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First Busey Corp BUSE

FINANCIAL SERVICES · BANKS - REGIONAL
i

Market dataready · fetched 2026-10-23T06:53:51.179Z

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 · 2026-10-22T20:00:05.422783602Z

FundamentalsAlpha Vantage · ready · quarter 2026-06-30 · fetched 2026-10-23T06:53:50.623154+00:00

Share price$30.63
1D+2.2%
AH$29.92$30.11$30.30$30.49$30.685:30 AM6:30 AM9:00 AM1:00 PM2:00 PMBUSE
Sold putSold callAH

First Busey Corp options

Live interpolated BUSE call and put midpoint premiums by absolute delta.First Busey Corp$0.90$1.91$2.92$3.93$4.94$22.69$26.05$29.41$32.76$36.1220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive BUSE spot · $30.63BUSE PRICE$1.36$1.31$1.26$1.21$1.16$1.11$1.06$1.01$1.46$1.51$1.58$1.66$1.73$2.15$2.65$3.15$3.65$4.15$4.65
PutsExpensive3.11×
CallsExpensive1.93×
SkewBearish+28.55 pp
Implied moveBearish±$3.85
TiltBearish49.9% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ24.18128.6%25.8%
25Δ25.92107.3%20.3%
30Δ27.1993.2%16.4%
35Δ34.7479.9%17.8%28.4679.1%12.5%
40Δ34.0871.0%15.5%29.7465.1%8.6%
45Δ33.4262.2%13.2%30.6062.4%7.1%
50Δ32.7653.4%10.9%31.3662.7%6.3%
55Δ32.1044.5%8.6%32.1263.1%5.4%
60Δ31.4435.7%6.3%32.8863.4%4.6%
65Δ30.7826.9%3.9%33.6463.7%3.7%
70Δ30.1218.0%1.6%34.3964.0%2.9%
75Δ
80Δ

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
24.18
IV
128.6%
B/E move
25.8%

25Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
25.92
IV
107.3%
B/E move
20.3%

30Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
27.19
IV
93.2%
B/E move
16.4%

35Δ

Calls
Pseudo strike
34.74
IV
79.9%
B/E move
17.8%
Puts
Pseudo strike
28.46
IV
79.1%
B/E move
12.5%

40Δ

Calls
Pseudo strike
34.08
IV
71.0%
B/E move
15.5%
Puts
Pseudo strike
29.74
IV
65.1%
B/E move
8.6%

45Δ

Calls
Pseudo strike
33.42
IV
62.2%
B/E move
13.2%
Puts
Pseudo strike
30.60
IV
62.4%
B/E move
7.1%

50Δ

Calls
Pseudo strike
32.76
IV
53.4%
B/E move
10.9%
Puts
Pseudo strike
31.36
IV
62.7%
B/E move
6.3%

55Δ

Calls
Pseudo strike
32.10
IV
44.5%
B/E move
8.6%
Puts
Pseudo strike
32.12
IV
63.1%
B/E move
5.4%

60Δ

Calls
Pseudo strike
31.44
IV
35.7%
B/E move
6.3%
Puts
Pseudo strike
32.88
IV
63.4%
B/E move
4.6%

65Δ

Calls
Pseudo strike
30.78
IV
26.9%
B/E move
3.9%
Puts
Pseudo strike
33.64
IV
63.7%
B/E move
3.7%

70Δ

Calls
Pseudo strike
30.12
IV
18.0%
B/E move
1.6%
Puts
Pseudo strike
34.39
IV
64.0%
B/E move
2.9%

75Δ

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

80Δ

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

Options history

BUSE35.7136.1636.622026-10-20: 36.55%2026-10-21: 35.77%Oct 20Oct 21
Table
DateIV
36.55%
35.77%