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Avidia Bancorp, Inc. AVBC

FINANCIAL SERVICES · BANKS - REGIONAL
i

Market dataready · fetched 2026-11-12T00:56:37.044Z

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 · 2026-11-12T00:00:00.002017459Z

FundamentalsAlpha Vantage · ready · quarter 2026-09-30 · fetched 2026-11-12T00:56:36.562470+00:00

Share price$22.66
1D-1.3%
AH$22.53$22.65$22.77$22.88$23.005:30 AM6:30 AM9:00 AM1:00 PM2:00 PMAVBC
Sold putSold callAH

Avidia Bancorp, Inc. options

Live interpolated AVBC call and put midpoint premiums by absolute delta.Avidia Bancorp, Inc.$0.55$1.09$1.63$2.17$2.71$16.91$18.88$20.85$22.82$24.7920Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ20Δ C unavailable: no unambiguous, price-consistent delta bracketC —25Δ C unavailable: no unambiguous, price-consistent delta bracketC —OPTION PRICELive AVBC spot · $22.66AVBC PRICE$0.61$0.81$1.00$1.19$1.39$1.58$1.78$1.97$2.17$2.36$2.56$1.30$1.30$1.34$1.43$1.52$1.61$1.69$1.78$1.87$1.96$2.05$2.14$2.23
PutsExpensive4.39×
Calls——
Skew——
Implied moveBearish±$3.08
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ17.42267.4%28.9%
25Δ19.06213.5%21.6%
30Δ24.6786.4%11.5%20.17178.2%16.9%
35Δ24.2685.3%10.6%20.58167.3%15.5%
40Δ23.8584.2%9.7%20.98156.3%14.1%
45Δ23.4583.0%8.8%21.39145.4%12.7%
50Δ23.0481.9%7.8%21.79134.4%11.3%
55Δ22.6480.8%6.9%22.20123.5%9.9%
60Δ22.2379.6%6.0%22.61112.5%8.5%
65Δ21.8278.5%5.0%23.01101.6%7.1%
70Δ21.4277.4%4.1%23.4290.7%5.7%
75Δ21.0176.2%3.2%23.8379.7%4.3%
80Δ20.6175.1%2.2%24.2368.8%2.9%

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
17.42
IV
267.4%
B/E move
28.9%

25Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
19.06
IV
213.5%
B/E move
21.6%

30Δ

Calls
Pseudo strike
24.67
IV
86.4%
B/E move
11.5%
Puts
Pseudo strike
20.17
IV
178.2%
B/E move
16.9%

35Δ

Calls
Pseudo strike
24.26
IV
85.3%
B/E move
10.6%
Puts
Pseudo strike
20.58
IV
167.3%
B/E move
15.5%

40Δ

Calls
Pseudo strike
23.85
IV
84.2%
B/E move
9.7%
Puts
Pseudo strike
20.98
IV
156.3%
B/E move
14.1%

45Δ

Calls
Pseudo strike
23.45
IV
83.0%
B/E move
8.8%
Puts
Pseudo strike
21.39
IV
145.4%
B/E move
12.7%

50Δ

Calls
Pseudo strike
23.04
IV
81.9%
B/E move
7.8%
Puts
Pseudo strike
21.79
IV
134.4%
B/E move
11.3%

55Δ

Calls
Pseudo strike
22.64
IV
80.8%
B/E move
6.9%
Puts
Pseudo strike
22.20
IV
123.5%
B/E move
9.9%

60Δ

Calls
Pseudo strike
22.23
IV
79.6%
B/E move
6.0%
Puts
Pseudo strike
22.61
IV
112.5%
B/E move
8.5%

65Δ

Calls
Pseudo strike
21.82
IV
78.5%
B/E move
5.0%
Puts
Pseudo strike
23.01
IV
101.6%
B/E move
7.1%

70Δ

Calls
Pseudo strike
21.42
IV
77.4%
B/E move
4.1%
Puts
Pseudo strike
23.42
IV
90.7%
B/E move
5.7%

75Δ

Calls
Pseudo strike
21.01
IV
76.2%
B/E move
3.2%
Puts
Pseudo strike
23.83
IV
79.7%
B/E move
4.3%

80Δ

Calls
Pseudo strike
20.61
IV
75.1%
B/E move
2.2%
Puts
Pseudo strike
24.23
IV
68.8%
B/E move
2.9%

Options history

IV · four-Friday blend44.99%
Daily EOD
AVBC42.1%49.2%56.3%2026-10-19: 54.53%2026-10-20: 47.31%2026-10-21: 45.20%2026-10-22: 55.28%2026-10-23: 43.09%2026-10-26: 49.37%2026-10-27: 53.90%2026-10-28: 54.95%2026-10-29: 50.05%2026-10-30: 44.99%Oct 19Oct 23Oct 30
10 observations2026-10-19 — 2026-10-30
Table
DateIV (%)
54.53%
47.31%
45.20%
55.28%
43.09%
49.37%
53.90%
54.95%
50.05%
44.99%