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Associated Banc-Corp ASB

FINANCIAL SERVICES · BANKS - REGIONAL
i

Market dataready · fetched 2026-10-22T08:27:24.702Z

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 · 2026-10-21T23:00:00.00329665Z

FundamentalsAlpha Vantage · ready · quarter 2026-06-30 · fetched 2026-10-22T08:27:22.448675+00:00

Share price$29.18
1D+0.3%
AH$29.03$29.10$29.16$29.23$29.295:30 AM6:30 AM9:00 AM1:00 PM2:00 PMASB
Sold putSold callAH

Associated Banc-Corp options

Live interpolated ASB call and put midpoint premiums by absolute delta.Associated Banc-Corp$0.22$2.68$5.13$7.59$10.04$24.89$27.82$30.74$33.66$36.5820Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive ASB spot · $29.18ASB PRICE$0.52$0.70$0.88$1.06$1.24$1.41$2.25$3.43$4.61$5.79$6.97$8.15$9.33$0.49$0.59$0.69$0.80$0.90$1.00$1.10$1.20$1.31$1.88$2.57$3.25$3.94
PutsExpensive1.43×
CallsExpensive2.65×
SkewBullish-37.60 pp
Implied moveBullish±$3.35
TiltBullish40.3% CALL
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ34.3457.6%19.5%25.6053.2%13.9%
25Δ33.5357.0%17.3%26.1450.1%12.5%
30Δ32.7156.5%15.1%26.6747.0%11.0%
35Δ31.9056.0%12.9%27.2143.8%9.5%
40Δ31.0955.4%10.8%27.7540.7%8.0%
45Δ30.2854.9%8.6%28.2937.6%6.5%
50Δ29.1061.5%7.4%28.8234.4%5.0%
55Δ27.7371.7%6.8%29.3631.3%3.5%
60Δ26.3682.0%6.1%29.9028.2%2.0%
65Δ24.9992.3%5.5%30.6229.2%1.5%
70Δ23.62102.6%4.8%31.3931.1%1.2%
75Δ22.25112.8%4.2%32.1633.0%1.0%
80Δ20.89123.1%3.6%32.9235.0%0.7%

20Δ

Calls
Pseudo strike
34.34
IV
57.6%
B/E move
19.5%
Puts
Pseudo strike
25.60
IV
53.2%
B/E move
13.9%

25Δ

Calls
Pseudo strike
33.53
IV
57.0%
B/E move
17.3%
Puts
Pseudo strike
26.14
IV
50.1%
B/E move
12.5%

30Δ

Calls
Pseudo strike
32.71
IV
56.5%
B/E move
15.1%
Puts
Pseudo strike
26.67
IV
47.0%
B/E move
11.0%

35Δ

Calls
Pseudo strike
31.90
IV
56.0%
B/E move
12.9%
Puts
Pseudo strike
27.21
IV
43.8%
B/E move
9.5%

40Δ

Calls
Pseudo strike
31.09
IV
55.4%
B/E move
10.8%
Puts
Pseudo strike
27.75
IV
40.7%
B/E move
8.0%

45Δ

Calls
Pseudo strike
30.28
IV
54.9%
B/E move
8.6%
Puts
Pseudo strike
28.29
IV
37.6%
B/E move
6.5%

50Δ

Calls
Pseudo strike
29.10
IV
61.5%
B/E move
7.4%
Puts
Pseudo strike
28.82
IV
34.4%
B/E move
5.0%

55Δ

Calls
Pseudo strike
27.73
IV
71.7%
B/E move
6.8%
Puts
Pseudo strike
29.36
IV
31.3%
B/E move
3.5%

60Δ

Calls
Pseudo strike
26.36
IV
82.0%
B/E move
6.1%
Puts
Pseudo strike
29.90
IV
28.2%
B/E move
2.0%

65Δ

Calls
Pseudo strike
24.99
IV
92.3%
B/E move
5.5%
Puts
Pseudo strike
30.62
IV
29.2%
B/E move
1.5%

70Δ

Calls
Pseudo strike
23.62
IV
102.6%
B/E move
4.8%
Puts
Pseudo strike
31.39
IV
31.1%
B/E move
1.2%

75Δ

Calls
Pseudo strike
22.25
IV
112.8%
B/E move
4.2%
Puts
Pseudo strike
32.16
IV
33.0%
B/E move
1.0%

80Δ

Calls
Pseudo strike
20.89
IV
123.1%
B/E move
3.6%
Puts
Pseudo strike
32.92
IV
35.0%
B/E move
0.7%

Options history

No recorded observations