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AmeriServ Financial Inc. Common Stock ASRV

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Market datapartial · fetched 2026-10-22T16:44:25.118Z

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 · 2026-10-22T15:33:01.005232765Z

FundamentalsAlpha Vantage · unavailable

Share price$4.76
1D+1.1%
$4.65$4.68$4.72$4.75$4.785:30 AM6:30 AM9:00 AM1:00 PMASRV
Sold putSold call

AmeriServ Financial Inc. Common Stock options

Live interpolated ASRV call and put midpoint premiums by absolute delta.AmeriServ Financial Inc. Common Stock$0.35$0.91$1.47$2.04$2.60$2.34$3.59$4.84$6.10$7.3520Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive ASRV spot · $4.76ASRV PRICE$0.53$0.53$0.53$0.41$0.43$0.45$0.47$0.49$0.51$0.53$0.64$1.00$1.36$1.72$2.08$2.44
PutsExpensive1.74×
CallsExpensive1.79×
SkewBullish-12.58 pp
Implied moveBalanced±$1.06
TiltBearish77.7% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ2.98263.1%45.9%
25Δ3.28235.8%40.1%
30Δ3.58208.4%34.2%
35Δ3.88181.1%28.4%
40Δ6.71191.3%52.1%4.18153.8%22.6%
45Δ5.93156.4%35.6%4.48126.4%16.8%
50Δ5.14121.5%19.1%4.7799.1%10.9%
55Δ5.1080.4%6.3%
60Δ5.4988.4%5.6%
65Δ5.8996.4%4.8%
70Δ6.28104.4%4.1%
75Δ6.68112.4%3.3%
80Δ7.07120.4%2.6%

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
2.98
IV
263.1%
B/E move
45.9%

25Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
3.28
IV
235.8%
B/E move
40.1%

30Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
3.58
IV
208.4%
B/E move
34.2%

35Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
3.88
IV
181.1%
B/E move
28.4%

40Δ

Calls
Pseudo strike
6.71
IV
191.3%
B/E move
52.1%
Puts
Pseudo strike
4.18
IV
153.8%
B/E move
22.6%

45Δ

Calls
Pseudo strike
5.93
IV
156.4%
B/E move
35.6%
Puts
Pseudo strike
4.48
IV
126.4%
B/E move
16.8%

50Δ

Calls
Pseudo strike
5.14
IV
121.5%
B/E move
19.1%
Puts
Pseudo strike
4.77
IV
99.1%
B/E move
10.9%

55Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
5.10
IV
80.4%
B/E move
6.3%

60Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
5.49
IV
88.4%
B/E move
5.6%

65Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
5.89
IV
96.4%
B/E move
4.8%

70Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
6.28
IV
104.4%
B/E move
4.1%

75Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
6.68
IV
112.4%
B/E move
3.3%

80Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
7.07
IV
120.4%
B/E move
2.6%

Options history

No recorded observations