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Avidia Bancorp, Inc. AVBC

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Market datapartial · fetched 2026-10-22T05:14:59.936Z

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 · 2026-10-21T23:00:00.001997573Z

FundamentalsAlpha Vantage · unavailable

Share price$22.20
1D+0.0%
AH$21.97$22.03$22.10$22.16$22.225:30 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.$0.63$1.22$1.81$2.40$2.99$15.98$18.72$21.46$24.20$26.9420Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive AVBC spot · $22.20AVBC PRICE$0.70$0.91$1.13$1.34$1.54$1.06$0.86$1.07$1.29$1.50$1.72$1.93$2.15$1.05$1.59$1.66$1.73$1.79$1.86$1.96$2.10$2.25$2.39$2.53$2.68$2.82
PutsExpensive3.80×
CallsExpensive2.59×
SkewBearish+23.45 pp
Implied moveBearish±$2.82
TiltBearish21.1% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ27.9579.1%29.0%18.47110.4%21.5%
25Δ27.2084.6%26.6%18.07144.1%25.8%
30Δ26.4690.0%24.3%19.04128.1%21.7%
35Δ25.7295.5%21.9%20.00112.0%17.7%
40Δ24.9699.9%19.4%20.9796.0%13.6%
45Δ23.4359.3%10.3%21.9480.0%9.6%
50Δ22.3734.8%4.6%22.6568.8%6.8%
55Δ22.0535.0%4.1%22.9964.5%5.9%
60Δ21.7235.2%3.6%23.3460.1%5.0%
65Δ21.4035.4%3.2%23.6955.8%4.0%
70Δ21.0735.6%2.7%24.0451.4%3.1%
75Δ20.7535.8%2.2%24.3947.1%2.2%
80Δ20.4236.0%1.7%24.7442.7%1.3%

20Δ

Calls
Pseudo strike
27.95
IV
79.1%
B/E move
29.0%
Puts
Pseudo strike
18.47
IV
110.4%
B/E move
21.5%

25Δ

Calls
Pseudo strike
27.20
IV
84.6%
B/E move
26.6%
Puts
Pseudo strike
18.07
IV
144.1%
B/E move
25.8%

30Δ

Calls
Pseudo strike
26.46
IV
90.0%
B/E move
24.3%
Puts
Pseudo strike
19.04
IV
128.1%
B/E move
21.7%

35Δ

Calls
Pseudo strike
25.72
IV
95.5%
B/E move
21.9%
Puts
Pseudo strike
20.00
IV
112.0%
B/E move
17.7%

40Δ

Calls
Pseudo strike
24.96
IV
99.9%
B/E move
19.4%
Puts
Pseudo strike
20.97
IV
96.0%
B/E move
13.6%

45Δ

Calls
Pseudo strike
23.43
IV
59.3%
B/E move
10.3%
Puts
Pseudo strike
21.94
IV
80.0%
B/E move
9.6%

50Δ

Calls
Pseudo strike
22.37
IV
34.8%
B/E move
4.6%
Puts
Pseudo strike
22.65
IV
68.8%
B/E move
6.8%

55Δ

Calls
Pseudo strike
22.05
IV
35.0%
B/E move
4.1%
Puts
Pseudo strike
22.99
IV
64.5%
B/E move
5.9%

60Δ

Calls
Pseudo strike
21.72
IV
35.2%
B/E move
3.6%
Puts
Pseudo strike
23.34
IV
60.1%
B/E move
5.0%

65Δ

Calls
Pseudo strike
21.40
IV
35.4%
B/E move
3.2%
Puts
Pseudo strike
23.69
IV
55.8%
B/E move
4.0%

70Δ

Calls
Pseudo strike
21.07
IV
35.6%
B/E move
2.7%
Puts
Pseudo strike
24.04
IV
51.4%
B/E move
3.1%

75Δ

Calls
Pseudo strike
20.75
IV
35.8%
B/E move
2.2%
Puts
Pseudo strike
24.39
IV
47.1%
B/E move
2.2%

80Δ

Calls
Pseudo strike
20.42
IV
36.0%
B/E move
1.7%
Puts
Pseudo strike
24.74
IV
42.7%
B/E move
1.3%

Options history

No recorded observations