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SEI Investments Company Common Stock SEIC

i

Market dataready · fetched 2026-11-07T06:40:48.381Z

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 · 2026-11-06T21:00:03.832235103Z

FundamentalsSEC EDGAR · ready · as of 2026-09-30 · fetched 2026-11-07T06:40:47.935090+00:00

Share price$105.30
1D+0.8%
AH$104.32$104.79$105.27$105.74$106.215:30 AM6:30 AM9:00 AM1:00 PM2:00 PMSEIC
Sold putSold callAH

SEI Investments Company Common Stock options

Live interpolated SEIC call and put midpoint premiums by absolute delta.SEI Investments Company Common Stock$0.66$2.07$3.49$4.90$6.32$96.45$100.81$105.17$109.53$113.8920Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive SEIC spot · $105.30SEIC PRICE$0.81$1.03$1.31$1.63$1.96$2.29$2.62$3.00$3.58$4.16$4.75$5.33$5.91$1.37$1.48$1.69$1.92$2.15$2.38$2.71$3.06$3.42$3.78$4.14$4.50$4.85
PutsExpensive1.57×
CallsExpensive1.33×
SkewBearish+1.28 pp
Implied moveBalanced±$5.32
TiltBalanced1.2% CALL
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ112.6337.2%7.7%96.3258.6%9.8%
25Δ110.8135.7%6.2%99.5247.2%6.9%
30Δ109.4834.9%5.2%101.0543.0%5.6%
35Δ108.5434.6%4.6%102.2840.0%4.7%
40Δ107.6134.3%4.1%103.5137.0%3.7%
45Δ106.6734.0%3.5%104.7434.0%2.8%
50Δ105.7433.7%2.9%105.5532.3%2.3%
55Δ104.8133.4%2.4%106.2431.0%2.0%
60Δ103.9033.2%2.1%106.9429.7%1.7%
65Δ103.0033.0%1.8%107.6328.4%1.4%
70Δ102.1032.8%1.5%108.3327.0%1.1%
75Δ101.2032.6%1.2%109.0225.7%0.7%
80Δ100.2932.3%0.9%109.7224.4%0.4%

20Δ

Calls
Pseudo strike
112.63
IV
37.2%
B/E move
7.7%
Puts
Pseudo strike
96.32
IV
58.6%
B/E move
9.8%

25Δ

Calls
Pseudo strike
110.81
IV
35.7%
B/E move
6.2%
Puts
Pseudo strike
99.52
IV
47.2%
B/E move
6.9%

30Δ

Calls
Pseudo strike
109.48
IV
34.9%
B/E move
5.2%
Puts
Pseudo strike
101.05
IV
43.0%
B/E move
5.6%

35Δ

Calls
Pseudo strike
108.54
IV
34.6%
B/E move
4.6%
Puts
Pseudo strike
102.28
IV
40.0%
B/E move
4.7%

40Δ

Calls
Pseudo strike
107.61
IV
34.3%
B/E move
4.1%
Puts
Pseudo strike
103.51
IV
37.0%
B/E move
3.7%

45Δ

Calls
Pseudo strike
106.67
IV
34.0%
B/E move
3.5%
Puts
Pseudo strike
104.74
IV
34.0%
B/E move
2.8%

50Δ

Calls
Pseudo strike
105.74
IV
33.7%
B/E move
2.9%
Puts
Pseudo strike
105.55
IV
32.3%
B/E move
2.3%

55Δ

Calls
Pseudo strike
104.81
IV
33.4%
B/E move
2.4%
Puts
Pseudo strike
106.24
IV
31.0%
B/E move
2.0%

60Δ

Calls
Pseudo strike
103.90
IV
33.2%
B/E move
2.1%
Puts
Pseudo strike
106.94
IV
29.7%
B/E move
1.7%

65Δ

Calls
Pseudo strike
103.00
IV
33.0%
B/E move
1.8%
Puts
Pseudo strike
107.63
IV
28.4%
B/E move
1.4%

70Δ

Calls
Pseudo strike
102.10
IV
32.8%
B/E move
1.5%
Puts
Pseudo strike
108.33
IV
27.0%
B/E move
1.1%

75Δ

Calls
Pseudo strike
101.20
IV
32.6%
B/E move
1.2%
Puts
Pseudo strike
109.02
IV
25.7%
B/E move
0.7%

80Δ

Calls
Pseudo strike
100.29
IV
32.3%
B/E move
0.9%
Puts
Pseudo strike
109.72
IV
24.4%
B/E move
0.4%

Options history

IV · four-Friday blend25.44%
Daily EOD
SEIC23.8%25.1%26.3%2026-10-19: 25.29%2026-10-20: 26.15%2026-10-21: 25.91%2026-10-22: 23.97%2026-10-23: 24.85%2026-10-26: 25.85%2026-10-27: 25.46%2026-10-28: 24.23%2026-10-29: 24.12%2026-10-30: 25.44%Oct 19Oct 23Oct 30
10 observations2026-10-19 — 2026-10-30
Table
DateIV (%)
25.29%
26.15%
25.91%
23.97%
24.85%
25.85%
25.46%
24.23%
24.12%
25.44%