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UMB Financial Corporation Common Stock UMBF

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Market datapartial · fetched 2026-11-13T02:10:49.510Z

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 · 2026-11-12T21:00:01.903919475Z

FundamentalsAlpha Vantage · unavailable

Share price$133.48
1D-0.6%
AH$133.12$133.56$134.00$134.44$134.885:30 AM6:30 AM9:00 AM1:00 PM2:00 PMUMBF
Sold putSold callAH

UMB Financial Corporation Common Stock options

Live interpolated UMBF call and put midpoint premiums by absolute delta.UMB Financial Corporation Common Stock$2.41$3.30$4.18$5.07$5.96$126.49$130.51$134.52$138.54$142.5520Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ20Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —25Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —30Δ C unavailable: no unambiguous, price-consistent delta bracketC —35Δ C unavailable: no unambiguous, price-consistent delta bracketC —40Δ C unavailable: no unambiguous, price-consistent delta bracketC —OPTION PRICELive UMBF spot · $133.48UMBF PRICE$2.57$2.84$3.11$3.39$3.66$3.93$4.20$5.15$2.51$2.55$2.59$2.63$2.67$2.71$2.75$3.43$4.19$4.94$5.70
Puts——
Calls——
Skew——
Implied moveBullish±$5.51
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ
25Δ
30Δ126.2069.7%7.3%
35Δ127.6462.4%6.3%
40Δ129.0955.0%5.2%
45Δ134.8739.7%3.0%130.5347.6%4.2%
50Δ134.1137.6%2.6%131.9740.3%3.1%
55Δ133.3435.4%2.2%133.4232.9%2.1%
60Δ132.5733.2%1.9%134.8625.6%1.0%
65Δ131.8031.0%1.5%135.8525.3%0.8%
70Δ131.0428.8%1.1%136.8025.9%0.7%
75Δ130.2726.7%0.7%137.7426.4%0.5%
80Δ129.0426.6%0.5%138.6926.9%0.4%

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

25Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

30Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
126.20
IV
69.7%
B/E move
7.3%

35Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
127.64
IV
62.4%
B/E move
6.3%

40Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
129.09
IV
55.0%
B/E move
5.2%

45Δ

Calls
Pseudo strike
134.87
IV
39.7%
B/E move
3.0%
Puts
Pseudo strike
130.53
IV
47.6%
B/E move
4.2%

50Δ

Calls
Pseudo strike
134.11
IV
37.6%
B/E move
2.6%
Puts
Pseudo strike
131.97
IV
40.3%
B/E move
3.1%

55Δ

Calls
Pseudo strike
133.34
IV
35.4%
B/E move
2.2%
Puts
Pseudo strike
133.42
IV
32.9%
B/E move
2.1%

60Δ

Calls
Pseudo strike
132.57
IV
33.2%
B/E move
1.9%
Puts
Pseudo strike
134.86
IV
25.6%
B/E move
1.0%

65Δ

Calls
Pseudo strike
131.80
IV
31.0%
B/E move
1.5%
Puts
Pseudo strike
135.85
IV
25.3%
B/E move
0.8%

70Δ

Calls
Pseudo strike
131.04
IV
28.8%
B/E move
1.1%
Puts
Pseudo strike
136.80
IV
25.9%
B/E move
0.7%

75Δ

Calls
Pseudo strike
130.27
IV
26.7%
B/E move
0.7%
Puts
Pseudo strike
137.74
IV
26.4%
B/E move
0.5%

80Δ

Calls
Pseudo strike
129.04
IV
26.6%
B/E move
0.5%
Puts
Pseudo strike
138.69
IV
26.9%
B/E move
0.4%

Options history

IV · four-Friday blend24.57%
Daily EOD
UMBF22.6%23.7%24.7%2026-10-19: 23.18%2026-10-20: 22.99%2026-10-21: 22.79%2026-10-22: 23.29%2026-10-23: 23.36%2026-10-26: 23.91%2026-10-27: 23.58%2026-10-28: 23.04%2026-10-29: 23.42%2026-10-30: 24.57%Oct 19Oct 23Oct 30
10 observations2026-10-19 — 2026-10-30
Table
DateIV (%)
23.18%
22.99%
22.79%
23.29%
23.36%
23.91%
23.58%
23.04%
23.42%
24.57%