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UMB Financial Corporation Common Stock UMBF

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Market datapartial · fetched 2026-10-23T17:37:15.928Z

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 · 2026-10-23T17:36:39.58302372Z

FundamentalsAlpha Vantage · unavailable

Share price$136.32
1D+0.1%
$134.67$135.29$135.92$136.54$137.165:30 AM6:30 AM9:00 AM1:00 PMUMBF
Sold putSold call

UMB Financial Corporation Common Stock options

Live interpolated UMBF call and put midpoint premiums by absolute delta.UMB Financial Corporation Common Stock$2.19$4.60$7.02$9.43$11.84$121.48$129.05$136.62$144.19$151.7620Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive UMBF spot · $136.32UMBF PRICE$2.45$2.45$2.47$2.84$3.21$3.58$3.95$4.32$4.95$6.37$7.79$9.21$10.62$2.45$2.49$2.66$3.10$3.55$3.99$4.44$4.88$5.33$6.35$7.95$9.55$11.15
PutsExpensive1.21×
CallsExpensive1.23×
SkewBullish-1.58 pp
Implied moveBearish±$8.39
TiltBearish2.8% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ160.9562.9%19.9%121.7454.4%12.5%
25Δ150.4746.3%12.2%127.0342.3%8.6%
30Δ144.9336.1%8.1%130.3735.2%6.3%
35Δ143.2034.1%7.1%131.8533.5%5.6%
40Δ141.4832.1%6.1%133.3331.9%4.8%
45Δ139.7530.1%5.1%134.8130.2%4.0%
50Δ138.0228.0%4.1%136.3028.5%3.3%
55Δ136.3026.0%3.2%137.7826.8%2.5%
60Δ134.5524.8%2.3%139.2625.1%1.8%
65Δ132.7625.9%2.1%140.9724.5%1.2%
70Δ130.9626.9%1.8%142.9125.1%1.0%
75Δ129.1728.0%1.5%144.8525.7%0.7%
80Δ127.3729.0%1.2%146.7826.3%0.5%

20Δ

Calls
Pseudo strike
160.95
IV
62.9%
B/E move
19.9%
Puts
Pseudo strike
121.74
IV
54.4%
B/E move
12.5%

25Δ

Calls
Pseudo strike
150.47
IV
46.3%
B/E move
12.2%
Puts
Pseudo strike
127.03
IV
42.3%
B/E move
8.6%

30Δ

Calls
Pseudo strike
144.93
IV
36.1%
B/E move
8.1%
Puts
Pseudo strike
130.37
IV
35.2%
B/E move
6.3%

35Δ

Calls
Pseudo strike
143.20
IV
34.1%
B/E move
7.1%
Puts
Pseudo strike
131.85
IV
33.5%
B/E move
5.6%

40Δ

Calls
Pseudo strike
141.48
IV
32.1%
B/E move
6.1%
Puts
Pseudo strike
133.33
IV
31.9%
B/E move
4.8%

45Δ

Calls
Pseudo strike
139.75
IV
30.1%
B/E move
5.1%
Puts
Pseudo strike
134.81
IV
30.2%
B/E move
4.0%

50Δ

Calls
Pseudo strike
138.02
IV
28.0%
B/E move
4.1%
Puts
Pseudo strike
136.30
IV
28.5%
B/E move
3.3%

55Δ

Calls
Pseudo strike
136.30
IV
26.0%
B/E move
3.2%
Puts
Pseudo strike
137.78
IV
26.8%
B/E move
2.5%

60Δ

Calls
Pseudo strike
134.55
IV
24.8%
B/E move
2.3%
Puts
Pseudo strike
139.26
IV
25.1%
B/E move
1.8%

65Δ

Calls
Pseudo strike
132.76
IV
25.9%
B/E move
2.1%
Puts
Pseudo strike
140.97
IV
24.5%
B/E move
1.2%

70Δ

Calls
Pseudo strike
130.96
IV
26.9%
B/E move
1.8%
Puts
Pseudo strike
142.91
IV
25.1%
B/E move
1.0%

75Δ

Calls
Pseudo strike
129.17
IV
28.0%
B/E move
1.5%
Puts
Pseudo strike
144.85
IV
25.7%
B/E move
0.7%

80Δ

Calls
Pseudo strike
127.37
IV
29.0%
B/E move
1.2%
Puts
Pseudo strike
146.78
IV
26.3%
B/E move
0.5%

Options history

No recorded observations