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Bar Harbor Bankshares Inc BHB

FINANCIAL SERVICES · BANKS - REGIONAL
i

Market dataready · fetched 2026-10-22T10:30:44.223Z

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 · 2026-10-22T00:00:00.075402094Z

FundamentalsAlpha Vantage · ready · quarter 2026-06-30 · fetched 2026-10-22T10:28:07.285402+00:00

Share price$38.66
1D-0.4%
AH$38.32$38.46$38.59$38.72$38.865:30 AM6:30 AM9:00 AM1:00 PM2:00 PMBHB
Sold putSold callAH

Bar Harbor Bankshares Inc options

Live interpolated BHB call and put midpoint premiums by absolute delta.Bar Harbor Bankshares Inc$1.78$2.42$3.06$3.69$4.33$29.11$33.95$38.78$43.62$48.4520Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive BHB spot · $38.66BHB PRICE$2.35$2.35$2.39$2.43$2.58$2.84$3.10$3.36$3.62$3.89$4.15$2.39$2.42$2.45$2.37$2.29$2.20$2.11$2.03$1.94$1.85$2.54$3.26$3.97
PutsExpensive2.50×
CallsExpensive2.37×
SkewBullish-2.20 pp
Implied moveBullish±$4.69
TiltBalanced1.9% CALL
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ27.61182.6%34.8%
25Δ31.12142.4%25.8%
30Δ51.37136.4%38.9%34.63102.3%16.7%
35Δ45.80107.0%24.6%35.6588.7%13.9%
40Δ43.2190.1%17.9%36.3778.3%11.8%
45Δ41.0875.3%12.5%37.0967.8%9.7%
50Δ39.6466.0%9.2%37.8257.4%7.6%
55Δ38.9262.4%8.0%38.5447.0%5.6%
60Δ38.1958.7%6.8%39.2636.5%3.5%
65Δ37.4655.0%5.6%39.9826.1%1.4%
70Δ36.7451.4%4.4%40.7926.4%1.1%
75Δ36.0147.7%3.2%41.6027.0%0.8%
80Δ35.2944.1%2.0%42.4127.6%0.6%

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
27.61
IV
182.6%
B/E move
34.8%

25Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
31.12
IV
142.4%
B/E move
25.8%

30Δ

Calls
Pseudo strike
51.37
IV
136.4%
B/E move
38.9%
Puts
Pseudo strike
34.63
IV
102.3%
B/E move
16.7%

35Δ

Calls
Pseudo strike
45.80
IV
107.0%
B/E move
24.6%
Puts
Pseudo strike
35.65
IV
88.7%
B/E move
13.9%

40Δ

Calls
Pseudo strike
43.21
IV
90.1%
B/E move
17.9%
Puts
Pseudo strike
36.37
IV
78.3%
B/E move
11.8%

45Δ

Calls
Pseudo strike
41.08
IV
75.3%
B/E move
12.5%
Puts
Pseudo strike
37.09
IV
67.8%
B/E move
9.7%

50Δ

Calls
Pseudo strike
39.64
IV
66.0%
B/E move
9.2%
Puts
Pseudo strike
37.82
IV
57.4%
B/E move
7.6%

55Δ

Calls
Pseudo strike
38.92
IV
62.4%
B/E move
8.0%
Puts
Pseudo strike
38.54
IV
47.0%
B/E move
5.6%

60Δ

Calls
Pseudo strike
38.19
IV
58.7%
B/E move
6.8%
Puts
Pseudo strike
39.26
IV
36.5%
B/E move
3.5%

65Δ

Calls
Pseudo strike
37.46
IV
55.0%
B/E move
5.6%
Puts
Pseudo strike
39.98
IV
26.1%
B/E move
1.4%

70Δ

Calls
Pseudo strike
36.74
IV
51.4%
B/E move
4.4%
Puts
Pseudo strike
40.79
IV
26.4%
B/E move
1.1%

75Δ

Calls
Pseudo strike
36.01
IV
47.7%
B/E move
3.2%
Puts
Pseudo strike
41.60
IV
27.0%
B/E move
0.8%

80Δ

Calls
Pseudo strike
35.29
IV
44.1%
B/E move
2.0%
Puts
Pseudo strike
42.41
IV
27.6%
B/E move
0.6%

Options history

No recorded observations