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UMB Financial Corporation UMBF

FINANCIAL SERVICES · BANKS - REGIONAL
i

Market dataready · fetched 2026-10-23T00:21:36.261Z

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 · 2026-10-22T20:00:04.943576402Z

FundamentalsAlpha Vantage · ready · quarter 2026-06-30 · fetched 2026-10-23T00:16:32.947850+00:00

Share price$136.16
1D+2.5%
AH$133$134$135$136$1375:30 AM6:30 AM9:00 AM1:00 PM2:00 PMUMBF
Sold putSold callAH

UMB Financial Corporation options

Live interpolated UMBF call and put midpoint premiums by absolute delta.UMB Financial Corporation$2.17$4.75$7.33$9.90$12.48$121.47$128.64$135.81$142.97$150.1420Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive UMBF spot · $136.16UMBF PRICE$2.45$2.45$2.45$2.45$2.62$3.03$3.43$3.84$4.38$5.32$6.25$7.19$8.31$2.45$2.49$2.60$2.87$3.13$3.65$4.38$5.11$5.84$6.93$8.17$9.42$11.74
PutsExpensive1.19×
CallsFair1.02×
SkewBearish+1.85 pp
Implied moveBearish±$7.81
TiltBearish11.9% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ160.8062.2%19.9%121.6053.8%12.5%
25Δ150.2945.8%12.2%126.9041.7%8.6%
30Δ144.7735.6%8.1%130.3834.1%6.2%
35Δ141.7729.1%5.9%132.2630.9%5.0%
40Δ139.5124.9%4.4%134.1527.7%3.8%
45Δ138.3124.0%3.8%135.7126.3%3.0%
50Δ137.1123.2%3.2%137.0126.4%2.6%
55Δ135.9122.3%2.6%138.3226.5%2.2%
60Δ134.6821.8%2.1%139.6226.6%1.7%
65Δ133.3822.3%1.9%141.1726.9%1.4%
70Δ132.0822.9%1.6%142.8327.3%1.1%
75Δ130.7823.4%1.3%144.4927.7%0.8%
80Δ129.3123.5%1.1%147.1529.3%0.5%

20Δ

Calls
Pseudo strike
160.80
IV
62.2%
B/E move
19.9%
Puts
Pseudo strike
121.60
IV
53.8%
B/E move
12.5%

25Δ

Calls
Pseudo strike
150.29
IV
45.8%
B/E move
12.2%
Puts
Pseudo strike
126.90
IV
41.7%
B/E move
8.6%

30Δ

Calls
Pseudo strike
144.77
IV
35.6%
B/E move
8.1%
Puts
Pseudo strike
130.38
IV
34.1%
B/E move
6.2%

35Δ

Calls
Pseudo strike
141.77
IV
29.1%
B/E move
5.9%
Puts
Pseudo strike
132.26
IV
30.9%
B/E move
5.0%

40Δ

Calls
Pseudo strike
139.51
IV
24.9%
B/E move
4.4%
Puts
Pseudo strike
134.15
IV
27.7%
B/E move
3.8%

45Δ

Calls
Pseudo strike
138.31
IV
24.0%
B/E move
3.8%
Puts
Pseudo strike
135.71
IV
26.3%
B/E move
3.0%

50Δ

Calls
Pseudo strike
137.11
IV
23.2%
B/E move
3.2%
Puts
Pseudo strike
137.01
IV
26.4%
B/E move
2.6%

55Δ

Calls
Pseudo strike
135.91
IV
22.3%
B/E move
2.6%
Puts
Pseudo strike
138.32
IV
26.5%
B/E move
2.2%

60Δ

Calls
Pseudo strike
134.68
IV
21.8%
B/E move
2.1%
Puts
Pseudo strike
139.62
IV
26.6%
B/E move
1.7%

65Δ

Calls
Pseudo strike
133.38
IV
22.3%
B/E move
1.9%
Puts
Pseudo strike
141.17
IV
26.9%
B/E move
1.4%

70Δ

Calls
Pseudo strike
132.08
IV
22.9%
B/E move
1.6%
Puts
Pseudo strike
142.83
IV
27.3%
B/E move
1.1%

75Δ

Calls
Pseudo strike
130.78
IV
23.4%
B/E move
1.3%
Puts
Pseudo strike
144.49
IV
27.7%
B/E move
0.8%

80Δ

Calls
Pseudo strike
129.31
IV
23.5%
B/E move
1.1%
Puts
Pseudo strike
147.15
IV
29.3%
B/E move
0.5%

Options history

No recorded observations