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SYNCHRONY FINANCIAL SYF

i

Market datapartial · fetched 2026-11-12T01:23:39.952Z

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 · 2026-11-12T00:00:00.003499022Z

FundamentalsAlpha Vantage · unavailable

Share price$72.02
1D+0.0%
AH$70.39$70.92$71.45$71.98$72.525:30 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$0.25$1.87$3.50$5.13$6.76$61.09$65.93$70.76$75.59$80.4320Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive SYF spot · $72.02SYF PRICE$0.42$0.55$0.68$0.82$0.96$1.10$1.33$1.59$1.85$2.10$2.36$2.64$3.32$0.50$0.65$0.81$1.02$1.24$1.45$1.67$2.03$2.60$3.17$3.74$5.00$6.29
PutsCheap0.49×
CallsCheap0.52×
SkewBearish+9.31 pp
Implied moveBearish±$3.00
TiltBearish20.9% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ75.6033.7%5.6%68.5038.3%5.6%
25Δ74.8133.1%4.6%69.3137.1%4.7%
30Δ74.2632.1%4.1%70.0836.1%3.8%
35Δ73.7131.2%3.5%70.6035.9%3.4%
40Δ73.1630.3%2.9%71.1335.7%3.0%
45Δ72.6129.4%2.3%71.6635.4%2.5%
50Δ72.1529.2%2.0%72.1835.2%2.1%
55Δ71.7129.2%1.8%72.7836.1%1.8%
60Δ71.2829.2%1.5%73.5038.6%1.6%
65Δ70.8429.2%1.3%74.2141.1%1.4%
70Δ70.4129.2%1.0%74.9343.7%1.2%
75Δ69.9529.3%0.8%76.3149.2%1.0%
80Δ69.1630.3%0.6%77.7253.9%0.8%

20Δ

Calls
Pseudo strike
75.60
IV
33.7%
B/E move
5.6%
Puts
Pseudo strike
68.50
IV
38.3%
B/E move
5.6%

25Δ

Calls
Pseudo strike
74.81
IV
33.1%
B/E move
4.6%
Puts
Pseudo strike
69.31
IV
37.1%
B/E move
4.7%

30Δ

Calls
Pseudo strike
74.26
IV
32.1%
B/E move
4.1%
Puts
Pseudo strike
70.08
IV
36.1%
B/E move
3.8%

35Δ

Calls
Pseudo strike
73.71
IV
31.2%
B/E move
3.5%
Puts
Pseudo strike
70.60
IV
35.9%
B/E move
3.4%

40Δ

Calls
Pseudo strike
73.16
IV
30.3%
B/E move
2.9%
Puts
Pseudo strike
71.13
IV
35.7%
B/E move
3.0%

45Δ

Calls
Pseudo strike
72.61
IV
29.4%
B/E move
2.3%
Puts
Pseudo strike
71.66
IV
35.4%
B/E move
2.5%

50Δ

Calls
Pseudo strike
72.15
IV
29.2%
B/E move
2.0%
Puts
Pseudo strike
72.18
IV
35.2%
B/E move
2.1%

55Δ

Calls
Pseudo strike
71.71
IV
29.2%
B/E move
1.8%
Puts
Pseudo strike
72.78
IV
36.1%
B/E move
1.8%

60Δ

Calls
Pseudo strike
71.28
IV
29.2%
B/E move
1.5%
Puts
Pseudo strike
73.50
IV
38.6%
B/E move
1.6%

65Δ

Calls
Pseudo strike
70.84
IV
29.2%
B/E move
1.3%
Puts
Pseudo strike
74.21
IV
41.1%
B/E move
1.4%

70Δ

Calls
Pseudo strike
70.41
IV
29.2%
B/E move
1.0%
Puts
Pseudo strike
74.93
IV
43.7%
B/E move
1.2%

75Δ

Calls
Pseudo strike
69.95
IV
29.3%
B/E move
0.8%
Puts
Pseudo strike
76.31
IV
49.2%
B/E move
1.0%

80Δ

Calls
Pseudo strike
69.16
IV
30.3%
B/E move
0.6%
Puts
Pseudo strike
77.72
IV
53.9%
B/E move
0.8%

Options history

IV · four-Friday blend31.79%
Daily EOD
SYF30.1%31.4%32.7%2026-10-19: 32.56%2026-10-20: 30.49%2026-10-21: 31.14%2026-10-22: 31.04%2026-10-23: 31.06%2026-10-26: 31.25%2026-10-27: 30.73%2026-10-28: 30.51%2026-10-29: 30.32%2026-10-30: 31.79%Oct 19Oct 23Oct 30
10 observations2026-10-19 — 2026-10-30
Table
DateIV (%)
32.56%
30.49%
31.14%
31.04%
31.06%
31.25%
30.73%
30.51%
30.32%
31.79%