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Ameris Bancorp ABCB

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Market datapartial · fetched 2026-10-22T05:14:48.732Z

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 and implied move: recorded expiration-specific observations.

History data

PriceAlpaca · sip · 2026-10-21T23:00:00.003697041Z

FundamentalsAlpha Vantage · unavailable

Share price$80.62
1D+0.2%
AH$80.06$80.28$80.49$80.70$80.925:30 AM6:30 AM9:00 AM1:00 PM2:00 PMABCB
Sold putSold callAH

Ameris Bancorp options

Live interpolated ABCB call and put midpoint premiums by absolute delta.Ameris Bancorp$2.19$3.77$5.36$6.95$8.54$68.50$75.03$81.56$88.09$94.6120Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive ABCB spot · $80.62ABCB PRICE$2.45$2.45$2.45$2.45$2.64$2.98$3.32$3.67$4.32$5.07$5.82$6.58$7.97$2.45$2.49$2.53$2.44$2.36$2.52$3.13$3.75$4.37$4.99$5.70$6.89$8.08
PutsExpensive1.93×
CallsExpensive2.37×
SkewBullish-8.17 pp
Implied moveBullish±$6.46
TiltBalanced0.5% CALL
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ110.70110.0%40.3%67.7585.8%19.0%
25Δ97.0080.1%23.4%72.1867.6%13.6%
30Δ90.0361.2%14.7%75.3454.8%9.7%
35Δ86.5549.6%10.4%77.1045.4%7.4%
40Δ84.2743.3%7.8%78.8636.1%5.1%
45Δ82.9641.2%6.6%80.3430.2%3.5%
50Δ81.6439.2%5.4%81.3030.7%3.0%
55Δ80.3237.1%4.2%82.2731.1%2.6%
60Δ79.1236.7%3.5%83.2331.5%2.2%
65Δ77.9737.0%3.0%84.2032.0%1.7%
70Δ76.8137.2%2.5%85.2432.4%1.3%
75Δ75.6537.4%2.0%86.7032.6%1.0%
80Δ73.9239.4%1.6%88.1532.9%0.7%

20Δ

Calls
Pseudo strike
110.70
IV
110.0%
B/E move
40.3%
Puts
Pseudo strike
67.75
IV
85.8%
B/E move
19.0%

25Δ

Calls
Pseudo strike
97.00
IV
80.1%
B/E move
23.4%
Puts
Pseudo strike
72.18
IV
67.6%
B/E move
13.6%

30Δ

Calls
Pseudo strike
90.03
IV
61.2%
B/E move
14.7%
Puts
Pseudo strike
75.34
IV
54.8%
B/E move
9.7%

35Δ

Calls
Pseudo strike
86.55
IV
49.6%
B/E move
10.4%
Puts
Pseudo strike
77.10
IV
45.4%
B/E move
7.4%

40Δ

Calls
Pseudo strike
84.27
IV
43.3%
B/E move
7.8%
Puts
Pseudo strike
78.86
IV
36.1%
B/E move
5.1%

45Δ

Calls
Pseudo strike
82.96
IV
41.2%
B/E move
6.6%
Puts
Pseudo strike
80.34
IV
30.2%
B/E move
3.5%

50Δ

Calls
Pseudo strike
81.64
IV
39.2%
B/E move
5.4%
Puts
Pseudo strike
81.30
IV
30.7%
B/E move
3.0%

55Δ

Calls
Pseudo strike
80.32
IV
37.1%
B/E move
4.2%
Puts
Pseudo strike
82.27
IV
31.1%
B/E move
2.6%

60Δ

Calls
Pseudo strike
79.12
IV
36.7%
B/E move
3.5%
Puts
Pseudo strike
83.23
IV
31.5%
B/E move
2.2%

65Δ

Calls
Pseudo strike
77.97
IV
37.0%
B/E move
3.0%
Puts
Pseudo strike
84.20
IV
32.0%
B/E move
1.7%

70Δ

Calls
Pseudo strike
76.81
IV
37.2%
B/E move
2.5%
Puts
Pseudo strike
85.24
IV
32.4%
B/E move
1.3%

75Δ

Calls
Pseudo strike
75.65
IV
37.4%
B/E move
2.0%
Puts
Pseudo strike
86.70
IV
32.6%
B/E move
1.0%

80Δ

Calls
Pseudo strike
73.92
IV
39.4%
B/E move
1.6%
Puts
Pseudo strike
88.15
IV
32.9%
B/E move
0.7%

Options history

No recorded observations