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Arrow Financial Corporation Common Stock AROW

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Market datapartial · fetched 2026-11-12T02:58:56.847Z

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 · 2026-11-11T21:00:00.188534209Z

FundamentalsAlpha Vantage · unavailable

Share price$38.62
1D-0.6%
AH$38.29$38.44$38.60$38.76$38.915:30 AM6:30 AM9:00 AM1:00 PM2:00 PMAROW
Sold putSold callAH

Arrow Financial Corporation Common Stock options

Live interpolated AROW call and put midpoint premiums by absolute delta.Arrow Financial Corporation Common Stock$1.26$4.07$6.88$9.69$12.50$36.34$37.64$38.95$40.26$41.5720Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ20Δ C unavailable: no unambiguous, price-consistent delta bracketC —25Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —OPTION PRICELive AROW spot · $38.62AROW PRICE$2.35$2.35$2.39$2.43$2.59$2.81$3.04$3.27$3.50$3.72$3.95$2.35$1.56$1.74$1.92$2.10$2.28$2.45$3.00$5.18$7.35$9.52$11.69
Puts——
Calls——
Skew——
Implied moveBullish±$4.86
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ29.30286.2%30.2%
25Δ
30Δ51.18250.3%38.6%35.38126.0%12.4%
35Δ45.61196.1%24.2%36.17117.3%10.8%
40Δ43.07165.6%17.7%36.97108.6%9.2%
45Δ40.88137.9%12.1%37.7699.8%7.6%
50Δ39.58122.2%9.2%38.5691.1%6.1%
55Δ38.88114.4%8.0%39.3582.4%4.5%
60Δ38.18106.6%6.7%40.4377.6%3.1%
65Δ37.4898.8%5.5%42.7589.6%2.7%
70Δ36.7891.1%4.3%45.07101.7%2.3%
75Δ36.0983.3%3.1%47.39113.7%1.9%
80Δ35.3975.5%1.9%49.71125.7%1.6%

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
29.30
IV
286.2%
B/E move
30.2%

25Δ

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

30Δ

Calls
Pseudo strike
51.18
IV
250.3%
B/E move
38.6%
Puts
Pseudo strike
35.38
IV
126.0%
B/E move
12.4%

35Δ

Calls
Pseudo strike
45.61
IV
196.1%
B/E move
24.2%
Puts
Pseudo strike
36.17
IV
117.3%
B/E move
10.8%

40Δ

Calls
Pseudo strike
43.07
IV
165.6%
B/E move
17.7%
Puts
Pseudo strike
36.97
IV
108.6%
B/E move
9.2%

45Δ

Calls
Pseudo strike
40.88
IV
137.9%
B/E move
12.1%
Puts
Pseudo strike
37.76
IV
99.8%
B/E move
7.6%

50Δ

Calls
Pseudo strike
39.58
IV
122.2%
B/E move
9.2%
Puts
Pseudo strike
38.56
IV
91.1%
B/E move
6.1%

55Δ

Calls
Pseudo strike
38.88
IV
114.4%
B/E move
8.0%
Puts
Pseudo strike
39.35
IV
82.4%
B/E move
4.5%

60Δ

Calls
Pseudo strike
38.18
IV
106.6%
B/E move
6.7%
Puts
Pseudo strike
40.43
IV
77.6%
B/E move
3.1%

65Δ

Calls
Pseudo strike
37.48
IV
98.8%
B/E move
5.5%
Puts
Pseudo strike
42.75
IV
89.6%
B/E move
2.7%

70Δ

Calls
Pseudo strike
36.78
IV
91.1%
B/E move
4.3%
Puts
Pseudo strike
45.07
IV
101.7%
B/E move
2.3%

75Δ

Calls
Pseudo strike
36.09
IV
83.3%
B/E move
3.1%
Puts
Pseudo strike
47.39
IV
113.7%
B/E move
1.9%

80Δ

Calls
Pseudo strike
35.39
IV
75.5%
B/E move
1.9%
Puts
Pseudo strike
49.71
IV
125.7%
B/E move
1.6%

Options history

IV · four-Friday blend46.01%
Daily EOD
AROW37.9%42.3%46.6%2026-10-20: 43.92%2026-10-21: 38.53%2026-10-23: 44.06%2026-10-26: 44.52%2026-10-27: 43.97%2026-10-29: 46.01%Oct 20Oct 23Oct 29
6 observations2026-10-20 — 2026-10-29
Table
DateIV (%)
43.92%
38.53%
44.06%
44.52%
43.97%
46.01%