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AmeriServ Financial Inc. Common Stock ASRV

FINANCIAL SERVICES · BANKS - REGIONAL
i

Market dataready · fetched 2026-11-12T02:06:16.582Z

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 · 2026-11-11T21:00:00.915782819Z

FundamentalsAlpha Vantage · ready · quarter 2026-09-30 · fetched 2026-11-12T01:59:27.860759+00:00

Share price$4.74
1D-0.4%
AH$4.60$4.65$4.70$4.75$4.795:30 AM6:30 AM9:00 AM1:00 PM2:00 PMASRV
Sold putSold callAH

AmeriServ Financial Inc. Common Stock options

Live interpolated ASRV call and put midpoint premiums by absolute delta.AmeriServ Financial Inc. Common Stock$0.12$0.65$1.17$1.70$2.22$2.89$3.89$4.89$5.89$6.8920Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive ASRV spot · $4.74ASRV PRICE$0.18$0.24$0.31$0.37$0.43$0.49$0.56$0.71$0.90$1.09$1.28$1.47$1.66$0.23$0.28$0.32$0.37$0.41$0.46$0.50$0.54$0.82$1.14$1.45$1.76$2.07
PutsExpensive1.58×
CallsExpensive2.11×
SkewBullish-40.68 pp
Implied moveBullish±$1.06
TiltBearish3.3% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ7.19243.6%55.5%3.13309.1%38.8%
25Δ6.84241.8%49.5%3.39284.8%34.2%
30Δ6.49239.9%43.4%3.66260.6%29.6%
35Δ6.14238.1%37.4%3.92236.4%25.0%
40Δ5.79236.2%31.4%4.18212.1%20.5%
45Δ5.45234.3%25.3%4.44187.9%15.9%
50Δ5.10232.5%19.3%4.71163.7%11.3%
55Δ4.80234.1%16.3%4.97139.4%6.7%
60Δ4.52237.2%14.4%5.30143.3%5.5%
65Δ4.24240.3%12.5%5.65151.1%4.7%
70Δ3.96243.3%10.6%6.00158.8%4.0%
75Δ3.69246.4%8.8%6.34166.6%3.3%
80Δ3.41249.4%6.9%6.69174.4%2.6%

20Δ

Calls
Pseudo strike
7.19
IV
243.6%
B/E move
55.5%
Puts
Pseudo strike
3.13
IV
309.1%
B/E move
38.8%

25Δ

Calls
Pseudo strike
6.84
IV
241.8%
B/E move
49.5%
Puts
Pseudo strike
3.39
IV
284.8%
B/E move
34.2%

30Δ

Calls
Pseudo strike
6.49
IV
239.9%
B/E move
43.4%
Puts
Pseudo strike
3.66
IV
260.6%
B/E move
29.6%

35Δ

Calls
Pseudo strike
6.14
IV
238.1%
B/E move
37.4%
Puts
Pseudo strike
3.92
IV
236.4%
B/E move
25.0%

40Δ

Calls
Pseudo strike
5.79
IV
236.2%
B/E move
31.4%
Puts
Pseudo strike
4.18
IV
212.1%
B/E move
20.5%

45Δ

Calls
Pseudo strike
5.45
IV
234.3%
B/E move
25.3%
Puts
Pseudo strike
4.44
IV
187.9%
B/E move
15.9%

50Δ

Calls
Pseudo strike
5.10
IV
232.5%
B/E move
19.3%
Puts
Pseudo strike
4.71
IV
163.7%
B/E move
11.3%

55Δ

Calls
Pseudo strike
4.80
IV
234.1%
B/E move
16.3%
Puts
Pseudo strike
4.97
IV
139.4%
B/E move
6.7%

60Δ

Calls
Pseudo strike
4.52
IV
237.2%
B/E move
14.4%
Puts
Pseudo strike
5.30
IV
143.3%
B/E move
5.5%

65Δ

Calls
Pseudo strike
4.24
IV
240.3%
B/E move
12.5%
Puts
Pseudo strike
5.65
IV
151.1%
B/E move
4.7%

70Δ

Calls
Pseudo strike
3.96
IV
243.3%
B/E move
10.6%
Puts
Pseudo strike
6.00
IV
158.8%
B/E move
4.0%

75Δ

Calls
Pseudo strike
3.69
IV
246.4%
B/E move
8.8%
Puts
Pseudo strike
6.34
IV
166.6%
B/E move
3.3%

80Δ

Calls
Pseudo strike
3.41
IV
249.4%
B/E move
6.9%
Puts
Pseudo strike
6.69
IV
174.4%
B/E move
2.6%

Options history

IV · four-Friday blend87.82%
Daily EOD
ASRV72.7%81.9%91.2%2026-10-22: 73.96%2026-10-23: 81.99%2026-10-28: 82.90%2026-10-29: 89.89%2026-10-30: 87.82%Oct 22Oct 28Oct 30
5 observations2026-10-22 — 2026-10-30
Table
DateIV (%)
73.96%
81.99%
82.90%
89.89%
87.82%