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Ameris Bancorp ABCB

FINANCIAL SERVICES · BANKS - REGIONAL
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Market dataready · fetched 2026-11-11T13:55:26.233Z

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 · 2026-11-11T13:16:57.839148423Z

FundamentalsAlpha Vantage · ready · quarter 2026-09-30 · fetched 2026-11-11T13:55:25.859753+00:00

Share price$82.95
1D
Price history unavailable.

Ameris Bancorp options

Live interpolated ABCB call and put midpoint premiums by absolute delta.Ameris Bancorp$0.47$2.31$4.14$5.98$7.82$76.32$81.15$85.98$90.81$95.6320Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive ABCB spot · $82.95ABCB PRICE$2.45$2.45$2.45$2.51$2.62$2.79$3.08$3.37$3.66$3.95$4.24$5.73$7.29$0.66$0.80$1.02$1.28$1.53$1.78$2.03$2.28$2.54$2.79$3.40$4.21$5.01
PutsExpensive1.36×
CallsExpensive2.17×
SkewBullish-45.77 pp
Implied moveBullish±$5.11
TiltBullish22.7% CALL
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ112.38190.4%38.4%77.8745.9%6.9%
25Δ98.89138.5%22.2%79.6339.7%5.0%
30Δ92.40107.2%14.3%80.4837.8%4.2%
35Δ88.8288.5%10.1%81.1037.1%3.8%
40Δ86.5776.7%7.5%81.7136.4%3.3%
45Δ84.7167.3%5.5%82.3335.7%2.9%
50Δ83.7863.5%4.7%82.9435.0%2.5%
55Δ82.8559.6%3.9%83.5634.3%2.0%
60Δ81.9155.8%3.2%84.1733.5%1.6%
65Δ80.9852.0%2.4%84.7932.8%1.1%
70Δ80.0448.1%1.6%85.6232.8%0.9%
75Δ78.3554.1%1.4%86.5833.1%0.7%
80Δ76.6260.7%1.2%87.5333.4%0.5%

20Δ

Calls
Pseudo strike
112.38
IV
190.4%
B/E move
38.4%
Puts
Pseudo strike
77.87
IV
45.9%
B/E move
6.9%

25Δ

Calls
Pseudo strike
98.89
IV
138.5%
B/E move
22.2%
Puts
Pseudo strike
79.63
IV
39.7%
B/E move
5.0%

30Δ

Calls
Pseudo strike
92.40
IV
107.2%
B/E move
14.3%
Puts
Pseudo strike
80.48
IV
37.8%
B/E move
4.2%

35Δ

Calls
Pseudo strike
88.82
IV
88.5%
B/E move
10.1%
Puts
Pseudo strike
81.10
IV
37.1%
B/E move
3.8%

40Δ

Calls
Pseudo strike
86.57
IV
76.7%
B/E move
7.5%
Puts
Pseudo strike
81.71
IV
36.4%
B/E move
3.3%

45Δ

Calls
Pseudo strike
84.71
IV
67.3%
B/E move
5.5%
Puts
Pseudo strike
82.33
IV
35.7%
B/E move
2.9%

50Δ

Calls
Pseudo strike
83.78
IV
63.5%
B/E move
4.7%
Puts
Pseudo strike
82.94
IV
35.0%
B/E move
2.5%

55Δ

Calls
Pseudo strike
82.85
IV
59.6%
B/E move
3.9%
Puts
Pseudo strike
83.56
IV
34.3%
B/E move
2.0%

60Δ

Calls
Pseudo strike
81.91
IV
55.8%
B/E move
3.2%
Puts
Pseudo strike
84.17
IV
33.5%
B/E move
1.6%

65Δ

Calls
Pseudo strike
80.98
IV
52.0%
B/E move
2.4%
Puts
Pseudo strike
84.79
IV
32.8%
B/E move
1.1%

70Δ

Calls
Pseudo strike
80.04
IV
48.1%
B/E move
1.6%
Puts
Pseudo strike
85.62
IV
32.8%
B/E move
0.9%

75Δ

Calls
Pseudo strike
78.35
IV
54.1%
B/E move
1.4%
Puts
Pseudo strike
86.58
IV
33.1%
B/E move
0.7%

80Δ

Calls
Pseudo strike
76.62
IV
60.7%
B/E move
1.2%
Puts
Pseudo strike
87.53
IV
33.4%
B/E move
0.5%

Options history

IV · four-Friday blend31.60%
Daily close
ABCB23.0%39.1%55.1%2026-08-13: 26.72%2026-08-17: 39.04%2026-08-21: 27.53%2026-08-24: 27.74%2026-08-25: 28.17%2026-08-26: 25.38%2026-08-27: 25.25%2026-08-28: 26.99%2026-08-31: 26.01%2026-09-01: 27.44%2026-09-02: 25.71%2026-09-03: 29.05%2026-09-04: 29.26%2026-09-09: 30.80%2026-09-11: 32.39%2026-09-14: 35.42%2026-09-15: 37.47%2026-09-17: 52.92%2026-09-18: 27.82%2026-09-21: 26.98%2026-09-22: 28.34%2026-09-23: 27.57%2026-09-24: 29.10%2026-09-25: 30.04%2026-09-28: 28.35%2026-09-29: 27.98%2026-09-30: 27.58%2026-10-01: 29.38%2026-10-02: 31.22%2026-10-07: 35.81%2026-10-09: 33.42%2026-10-12: 42.29%2026-10-13: 43.52%2026-10-16: 29.97%2026-10-19: 30.05%2026-10-20: 30.29%2026-10-21: 30.36%2026-10-22: 31.80%2026-10-23: 29.81%2026-10-26: 29.97%2026-10-27: 29.94%2026-10-28: 29.36%2026-10-29: 28.63%2026-10-30: 31.60%Aug 13Sep 23Oct 30
44 observations2026-08-13 — 2026-10-30
Table
DateIV (%)
26.72%
39.04%
27.53%
27.74%
28.17%
25.38%
25.25%
26.99%
26.01%
27.44%
25.71%
29.05%
29.26%
30.80%
32.39%
35.42%
37.47%
52.92%
27.82%
26.98%
28.34%
27.57%
29.10%
30.04%
28.35%
27.98%
27.58%
29.38%
31.22%
35.81%
33.42%
42.29%
43.52%
29.97%
30.05%
30.29%
30.36%
31.80%
29.81%
29.97%
29.94%
29.36%
28.63%
31.60%