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Synchrony Financial SYF

FINANCIAL SERVICES · CREDIT SERVICES
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Market dataready · fetched 2026-10-22T22:43:33.741Z

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 · 2026-10-22T22:30:00.00231925Z

FundamentalsAlpha Vantage · ready · quarter 2026-09-30 · fetched 2026-10-22T22:43:33.189594+00:00

Share price$75.09
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$0.39$3.26$6.13$9.00$11.87$65.20$69.99$74.77$79.56$84.3420Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive SYF spot · $75.09SYF PRICE$0.70$0.88$1.11$1.34$1.64$1.99$2.34$2.69$3.05$3.41$3.77$4.38$5.06$0.90$1.20$1.52$1.88$2.30$2.72$3.28$3.89$4.61$5.70$6.90$8.27$11.04
PutsExpensive1.12×
CallsCheap0.80×
SkewBearish+10.10 pp
Implied moveBearish±$5.62
TiltBearish25.2% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ81.4931.0%9.5%69.4536.1%8.7%
25Δ79.8729.0%7.5%70.6935.7%7.5%
30Δ78.9128.5%6.6%71.7935.4%6.4%
35Δ77.9428.0%5.6%72.8435.3%5.5%
40Δ77.0928.0%4.8%73.8035.3%4.8%
45Δ76.3328.3%4.3%74.7535.4%4.1%
50Δ75.5728.7%3.8%75.7435.8%3.5%
55Δ74.8228.7%3.2%76.7436.4%3.0%
60Δ74.1027.9%2.7%77.8237.3%2.5%
65Δ73.3827.0%2.3%79.1939.4%2.1%
70Δ72.6626.2%1.8%80.6741.3%1.8%
75Δ71.8026.0%1.5%82.3442.9%1.4%
80Δ70.9026.0%1.2%85.3248.3%1.1%

20Δ

Calls
Pseudo strike
81.49
IV
31.0%
B/E move
9.5%
Puts
Pseudo strike
69.45
IV
36.1%
B/E move
8.7%

25Δ

Calls
Pseudo strike
79.87
IV
29.0%
B/E move
7.5%
Puts
Pseudo strike
70.69
IV
35.7%
B/E move
7.5%

30Δ

Calls
Pseudo strike
78.91
IV
28.5%
B/E move
6.6%
Puts
Pseudo strike
71.79
IV
35.4%
B/E move
6.4%

35Δ

Calls
Pseudo strike
77.94
IV
28.0%
B/E move
5.6%
Puts
Pseudo strike
72.84
IV
35.3%
B/E move
5.5%

40Δ

Calls
Pseudo strike
77.09
IV
28.0%
B/E move
4.8%
Puts
Pseudo strike
73.80
IV
35.3%
B/E move
4.8%

45Δ

Calls
Pseudo strike
76.33
IV
28.3%
B/E move
4.3%
Puts
Pseudo strike
74.75
IV
35.4%
B/E move
4.1%

50Δ

Calls
Pseudo strike
75.57
IV
28.7%
B/E move
3.8%
Puts
Pseudo strike
75.74
IV
35.8%
B/E move
3.5%

55Δ

Calls
Pseudo strike
74.82
IV
28.7%
B/E move
3.2%
Puts
Pseudo strike
76.74
IV
36.4%
B/E move
3.0%

60Δ

Calls
Pseudo strike
74.10
IV
27.9%
B/E move
2.7%
Puts
Pseudo strike
77.82
IV
37.3%
B/E move
2.5%

65Δ

Calls
Pseudo strike
73.38
IV
27.0%
B/E move
2.3%
Puts
Pseudo strike
79.19
IV
39.4%
B/E move
2.1%

70Δ

Calls
Pseudo strike
72.66
IV
26.2%
B/E move
1.8%
Puts
Pseudo strike
80.67
IV
41.3%
B/E move
1.8%

75Δ

Calls
Pseudo strike
71.80
IV
26.0%
B/E move
1.5%
Puts
Pseudo strike
82.34
IV
42.9%
B/E move
1.4%

80Δ

Calls
Pseudo strike
70.90
IV
26.0%
B/E move
1.2%
Puts
Pseudo strike
85.32
IV
48.3%
B/E move
1.1%

Options history

No recorded observations