Puts
Pseudo strike
84.31
IV
51.0%
B/E move
1.6%

80Δ

Calls
Pseudo strike
72.01
IV
21.2%
B/E move
1.0%
Puts
Pseudo strike
87.55
IV
55.2%
B/E move
1.3%

Options history

No recorded observations