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Bar Harbor Bankshares Inc BHB

FINANCIAL SERVICES · BANKS - REGIONAL
i

Market dataready · fetched 2026-10-22T23:07:52.909Z

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 · 2026-10-22T22:30:00.006441114Z

FundamentalsAlpha Vantage · ready · quarter 2026-06-30 · fetched 2026-10-22T23:00:19.640807+00:00

Share price$39.47
1D+3.0%
AH$38.51$38.85$39.19$39.52$39.865:30 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$0.62$2.54$4.46$6.38$8.30$30.49$34.97$39.45$43.93$48.4120Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive BHB spot · $39.47BHB PRICE$1.07$2.12$2.45$2.45$1.84$0.82$1.68$2.53$3.39$4.24$5.09$5.95$6.80$2.37$1.19$1.50$1.81$2.12$2.43$2.77$3.37$3.96$4.56$5.16$5.76$7.75
PutsExpensive2.31×
CallsExpensive2.05×
SkewBearish+0.39 pp
Implied moveBearish±$4.45
TiltBearish5.1% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ51.2494.2%32.5%30.28153.1%29.3%
25Δ57.90152.1%52.0%35.5064.6%13.1%
30Δ55.28147.9%46.3%36.4262.8%11.5%
35Δ48.37114.8%28.7%37.3461.0%10.0%
40Δ43.2070.7%14.1%38.2659.3%8.4%
45Δ39.9221.2%3.2%39.1857.5%6.9%
50Δ38.9624.6%3.0%40.1055.9%5.4%
55Δ38.0028.0%2.7%40.9855.5%4.7%
60Δ37.0431.3%2.4%41.8655.2%4.0%
65Δ36.0834.7%2.1%42.7454.8%3.3%
70Δ35.1238.1%1.9%43.6254.4%2.6%
75Δ34.1641.5%1.6%44.5054.1%1.9%
80Δ33.2044.8%1.3%46.6860.8%1.4%

20Δ

Calls
Pseudo strike
51.24
IV
94.2%
B/E move
32.5%
Puts
Pseudo strike
30.28
IV
153.1%
B/E move
29.3%

25Δ

Calls
Pseudo strike
57.90
IV
152.1%
B/E move
52.0%
Puts
Pseudo strike
35.50
IV
64.6%
B/E move
13.1%

30Δ

Calls
Pseudo strike
55.28
IV
147.9%
B/E move
46.3%
Puts
Pseudo strike
36.42
IV
62.8%
B/E move
11.5%

35Δ

Calls
Pseudo strike
48.37
IV
114.8%
B/E move
28.7%
Puts
Pseudo strike
37.34
IV
61.0%
B/E move
10.0%

40Δ

Calls
Pseudo strike
43.20
IV
70.7%
B/E move
14.1%
Puts
Pseudo strike
38.26
IV
59.3%
B/E move
8.4%

45Δ

Calls
Pseudo strike
39.92
IV
21.2%
B/E move
3.2%
Puts
Pseudo strike
39.18
IV
57.5%
B/E move
6.9%

50Δ

Calls
Pseudo strike
38.96
IV
24.6%
B/E move
3.0%
Puts
Pseudo strike
40.10
IV
55.9%
B/E move
5.4%

55Δ

Calls
Pseudo strike
38.00
IV
28.0%
B/E move
2.7%
Puts
Pseudo strike
40.98
IV
55.5%
B/E move
4.7%

60Δ

Calls
Pseudo strike
37.04
IV
31.3%
B/E move
2.4%
Puts
Pseudo strike
41.86
IV
55.2%
B/E move
4.0%

65Δ

Calls
Pseudo strike
36.08
IV
34.7%
B/E move
2.1%
Puts
Pseudo strike
42.74
IV
54.8%
B/E move
3.3%

70Δ

Calls
Pseudo strike
35.12
IV
38.1%
B/E move
1.9%
Puts
Pseudo strike
43.62
IV
54.4%
B/E move
2.6%

75Δ

Calls
Pseudo strike
34.16
IV
41.5%
B/E move
1.6%
Puts
Pseudo strike
44.50
IV
54.1%
B/E move
1.9%

80Δ

Calls
Pseudo strike
33.20
IV
44.8%
B/E move
1.3%
Puts
Pseudo strike
46.68
IV
60.8%
B/E move
1.4%

Options history

BHB32.0537.6543.252026-10-20: 32.82%2026-10-21: 42.48%Oct 20Oct 21
Table
DateIV
32.82%
42.48%