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SFL Corporation Ltd. SFL

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Market datapartial · fetched 2026-11-07T07:26:32.078Z

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 · 2026-11-07T00:00:00.001851237Z

FundamentalsAlpha Vantage · unavailable

Share price$10.96
1D-0.4%
AH$10.93$10.99$11.06$11.12$11.185:30 AM6:30 AM9:00 AM1:00 PM2:00 PMSFL
Sold putSold callAH

SFL Corporation Ltd. options

Live interpolated SFL call and put midpoint premiums by absolute delta.SFL Corporation Ltd.$0.12$0.48$0.84$1.20$1.56$8.94$10.11$11.29$12.46$13.6320Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ20Δ C unavailable: no unambiguous, price-consistent delta bracketC —80Δ C unavailable: no unambiguous, price-consistent delta bracketC —OPTION PRICELive SFL spot · $10.96SFL PRICE$0.30$0.38$0.46$0.55$0.63$0.71$0.80$0.88$0.96$1.05$1.13$0.16$0.26$0.37$0.48$0.59$0.70$0.80$0.91$1.02$1.13$1.24$1.35$1.45
PutsCheap0.81×
Calls——
Skew——
Implied moveBearish±$1.52
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ10.0161.1%10.1%
25Δ11.9555.3%11.8%10.2060.9%9.4%
30Δ11.7756.8%10.8%10.3860.8%8.7%
35Δ11.5858.3%9.9%10.5760.6%7.9%
40Δ11.4059.8%9.0%10.7660.4%7.2%
45Δ11.2161.2%8.0%10.9460.3%6.5%
50Δ11.0362.7%7.1%11.1360.1%5.8%
55Δ10.8464.2%6.2%11.3259.9%5.1%
60Δ10.6665.7%5.3%11.5059.8%4.4%
65Δ10.4767.1%4.3%11.6959.6%3.7%
70Δ10.2968.6%3.4%11.8759.4%2.9%
75Δ10.1070.1%2.5%12.0659.3%2.2%
80Δ12.2559.1%1.5%

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
10.01
IV
61.1%
B/E move
10.1%

25Δ

Calls
Pseudo strike
11.95
IV
55.3%
B/E move
11.8%
Puts
Pseudo strike
10.20
IV
60.9%
B/E move
9.4%

30Δ

Calls
Pseudo strike
11.77
IV
56.8%
B/E move
10.8%
Puts
Pseudo strike
10.38
IV
60.8%
B/E move
8.7%

35Δ

Calls
Pseudo strike
11.58
IV
58.3%
B/E move
9.9%
Puts
Pseudo strike
10.57
IV
60.6%
B/E move
7.9%

40Δ

Calls
Pseudo strike
11.40
IV
59.8%
B/E move
9.0%
Puts
Pseudo strike
10.76
IV
60.4%
B/E move
7.2%

45Δ

Calls
Pseudo strike
11.21
IV
61.2%
B/E move
8.0%
Puts
Pseudo strike
10.94
IV
60.3%
B/E move
6.5%

50Δ

Calls
Pseudo strike
11.03
IV
62.7%
B/E move
7.1%
Puts
Pseudo strike
11.13
IV
60.1%
B/E move
5.8%

55Δ

Calls
Pseudo strike
10.84
IV
64.2%
B/E move
6.2%
Puts
Pseudo strike
11.32
IV
59.9%
B/E move
5.1%

60Δ

Calls
Pseudo strike
10.66
IV
65.7%
B/E move
5.3%
Puts
Pseudo strike
11.50
IV
59.8%
B/E move
4.4%

65Δ

Calls
Pseudo strike
10.47
IV
67.1%
B/E move
4.3%
Puts
Pseudo strike
11.69
IV
59.6%
B/E move
3.7%

70Δ

Calls
Pseudo strike
10.29
IV
68.6%
B/E move
3.4%
Puts
Pseudo strike
11.87
IV
59.4%
B/E move
2.9%

75Δ

Calls
Pseudo strike
10.10
IV
70.1%
B/E move
2.5%
Puts
Pseudo strike
12.06
IV
59.3%
B/E move
2.2%

80Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
12.25
IV
59.1%
B/E move
1.5%

Options history

IV · four-Friday blend58.71%
Daily EOD
SFL37.4%48.8%60.3%2026-10-22: 38.98%2026-10-23: 50.52%2026-10-28: 58.71%Oct 22Oct 23Oct 28
3 observations2026-10-22 — 2026-10-28
Table
DateIV (%)
38.98%
50.52%
58.71%