IntraAlpha
Create free account Start free

SYNCHRONY FINANCIAL SYF

FINANCIAL SERVICES · CREDIT SERVICES
i

Market dataready · fetched 2026-11-04T03:22:16.368Z

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 · 2026-11-04T00:00:00.002549704Z

FundamentalsAlpha Vantage · ready · quarter 2026-09-30 · fetched 2026-11-04T03:22:12.366200+00:00

Share price$75.18
1D-1.4%
AH$74.77$75.20$75.63$76.06$76.485:30 AM6:30 AM9:00 AM1:00 PM2:00 PMSYF
Sold putSold callAH

SYNCHRONY FINANCIAL options

Live interpolated SYF call and put midpoint premiums by absolute delta.SYNCHRONY FINANCIAL$0.46$2.05$3.64$5.23$6.82$67.58$71.37$75.16$78.94$82.7320Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive SYF spot · $75.18SYF PRICE$0.63$0.82$1.01$1.20$1.49$1.80$2.10$2.45$2.94$3.43$3.92$4.53$5.14$0.77$1.02$1.27$1.59$1.93$2.26$2.61$2.96$3.31$3.83$4.66$5.49$6.36
PutsFair1.04×
CallsCheap0.91×
SkewBearish+3.86 pp
Implied moveBearish±$4.71
TiltBearish9.5% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ80.7335.9%8.2%70.1940.7%7.7%
25Δ79.5434.9%6.9%71.2439.9%6.6%
30Δ78.5733.8%5.9%72.2839.2%5.6%
35Δ77.6032.7%4.8%73.1539.0%4.8%
40Δ76.8932.8%4.3%73.9638.9%4.2%
45Δ76.2033.1%3.7%74.7838.8%3.5%
50Δ75.5233.3%3.2%75.5438.0%3.0%
55Δ74.8133.7%2.8%76.2836.9%2.5%
60Δ74.0534.4%2.4%77.0135.7%2.0%
65Δ73.3035.1%2.1%77.8535.5%1.5%
70Δ72.5435.8%1.7%78.8836.9%1.3%
75Δ71.6935.2%1.4%79.9238.3%1.0%
80Δ70.8534.6%1.1%81.0137.6%0.7%

20Δ

Calls
Pseudo strike
80.73
IV
35.9%
B/E move
8.2%
Puts
Pseudo strike
70.19
IV
40.7%
B/E move
7.7%

25Δ

Calls
Pseudo strike
79.54
IV
34.9%
B/E move
6.9%
Puts
Pseudo strike
71.24
IV
39.9%
B/E move
6.6%

30Δ

Calls
Pseudo strike
78.57
IV
33.8%
B/E move
5.9%
Puts
Pseudo strike
72.28
IV
39.2%
B/E move
5.6%

35Δ

Calls
Pseudo strike
77.60
IV
32.7%
B/E move
4.8%
Puts
Pseudo strike
73.15
IV
39.0%
B/E move
4.8%

40Δ

Calls
Pseudo strike
76.89
IV
32.8%
B/E move
4.3%
Puts
Pseudo strike
73.96
IV
38.9%
B/E move
4.2%

45Δ

Calls
Pseudo strike
76.20
IV
33.1%
B/E move
3.7%
Puts
Pseudo strike
74.78
IV
38.8%
B/E move
3.5%

50Δ

Calls
Pseudo strike
75.52
IV
33.3%
B/E move
3.2%
Puts
Pseudo strike
75.54
IV
38.0%
B/E move
3.0%

55Δ

Calls
Pseudo strike
74.81
IV
33.7%
B/E move
2.8%
Puts
Pseudo strike
76.28
IV
36.9%
B/E move
2.5%

60Δ

Calls
Pseudo strike
74.05
IV
34.4%
B/E move
2.4%
Puts
Pseudo strike
77.01
IV
35.7%
B/E move
2.0%

65Δ

Calls
Pseudo strike
73.30
IV
35.1%
B/E move
2.1%
Puts
Pseudo strike
77.85
IV
35.5%
B/E move
1.5%

70Δ

Calls
Pseudo strike
72.54
IV
35.8%
B/E move
1.7%
Puts
Pseudo strike
78.88
IV
36.9%
B/E move
1.3%

75Δ

Calls
Pseudo strike
71.69
IV
35.2%
B/E move
1.4%
Puts
Pseudo strike
79.92
IV
38.3%
B/E move
1.0%

80Δ

Calls
Pseudo strike
70.85
IV
34.6%
B/E move
1.1%
Puts
Pseudo strike
81.01
IV
37.6%
B/E move
0.7%

Options history

IV · four-Friday blend31.79%
Daily EOD
SYF30.1%31.4%32.7%2026-10-19: 32.56%2026-10-20: 30.49%2026-10-21: 31.14%2026-10-22: 31.04%2026-10-23: 31.06%2026-10-26: 31.25%2026-10-27: 30.73%2026-10-28: 30.51%2026-10-29: 30.32%2026-10-30: 31.79%Oct 19Oct 23Oct 30
10 observations2026-10-19 — 2026-10-30
Table
DateIV (%)
32.56%
30.49%
31.14%
31.04%
31.06%
31.25%
30.73%
30.51%
30.32%
31.79%