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Alerus Financial Corp ALRS

FINANCIAL SERVICES · BANKS - REGIONAL
i

Market dataready · fetched 2026-10-22T10:48:32.299Z

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 · 2026-10-21T20:00:03.574158911Z

FundamentalsAlpha Vantage · ready · quarter 2026-06-30 · fetched 2026-10-22T10:48:31.594726+00:00

Share price$31.34
1D-1.2%
AH$31.09$31.26$31.43$31.59$31.765:30 AM6:30 AM9:00 AM1:00 PM2:00 PMALRS
Sold putSold callAH

Alerus Financial Corp options

Live interpolated ALRS call and put midpoint premiums by absolute delta.Alerus Financial Corp$0.34$1.99$3.64$5.29$6.94$24.59$27.90$31.21$34.52$37.8320Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive ALRS spot · $31.34ALRS PRICE$0.52$0.80$1.09$1.37$1.66$1.94$2.22$2.51$2.79$3.29$4.35$5.41$6.47$2.31$1.63$0.95$1.00$1.36$1.72$2.08$2.44$2.79$3.15$3.51$3.87$5.30
PutsExpensive2.21×
CallsExpensive2.09×
SkewBearish+2.93 pp
Implied moveBullish±$4.30
TiltBullish3.4% CALL
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ34.4737.6%11.6%23.11183.9%33.6%
25Δ33.9640.7%10.9%26.11120.8%21.9%
30Δ33.4543.7%10.2%29.1157.7%10.1%
35Δ32.9346.8%9.5%30.3839.6%6.3%
40Δ32.4249.8%8.7%30.9340.4%5.7%
45Δ31.9152.9%8.0%31.4741.2%5.1%
50Δ31.4055.9%7.3%32.0142.0%4.5%
55Δ30.8959.0%6.6%32.5542.8%3.9%
60Δ30.3762.0%5.8%33.1043.6%3.3%
65Δ29.6666.4%5.1%33.6444.4%2.7%
70Δ28.4274.3%4.5%34.1845.1%2.1%
75Δ27.1782.2%3.9%34.7345.9%1.5%
80Δ25.9290.2%3.3%36.2952.3%1.1%

20Δ

Calls
Pseudo strike
34.47
IV
37.6%
B/E move
11.6%
Puts
Pseudo strike
23.11
IV
183.9%
B/E move
33.6%

25Δ

Calls
Pseudo strike
33.96
IV
40.7%
B/E move
10.9%
Puts
Pseudo strike
26.11
IV
120.8%
B/E move
21.9%

30Δ

Calls
Pseudo strike
33.45
IV
43.7%
B/E move
10.2%
Puts
Pseudo strike
29.11
IV
57.7%
B/E move
10.1%

35Δ

Calls
Pseudo strike
32.93
IV
46.8%
B/E move
9.5%
Puts
Pseudo strike
30.38
IV
39.6%
B/E move
6.3%

40Δ

Calls
Pseudo strike
32.42
IV
49.8%
B/E move
8.7%
Puts
Pseudo strike
30.93
IV
40.4%
B/E move
5.7%

45Δ

Calls
Pseudo strike
31.91
IV
52.9%
B/E move
8.0%
Puts
Pseudo strike
31.47
IV
41.2%
B/E move
5.1%

50Δ

Calls
Pseudo strike
31.40
IV
55.9%
B/E move
7.3%
Puts
Pseudo strike
32.01
IV
42.0%
B/E move
4.5%

55Δ

Calls
Pseudo strike
30.89
IV
59.0%
B/E move
6.6%
Puts
Pseudo strike
32.55
IV
42.8%
B/E move
3.9%

60Δ

Calls
Pseudo strike
30.37
IV
62.0%
B/E move
5.8%
Puts
Pseudo strike
33.10
IV
43.6%
B/E move
3.3%

65Δ

Calls
Pseudo strike
29.66
IV
66.4%
B/E move
5.1%
Puts
Pseudo strike
33.64
IV
44.4%
B/E move
2.7%

70Δ

Calls
Pseudo strike
28.42
IV
74.3%
B/E move
4.5%
Puts
Pseudo strike
34.18
IV
45.1%
B/E move
2.1%

75Δ

Calls
Pseudo strike
27.17
IV
82.2%
B/E move
3.9%
Puts
Pseudo strike
34.73
IV
45.9%
B/E move
1.5%

80Δ

Calls
Pseudo strike
25.92
IV
90.2%
B/E move
3.3%
Puts
Pseudo strike
36.29
IV
52.3%
B/E move
1.1%

Options history

No recorded observations