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Beacon Financial Corporation BBT

FINANCIAL SERVICES · BANKS - REGIONAL
i

Market dataready · fetched 2026-11-13T18:10:04.188Z

Delta surfaceAlpaca · derived absolute-delta buckets · 2027-03-19

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 · 2026-11-13T18:08:22.432943068Z

FundamentalsAlpha Vantage · ready · quarter 2026-09-30 · fetched 2026-11-13T18:10:01.429373+00:00

Share price$30.67
1D-0.1%
$30.30$30.41$30.53$30.65$30.765:30 AM6:30 AM9:00 AM1:00 PMBBT
Sold putSold call

Beacon Financial Corporation options

Live interpolated BBT call and put midpoint premiums by absolute delta.Beacon Financial Corporation$0.30$3.61$6.91$10.21$13.52$-0.12$0.19$0.50$0.81$1.1220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ20Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —25Δ P unavailable: no unambiguous, price-consistent delta bracketP —30Δ P unavailable: no unambiguous, price-consistent delta bracketP —35Δ P unavailable: no unambiguous, price-consistent delta bracketP —40Δ P unavailable: no unambiguous, price-consistent delta bracketP —45Δ P unavailable: no unambiguous, price-consistent delta bracketP —50Δ P unavailable: no unambiguous, price-consistent delta bracketP —55Δ P unavailable: no unambiguous, price-consistent delta bracketP —60Δ P unavailable: no unambiguous, price-consistent delta bracketP —65Δ P unavailable: no unambiguous, price-consistent delta bracketP —70Δ P unavailable: no unambiguous, price-consistent delta bracketP —75Δ P unavailable: no unambiguous, price-consistent delta bracketP —OPTION PRICEBBT PRICE$0.66$0.91$1.17$1.42$1.68$1.94$2.19$2.45$2.92$3.55$4.18$4.81$12.56
Puts——
Calls——
Skew——
Implied move——
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ
25Δ34.9126.0%16.0%
30Δ34.2526.2%14.7%
35Δ33.5926.4%13.3%
40Δ32.9226.6%12.0%
45Δ32.2626.9%10.7%
50Δ31.6027.1%9.3%
55Δ30.9327.3%8.0%
60Δ30.2727.6%6.7%
65Δ29.5027.8%5.7%
70Δ28.6528.0%5.0%
75Δ27.8028.3%4.3%
80Δ26.9528.5%3.5%42.9253.8%1.0%

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

25Δ

Calls
Pseudo strike
34.91
IV
26.0%
B/E move
16.0%
Puts
Pseudo strike
IV
B/E move

30Δ

Calls
Pseudo strike
34.25
IV
26.2%
B/E move
14.7%
Puts
Pseudo strike
IV
B/E move

35Δ

Calls
Pseudo strike
33.59
IV
26.4%
B/E move
13.3%
Puts
Pseudo strike
IV
B/E move

40Δ

Calls
Pseudo strike
32.92
IV
26.6%
B/E move
12.0%
Puts
Pseudo strike
IV
B/E move

45Δ

Calls
Pseudo strike
32.26
IV
26.9%
B/E move
10.7%
Puts
Pseudo strike
IV
B/E move

50Δ

Calls
Pseudo strike
31.60
IV
27.1%
B/E move
9.3%
Puts
Pseudo strike
IV
B/E move

55Δ

Calls
Pseudo strike
30.93
IV
27.3%
B/E move
8.0%
Puts
Pseudo strike
IV
B/E move

60Δ

Calls
Pseudo strike
30.27
IV
27.6%
B/E move
6.7%
Puts
Pseudo strike
IV
B/E move

65Δ

Calls
Pseudo strike
29.50
IV
27.8%
B/E move
5.7%
Puts
Pseudo strike
IV
B/E move

70Δ

Calls
Pseudo strike
28.65
IV
28.0%
B/E move
5.0%
Puts
Pseudo strike
IV
B/E move

75Δ

Calls
Pseudo strike
27.80
IV
28.3%
B/E move
4.3%
Puts
Pseudo strike
IV
B/E move

80Δ

Calls
Pseudo strike
26.95
IV
28.5%
B/E move
3.5%
Puts
Pseudo strike
42.92
IV
53.8%
B/E move
1.0%

Options history

IV · four-Friday blend46.40%
Daily close
BBT34.8%84.6%134.4%2026-09-18: 54.68%2026-09-21: 50.99%2026-09-22: 60.44%2026-09-23: 57.56%2026-09-24: 61.50%2026-09-25: 59.85%2026-09-28: 59.60%2026-09-30: 61.97%2026-10-06: 75.52%2026-10-14: 127.50%2026-10-21: 58.35%2026-10-22: 45.75%2026-10-23: 41.70%2026-10-28: 48.14%2026-10-30: 46.40%Sep 18Sep 30Oct 30
15 observations2026-09-18 — 2026-10-30
Table
DateIV (%)
54.68%
50.99%
60.44%
57.56%
61.50%
59.85%
59.60%
61.97%
75.52%
127.50%
58.35%
45.75%
41.70%
48.14%
46.40%