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Atlantic Union Bankshares Corp AUB

FINANCIAL SERVICES · BANKS - REGIONAL
i

Market dataready · fetched 2026-10-22T10:48:58.045Z

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 · 2026-10-21T23:00:00.002849056Z

FundamentalsAlpha Vantage · ready · quarter 2026-06-30 · fetched 2026-10-22T10:48:56.071968+00:00

Share price$38.68
1D+1.3%
AH$38.04$38.23$38.42$38.61$38.805:30 AM6:30 AM9:00 AM1:00 PM2:00 PMAUB
Sold putSold callAH

Atlantic Union Bankshares Corp options

Live interpolated AUB call and put midpoint premiums by absolute delta.Atlantic Union Bankshares Corp$0.49$2.07$3.64$5.22$6.80$29.72$33.65$37.58$41.51$45.4420Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive AUB spot · $38.68AUB PRICE$0.66$0.85$1.03$1.21$1.40$1.65$2.04$2.43$2.83$3.22$3.61$4.01$4.40$2.45$2.45$2.47$2.49$2.52$2.54$2.56$3.00$3.84$4.67$5.51$6.34
PutsExpensive1.94×
CallsExpensive1.40×
SkewBearish+20.05 pp
Implied moveBearish±$4.58
TiltBearish16.4% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ46.1650.6%21.1%
25Δ44.8549.8%18.1%32.17128.5%23.2%
30Δ43.5449.0%15.2%34.76100.8%16.5%
35Δ42.2248.2%12.3%35.8489.0%13.7%
40Δ40.9147.4%9.4%36.7778.8%11.4%
45Δ39.7946.9%7.1%37.6968.7%9.1%
50Δ39.1146.9%6.4%38.6258.5%6.7%
55Δ38.4246.9%5.6%39.5548.4%4.4%
60Δ37.7447.0%4.9%40.5244.4%3.0%
65Δ37.0547.0%4.1%41.5346.3%2.6%
70Δ36.3747.1%3.4%42.5448.2%2.1%
75Δ35.6947.1%2.6%43.5550.1%1.6%
80Δ35.0047.1%1.9%44.5752.0%1.2%

20Δ

Calls
Pseudo strike
46.16
IV
50.6%
B/E move
21.1%
Puts
Pseudo strike
IV
B/E move

25Δ

Calls
Pseudo strike
44.85
IV
49.8%
B/E move
18.1%
Puts
Pseudo strike
32.17
IV
128.5%
B/E move
23.2%

30Δ

Calls
Pseudo strike
43.54
IV
49.0%
B/E move
15.2%
Puts
Pseudo strike
34.76
IV
100.8%
B/E move
16.5%

35Δ

Calls
Pseudo strike
42.22
IV
48.2%
B/E move
12.3%
Puts
Pseudo strike
35.84
IV
89.0%
B/E move
13.7%

40Δ

Calls
Pseudo strike
40.91
IV
47.4%
B/E move
9.4%
Puts
Pseudo strike
36.77
IV
78.8%
B/E move
11.4%

45Δ

Calls
Pseudo strike
39.79
IV
46.9%
B/E move
7.1%
Puts
Pseudo strike
37.69
IV
68.7%
B/E move
9.1%

50Δ

Calls
Pseudo strike
39.11
IV
46.9%
B/E move
6.4%
Puts
Pseudo strike
38.62
IV
58.5%
B/E move
6.7%

55Δ

Calls
Pseudo strike
38.42
IV
46.9%
B/E move
5.6%
Puts
Pseudo strike
39.55
IV
48.4%
B/E move
4.4%

60Δ

Calls
Pseudo strike
37.74
IV
47.0%
B/E move
4.9%
Puts
Pseudo strike
40.52
IV
44.4%
B/E move
3.0%

65Δ

Calls
Pseudo strike
37.05
IV
47.0%
B/E move
4.1%
Puts
Pseudo strike
41.53
IV
46.3%
B/E move
2.6%

70Δ

Calls
Pseudo strike
36.37
IV
47.1%
B/E move
3.4%
Puts
Pseudo strike
42.54
IV
48.2%
B/E move
2.1%

75Δ

Calls
Pseudo strike
35.69
IV
47.1%
B/E move
2.6%
Puts
Pseudo strike
43.55
IV
50.1%
B/E move
1.6%

80Δ

Calls
Pseudo strike
35.00
IV
47.1%
B/E move
1.9%
Puts
Pseudo strike
44.57
IV
52.0%
B/E move
1.2%

Options history

No recorded observations