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Summit Midstream Corporation SMC

ENERGY · OIL & GAS MIDSTREAM
i

Market dataready · fetched 2026-11-07T21:43:04.630Z

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 · 2026-11-07T00:00:00.003706361Z

FundamentalsAlpha Vantage · ready · quarter 2026-06-30 · fetched 2026-11-07T21:43:04.208786+00:00

Share price$27.13
1D+2.4%
AH$26.02$26.42$26.83$27.24$27.645:30 AM6:30 AM9:00 AM1:00 PM2:00 PMSMC
Sold putSold callAH

Summit Midstream Corporation options

Live interpolated SMC call and put midpoint premiums by absolute delta.Summit Midstream Corporation$0.50$1.18$1.86$2.54$3.23$22.75$25.23$27.72$30.20$32.6820Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ20Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —80Δ C unavailable: no unambiguous, price-consistent delta bracketC —OPTION PRICELive SMC spot · $27.13SMC PRICE$1.54$1.73$1.75$1.75$1.87$1.98$2.10$2.22$2.34$2.45$2.57$0.57$0.79$1.02$1.24$1.46$1.69$1.91$2.14$2.36$2.58$2.81$3.03
Puts——
Calls——
Skew——
Implied moveBullish±$3.67
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ
25Δ41.99250.9%60.4%25.1366.6%9.5%
30Δ36.94218.8%42.6%25.5665.6%8.7%
35Δ33.03176.4%28.2%25.9964.6%7.9%
40Δ30.06138.6%17.2%26.4263.6%7.2%
45Δ29.34128.2%15.0%26.8562.6%6.4%
50Δ28.67118.2%13.0%27.2861.6%5.7%
55Δ27.99108.3%10.9%27.7160.6%4.9%
60Δ27.3298.4%8.9%28.1459.6%4.1%
65Δ26.6588.5%6.8%28.5758.6%3.4%
70Δ25.9778.6%4.8%29.0057.6%2.6%
75Δ25.3068.6%2.7%29.4356.6%1.8%
80Δ29.8655.6%1.1%

20Δ

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

25Δ

Calls
Pseudo strike
41.99
IV
250.9%
B/E move
60.4%
Puts
Pseudo strike
25.13
IV
66.6%
B/E move
9.5%

30Δ

Calls
Pseudo strike
36.94
IV
218.8%
B/E move
42.6%
Puts
Pseudo strike
25.56
IV
65.6%
B/E move
8.7%

35Δ

Calls
Pseudo strike
33.03
IV
176.4%
B/E move
28.2%
Puts
Pseudo strike
25.99
IV
64.6%
B/E move
7.9%

40Δ

Calls
Pseudo strike
30.06
IV
138.6%
B/E move
17.2%
Puts
Pseudo strike
26.42
IV
63.6%
B/E move
7.2%

45Δ

Calls
Pseudo strike
29.34
IV
128.2%
B/E move
15.0%
Puts
Pseudo strike
26.85
IV
62.6%
B/E move
6.4%

50Δ

Calls
Pseudo strike
28.67
IV
118.2%
B/E move
13.0%
Puts
Pseudo strike
27.28
IV
61.6%
B/E move
5.7%

55Δ

Calls
Pseudo strike
27.99
IV
108.3%
B/E move
10.9%
Puts
Pseudo strike
27.71
IV
60.6%
B/E move
4.9%

60Δ

Calls
Pseudo strike
27.32
IV
98.4%
B/E move
8.9%
Puts
Pseudo strike
28.14
IV
59.6%
B/E move
4.1%

65Δ

Calls
Pseudo strike
26.65
IV
88.5%
B/E move
6.8%
Puts
Pseudo strike
28.57
IV
58.6%
B/E move
3.4%

70Δ

Calls
Pseudo strike
25.97
IV
78.6%
B/E move
4.8%
Puts
Pseudo strike
29.00
IV
57.6%
B/E move
2.6%

75Δ

Calls
Pseudo strike
25.30
IV
68.6%
B/E move
2.7%
Puts
Pseudo strike
29.43
IV
56.6%
B/E move
1.8%

80Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
29.86
IV
55.6%
B/E move
1.1%

Options history

IV · four-Friday blend61.27%
Daily EOD
SMC55.2%67.4%79.6%2026-10-19: 74.96%2026-10-20: 75.63%2026-10-21: 56.84%2026-10-23: 62.25%2026-10-26: 77.89%2026-10-27: 61.27%Oct 19Oct 21Oct 27
6 observations2026-10-19 — 2026-10-27
Table
DateIV (%)
74.96%
75.63%
56.84%
62.25%
77.89%
61.27%