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First Busey Corporation Class A Common Stock BUSE

i

Market dataready · fetched 2026-11-13T19:13:20.134Z

Delta surfaceAlpaca · derived absolute-delta buckets · 2026-12-18

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 · 2026-11-13T19:12:19.125048953Z

FundamentalsSEC EDGAR · ready · as of 2026-09-30 · fetched 2026-11-13T19:13:18.057273+00:00

Share price$28.80
1D-0.9%
$28.67$28.78$28.88$28.99$29.105:30 AM6:30 AM9:00 AM1:00 PMBUSE
Sold putSold call

First Busey Corporation Class A Common Stock options

Live interpolated BUSE call and put midpoint premiums by absolute delta.First Busey Corporation Class A Common Stock$1.89$2.71$3.52$4.33$5.15$20.47$23.38$26.30$29.21$32.1320Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ20Δ C unavailable: no unambiguous, price-consistent delta bracketC —25Δ C unavailable: no unambiguous, price-consistent delta bracketC —30Δ C unavailable: no unambiguous, price-consistent delta bracketC —35Δ C unavailable: no unambiguous, price-consistent delta bracketC —40Δ C unavailable: no unambiguous, price-consistent delta bracketC —45Δ C unavailable: no unambiguous, price-consistent delta bracketC —OPTION PRICELive BUSE spot · $28.80BUSE PRICE$1.98$2.24$2.49$2.75$3.01$3.26$3.52$2.10$2.10$2.11$2.11$2.11$2.12$2.12$2.12$2.28$2.94$3.60$4.26$4.91
PutsExpensive3.53×
Calls——
Skew——
Implied moveBearish±$4.10
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ21.41163.7%32.9%
25Δ23.14138.6%26.9%
30Δ24.16124.3%23.4%
35Δ25.17110.0%19.9%
40Δ26.1995.6%16.4%
45Δ27.2081.3%12.9%
50Δ29.6061.4%9.7%28.2267.0%9.4%
55Δ29.0358.5%8.6%29.2352.7%5.9%
60Δ28.4655.5%7.5%30.1942.0%3.1%
65Δ27.8952.6%6.4%30.9942.6%2.6%
70Δ27.3249.7%5.3%31.7943.1%2.1%
75Δ26.7546.7%4.2%32.5843.7%1.6%
80Δ26.1843.8%3.1%33.3844.2%1.1%

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
21.41
IV
163.7%
B/E move
32.9%

25Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
23.14
IV
138.6%
B/E move
26.9%

30Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
24.16
IV
124.3%
B/E move
23.4%

35Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
25.17
IV
110.0%
B/E move
19.9%

40Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
26.19
IV
95.6%
B/E move
16.4%

45Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
27.20
IV
81.3%
B/E move
12.9%

50Δ

Calls
Pseudo strike
29.60
IV
61.4%
B/E move
9.7%
Puts
Pseudo strike
28.22
IV
67.0%
B/E move
9.4%

55Δ

Calls
Pseudo strike
29.03
IV
58.5%
B/E move
8.6%
Puts
Pseudo strike
29.23
IV
52.7%
B/E move
5.9%

60Δ

Calls
Pseudo strike
28.46
IV
55.5%
B/E move
7.5%
Puts
Pseudo strike
30.19
IV
42.0%
B/E move
3.1%

65Δ

Calls
Pseudo strike
27.89
IV
52.6%
B/E move
6.4%
Puts
Pseudo strike
30.99
IV
42.6%
B/E move
2.6%

70Δ

Calls
Pseudo strike
27.32
IV
49.7%
B/E move
5.3%
Puts
Pseudo strike
31.79
IV
43.1%
B/E move
2.1%

75Δ

Calls
Pseudo strike
26.75
IV
46.7%
B/E move
4.2%
Puts
Pseudo strike
32.58
IV
43.7%
B/E move
1.6%

80Δ

Calls
Pseudo strike
26.18
IV
43.8%
B/E move
3.1%
Puts
Pseudo strike
33.38
IV
44.2%
B/E move
1.1%

Options history

IV · four-Friday blend43.34%
Daily close
BUSE31.8%39.6%47.4%2026-08-25: 34.14%2026-08-26: 35.08%2026-09-01: 36.19%2026-09-10: 46.28%2026-09-18: 39.95%2026-09-22: 33.82%2026-09-23: 34.53%2026-09-24: 38.20%2026-09-25: 35.75%2026-10-16: 32.85%2026-10-19: 35.61%2026-10-20: 36.62%2026-10-21: 35.64%2026-10-22: 39.73%2026-10-23: 36.44%2026-10-28: 38.79%2026-10-29: 36.81%2026-10-30: 43.34%Aug 25Sep 25Oct 30
18 observations2026-08-25 — 2026-10-30
Table
DateIV (%)
34.14%
35.08%
36.19%
46.28%
39.95%
33.82%
34.53%
38.20%
35.75%
32.85%
35.61%
36.62%
35.64%
39.73%
36.44%
38.79%
36.81%
43.34%