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Byline Bancorp, Inc. Common Stock BY

FINANCIAL SERVICES · BANKS - REGIONAL
i

Market datapartial · fetched 2026-11-12T14:58:37.189Z

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 · 2026-11-12T14:36:15.866084085Z

FundamentalsAlpha Vantage · ready · quarter 2026-09-30 · fetched 2026-11-12T14:58:33.579186+00:00

Share price$38.82
1D-0.9%
$38.79$38.89$38.99$39.09$39.195:30 AM6:30 AM9:00 AM1:00 PMBY
Sold putSold call

Byline Bancorp, Inc. Common Stock options

Live interpolated BY call and put midpoint premiums by absolute delta.Byline Bancorp, Inc. Common Stock$2.58$3.91$5.24$6.58$7.91$-0.12$0.19$0.50$0.81$1.1220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ20Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —25Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —30Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —35Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —40Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —45Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —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 —80Δ P unavailable: no unambiguous, price-consistent delta bracketP —OPTION PRICEBY PRICE$2.73$3.52$4.32$5.12$5.92$6.72$7.52
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
25Δ
30Δ
35Δ
40Δ
45Δ
50Δ39.6059.5%9.0%
55Δ38.4360.4%8.1%
60Δ37.2661.4%7.1%
65Δ36.1062.3%6.2%
70Δ34.9363.2%5.2%
75Δ33.7664.1%4.3%
80Δ32.5965.0%3.3%

20Δ

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

25Δ

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

30Δ

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

35Δ

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

40Δ

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

45Δ

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

50Δ

Calls
Pseudo strike
39.60
IV
59.5%
B/E move
9.0%
Puts
Pseudo strike
IV
B/E move

55Δ

Calls
Pseudo strike
38.43
IV
60.4%
B/E move
8.1%
Puts
Pseudo strike
IV
B/E move

60Δ

Calls
Pseudo strike
37.26
IV
61.4%
B/E move
7.1%
Puts
Pseudo strike
IV
B/E move

65Δ

Calls
Pseudo strike
36.10
IV
62.3%
B/E move
6.2%
Puts
Pseudo strike
IV
B/E move

70Δ

Calls
Pseudo strike
34.93
IV
63.2%
B/E move
5.2%
Puts
Pseudo strike
IV
B/E move

75Δ

Calls
Pseudo strike
33.76
IV
64.1%
B/E move
4.3%
Puts
Pseudo strike
IV
B/E move

80Δ

Calls
Pseudo strike
32.59
IV
65.0%
B/E move
3.3%
Puts
Pseudo strike
IV
B/E move

Options history

IV · four-Friday blend52.73%
Daily close
BY35.5%87.7%140.0%2026-08-17: 67.85%2026-08-18: 74.38%2026-08-19: 91.78%2026-08-20: 84.62%2026-08-21: 48.04%2026-08-24: 47.33%2026-08-25: 48.44%2026-08-26: 48.44%2026-08-27: 47.30%2026-08-28: 49.67%2026-08-31: 53.61%2026-09-01: 57.55%2026-09-02: 55.68%2026-09-03: 53.91%2026-09-04: 51.52%2026-09-08: 42.80%2026-09-09: 65.73%2026-09-10: 64.83%2026-09-11: 62.94%2026-09-14: 77.81%2026-09-15: 87.78%2026-09-18: 50.84%2026-09-21: 53.95%2026-09-23: 58.06%2026-09-24: 54.35%2026-09-28: 56.76%2026-09-29: 60.71%2026-09-30: 58.20%2026-10-01: 59.60%2026-10-02: 59.61%2026-10-05: 65.78%2026-10-06: 67.48%2026-10-07: 67.04%2026-10-08: 69.55%2026-10-09: 75.50%2026-10-12: 85.00%2026-10-13: 93.40%2026-10-14: 106.73%2026-10-15: 132.76%2026-10-16: 50.62%2026-10-19: 48.78%2026-10-20: 48.04%2026-10-21: 52.55%2026-10-22: 49.43%2026-10-23: 42.69%2026-10-26: 43.40%2026-10-27: 51.38%2026-10-28: 50.71%2026-10-29: 50.57%2026-10-30: 52.73%Aug 17Sep 24Oct 30
50 observations2026-08-17 — 2026-10-30
Table
DateIV (%)
67.85%
74.38%
91.78%
84.62%
48.04%
47.33%
48.44%
48.44%
47.30%
49.67%
53.61%
57.55%
55.68%
53.91%
51.52%
42.80%
65.73%
64.83%
62.94%
77.81%
87.78%
50.84%
53.95%
58.06%
54.35%
56.76%
60.71%
58.20%
59.60%
59.61%
65.78%
67.48%
67.04%
69.55%
75.50%
85.00%
93.40%
106.73%
132.76%
50.62%
48.78%
48.04%
52.55%
49.43%
42.69%
43.40%
51.38%
50.71%
50.57%
52.73%