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Arrow Financial Corporation AROW

FINANCIAL SERVICES · BANKS - REGIONAL
i

Market dataready · fetched 2026-10-22T23:21:23.473Z

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 · 2026-10-22T20:00:00.081447221Z

FundamentalsAlpha Vantage · ready · quarter 2026-06-30 · fetched 2026-10-22T23:21:21.732833+00:00

Share price$38.15
1D+2.4%
AH$37.16$37.48$37.79$38.10$38.425:30 AM6:30 AM9:00 AM1:00 PM2:00 PMAROW
Sold putSold callAH

Arrow Financial Corporation options

Live interpolated AROW call and put midpoint premiums by absolute delta.Arrow Financial Corporation$2.24$4.16$6.08$8.00$9.92$26.61$31.97$37.33$42.68$48.0420Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive AROW spot · $38.15AROW PRICE$2.45$2.45$2.45$2.45$2.52$2.61$2.70$2.79$2.87$2.96$3.05$2.45$2.48$2.52$2.56$2.61$2.65$2.69$2.73$2.78$3.46$4.87$6.27$9.36
PutsExpensive3.39×
CallsExpensive2.39×
SkewBearish+15.35 pp
Implied moveBearish±$5.22
TiltBearish23.6% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ28.77164.6%31.0%
25Δ30.85140.4%25.6%
30Δ51.99147.3%42.7%32.07127.3%22.6%
35Δ45.84115.2%26.6%33.28114.1%19.5%
40Δ42.8995.1%18.8%34.50100.9%16.4%
45Δ40.3876.8%12.3%35.7187.7%13.3%
50Δ39.5469.3%10.2%36.9374.6%10.3%
55Δ38.9963.7%9.0%38.1461.4%7.2%
60Δ38.4458.1%7.8%39.3648.2%4.1%
65Δ37.8952.5%6.6%40.7144.4%2.4%
70Δ37.3446.9%5.4%42.2251.2%2.1%
75Δ36.8041.3%4.2%43.7358.0%1.8%
80Δ36.2535.7%3.0%46.8674.5%1.7%

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
28.77
IV
164.6%
B/E move
31.0%

25Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
30.85
IV
140.4%
B/E move
25.6%

30Δ

Calls
Pseudo strike
51.99
IV
147.3%
B/E move
42.7%
Puts
Pseudo strike
32.07
IV
127.3%
B/E move
22.6%

35Δ

Calls
Pseudo strike
45.84
IV
115.2%
B/E move
26.6%
Puts
Pseudo strike
33.28
IV
114.1%
B/E move
19.5%

40Δ

Calls
Pseudo strike
42.89
IV
95.1%
B/E move
18.8%
Puts
Pseudo strike
34.50
IV
100.9%
B/E move
16.4%

45Δ

Calls
Pseudo strike
40.38
IV
76.8%
B/E move
12.3%
Puts
Pseudo strike
35.71
IV
87.7%
B/E move
13.3%

50Δ

Calls
Pseudo strike
39.54
IV
69.3%
B/E move
10.2%
Puts
Pseudo strike
36.93
IV
74.6%
B/E move
10.3%

55Δ

Calls
Pseudo strike
38.99
IV
63.7%
B/E move
9.0%
Puts
Pseudo strike
38.14
IV
61.4%
B/E move
7.2%

60Δ

Calls
Pseudo strike
38.44
IV
58.1%
B/E move
7.8%
Puts
Pseudo strike
39.36
IV
48.2%
B/E move
4.1%

65Δ

Calls
Pseudo strike
37.89
IV
52.5%
B/E move
6.6%
Puts
Pseudo strike
40.71
IV
44.4%
B/E move
2.4%

70Δ

Calls
Pseudo strike
37.34
IV
46.9%
B/E move
5.4%
Puts
Pseudo strike
42.22
IV
51.2%
B/E move
2.1%

75Δ

Calls
Pseudo strike
36.80
IV
41.3%
B/E move
4.2%
Puts
Pseudo strike
43.73
IV
58.0%
B/E move
1.8%

80Δ

Calls
Pseudo strike
36.25
IV
35.7%
B/E move
3.0%
Puts
Pseudo strike
46.86
IV
74.5%
B/E move
1.7%

Options history

AROW38.0941.2244.352026-10-20: 43.92%2026-10-21: 38.53%Oct 20Oct 21
Table
DateIV
43.92%
38.53%