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Atlantic Union Bankshares Corporation AUB

i

Market datapartial · fetched 2026-11-11T14:31:44.134Z

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 · 2026-11-11T14:30:29.022806173Z

FundamentalsAlpha Vantage · unavailable

Share price$39.74
1D-0.9%
$39.69$39.85$40.01$40.17$40.335:30 AM6:30 AM9:00 AM1:00 PMAUB
Sold putSold call

Atlantic Union Bankshares Corporation options

Live interpolated AUB call and put midpoint premiums by absolute delta.Atlantic Union Bankshares Corporation$0.84$2.58$4.33$6.07$7.82$29.81$33.28$36.75$40.22$43.6920Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ20Δ C unavailable: no unambiguous, price-consistent delta bracketC —25Δ C unavailable: no unambiguous, price-consistent delta bracketC —30Δ C unavailable: no unambiguous, price-consistent delta bracketC —OPTION PRICELive AUB spot · $39.73AUB PRICE$1.03$1.19$1.35$1.53$2.41$3.28$4.16$5.04$5.92$7.31$2.45$2.45$2.45$2.45$2.45$2.45$2.65$3.33$4.02$4.70$5.39$6.07$7.08
PutsExpensive3.43×
Calls——
Skew——
Implied moveBearish±$4.17
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ30.20277.4%30.2%
25Δ33.13222.6%22.8%
30Δ35.45179.2%17.0%
35Δ41.6357.3%7.4%36.67155.8%13.9%
40Δ41.0859.4%6.4%37.90132.4%10.8%
45Δ40.5361.5%5.4%39.13109.0%7.7%
50Δ39.9763.9%4.4%40.2793.0%5.3%
55Δ39.0277.6%4.2%41.2195.0%4.7%
60Δ38.0691.4%4.1%42.1597.0%4.0%
65Δ37.11105.1%3.9%43.0899.1%3.4%
70Δ36.15118.9%3.7%44.02101.1%2.8%
75Δ35.20132.6%3.5%44.96103.1%2.1%
80Δ33.55141.0%2.9%46.1698.1%1.6%

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
30.20
IV
277.4%
B/E move
30.2%

25Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
33.13
IV
222.6%
B/E move
22.8%

30Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
35.45
IV
179.2%
B/E move
17.0%

35Δ

Calls
Pseudo strike
41.63
IV
57.3%
B/E move
7.4%
Puts
Pseudo strike
36.67
IV
155.8%
B/E move
13.9%

40Δ

Calls
Pseudo strike
41.08
IV
59.4%
B/E move
6.4%
Puts
Pseudo strike
37.90
IV
132.4%
B/E move
10.8%

45Δ

Calls
Pseudo strike
40.53
IV
61.5%
B/E move
5.4%
Puts
Pseudo strike
39.13
IV
109.0%
B/E move
7.7%

50Δ

Calls
Pseudo strike
39.97
IV
63.9%
B/E move
4.4%
Puts
Pseudo strike
40.27
IV
93.0%
B/E move
5.3%

55Δ

Calls
Pseudo strike
39.02
IV
77.6%
B/E move
4.2%
Puts
Pseudo strike
41.21
IV
95.0%
B/E move
4.7%

60Δ

Calls
Pseudo strike
38.06
IV
91.4%
B/E move
4.1%
Puts
Pseudo strike
42.15
IV
97.0%
B/E move
4.0%

65Δ

Calls
Pseudo strike
37.11
IV
105.1%
B/E move
3.9%
Puts
Pseudo strike
43.08
IV
99.1%
B/E move
3.4%

70Δ

Calls
Pseudo strike
36.15
IV
118.9%
B/E move
3.7%
Puts
Pseudo strike
44.02
IV
101.1%
B/E move
2.8%

75Δ

Calls
Pseudo strike
35.20
IV
132.6%
B/E move
3.5%
Puts
Pseudo strike
44.96
IV
103.1%
B/E move
2.1%

80Δ

Calls
Pseudo strike
33.55
IV
141.0%
B/E move
2.9%
Puts
Pseudo strike
46.16
IV
98.1%
B/E move
1.6%

Options history

IV · four-Friday blend47.04%
Daily EOD
AUB39.3%53.2%67.1%2026-10-19: 49.95%2026-10-20: 44.56%2026-10-21: 44.20%2026-10-22: 42.59%2026-10-23: 45.86%2026-10-26: 42.02%2026-10-27: 41.21%2026-10-28: 65.17%2026-10-29: 53.56%2026-10-30: 47.04%Oct 19Oct 23Oct 30
10 observations2026-10-19 — 2026-10-30
Table
DateIV (%)
49.95%
44.56%
44.20%
42.59%
45.86%
42.02%
41.21%
65.17%
53.56%
47.04%