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Amerant Bancorp Inc. AMTB

FINANCIAL SERVICES · BANKS - REGIONAL
i

Market dataready · fetched 2026-11-13T01:14:24.367Z

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 · 2026-11-13T00:00:00.003525515Z

FundamentalsAlpha Vantage · ready · quarter 2026-09-30 · fetched 2026-11-13T01:14:23.781071+00:00

Share price$30.42
1D+1.0%
AH$30.11$30.19$30.28$30.36$30.445:30 AM6:30 AM9:00 AM1:00 PM2:00 PMAMTB
Sold putSold callAH

Amerant Bancorp Inc. options

Live interpolated AMTB call and put midpoint premiums by absolute delta.Amerant Bancorp Inc.$1.85$3.26$4.66$6.07$7.48$-0.12$0.19$0.50$0.81$1.1220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ20Δ C unavailable: no unambiguous, price-consistent delta bracketC —25Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —30Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —35Δ P unavailable: no unambiguous, price-consistent delta bracketP —40Δ P unavailable: no unambiguous, price-consistent delta bracketP —45Δ P unavailable: no unambiguous, price-consistent delta bracketP —50Δ P unavailable: no unambiguous, price-consistent delta bracketP —55Δ P unavailable: no unambiguous, price-consistent delta bracketP —60Δ P unavailable: no unambiguous, price-consistent delta bracketP —65Δ P unavailable: no unambiguous, price-consistent delta bracketP —70Δ P unavailable: no unambiguous, price-consistent delta bracketP —75Δ P unavailable: no unambiguous, price-consistent delta bracketP —80Δ P unavailable: no unambiguous, price-consistent delta bracketP —OPTION PRICEAMTB PRICE$2.00$2.05$2.14$2.23$2.32$2.99$4.01$5.03$6.05$7.07$2.00
Puts——
Calls——
Skew——
Implied move——
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ22.90318.2%31.3%
25Δ
30Δ
35Δ36.97229.9%28.1%
40Δ34.34192.0%19.6%
45Δ33.05170.7%15.7%
50Δ31.76149.4%11.7%
55Δ30.48128.1%7.8%
60Δ29.23129.2%5.9%
65Δ28.00143.4%5.3%
70Δ26.78157.5%4.6%
75Δ25.56171.7%3.9%
80Δ24.33185.9%3.2%

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
22.90
IV
318.2%
B/E move
31.3%

25Δ

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

30Δ

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

35Δ

Calls
Pseudo strike
36.97
IV
229.9%
B/E move
28.1%
Puts
Pseudo strike
IV
B/E move

40Δ

Calls
Pseudo strike
34.34
IV
192.0%
B/E move
19.6%
Puts
Pseudo strike
IV
B/E move

45Δ

Calls
Pseudo strike
33.05
IV
170.7%
B/E move
15.7%
Puts
Pseudo strike
IV
B/E move

50Δ

Calls
Pseudo strike
31.76
IV
149.4%
B/E move
11.7%
Puts
Pseudo strike
IV
B/E move

55Δ

Calls
Pseudo strike
30.48
IV
128.1%
B/E move
7.8%
Puts
Pseudo strike
IV
B/E move

60Δ

Calls
Pseudo strike
29.23
IV
129.2%
B/E move
5.9%
Puts
Pseudo strike
IV
B/E move

65Δ

Calls
Pseudo strike
28.00
IV
143.4%
B/E move
5.3%
Puts
Pseudo strike
IV
B/E move

70Δ

Calls
Pseudo strike
26.78
IV
157.5%
B/E move
4.6%
Puts
Pseudo strike
IV
B/E move

75Δ

Calls
Pseudo strike
25.56
IV
171.7%
B/E move
3.9%
Puts
Pseudo strike
IV
B/E move

80Δ

Calls
Pseudo strike
24.33
IV
185.9%
B/E move
3.2%
Puts
Pseudo strike
IV
B/E move

Options history

IV · four-Friday blend45.54%
Daily close
AMTB31.3%67.7%104.0%2026-08-25: 52.70%2026-08-26: 40.58%2026-09-01: 53.43%2026-09-04: 48.80%2026-09-08: 47.24%2026-09-10: 60.69%2026-09-11: 51.20%2026-09-16: 99.02%2026-09-18: 43.57%2026-09-21: 36.34%2026-09-22: 48.89%2026-09-23: 46.06%2026-09-24: 44.21%2026-09-25: 46.96%2026-09-28: 40.73%2026-09-30: 56.57%2026-10-01: 48.91%2026-10-02: 56.04%2026-10-05: 43.81%2026-10-07: 60.88%2026-10-08: 58.99%2026-10-09: 66.00%2026-10-12: 65.21%2026-10-16: 40.98%2026-10-19: 49.72%2026-10-20: 37.41%2026-10-21: 41.69%2026-10-22: 47.36%2026-10-23: 52.14%2026-10-28: 50.02%2026-10-29: 36.46%2026-10-30: 45.54%Aug 25Sep 30Oct 30
32 observations2026-08-25 — 2026-10-30
Table
DateIV (%)
52.70%
40.58%
53.43%
48.80%
47.24%
60.69%
51.20%
99.02%
43.57%
36.34%
48.89%
46.06%
44.21%
46.96%
40.73%
56.57%
48.91%
56.04%
43.81%
60.88%
58.99%
66.00%
65.21%
40.98%
49.72%
37.41%
41.69%
47.36%
52.14%
50.02%
36.46%
45.54%