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Byline Bancorp Inc BY

FINANCIAL SERVICES · BANKS - REGIONAL
i

Market dataready · fetched 2026-10-23T06:40:20.405Z

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 · 2026-10-22T23:00:00.002524617Z

FundamentalsAlpha Vantage · ready · quarter 2026-06-30 · fetched 2026-10-23T06:40:20.075867+00:00

Share price$37.99
1D+1.4%
AH$37.40$37.65$37.89$38.14$38.395:30 AM6:30 AM9:00 AM1:00 PM2:00 PMBY
Sold putSold callAH

Byline Bancorp Inc options

Live interpolated BY call and put midpoint premiums by absolute delta.Byline Bancorp Inc$0.94$3.43$5.91$8.39$10.88$25.34$31.41$37.48$43.56$49.6320Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive BY spot · $37.99BY PRICE$1.21$1.61$2.01$2.40$2.45$2.45$2.94$3.46$3.97$4.49$2.67$3.00$3.33$3.66$3.99$4.32$4.72$5.38$6.04$6.69$7.35$10.16
PutsExpensive4.04×
CallsExpensive3.20×
SkewBearish+9.51 pp
Implied moveBearish±$7.26
TiltBearish38.9% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ47.7585.1%28.9%
25Δ46.8793.9%27.6%31.03142.4%25.4%
30Δ45.99102.7%26.3%32.58132.1%22.1%
35Δ45.11111.4%25.1%34.13121.8%18.9%
40Δ42.7295.9%18.9%35.69111.4%15.7%
45Δ40.1477.1%12.1%37.24101.1%12.5%
50Δ39.0176.5%10.4%38.7990.7%9.3%
55Δ37.9676.9%9.0%40.2382.1%6.5%
60Δ36.9277.3%7.6%41.2879.4%5.5%
65Δ35.8777.8%6.3%42.3276.6%4.5%
70Δ43.3673.8%3.5%
75Δ44.4071.1%2.5%
80Δ47.4581.1%1.8%

20Δ

Calls
Pseudo strike
47.75
IV
85.1%
B/E move
28.9%
Puts
Pseudo strike
IV
B/E move

25Δ

Calls
Pseudo strike
46.87
IV
93.9%
B/E move
27.6%
Puts
Pseudo strike
31.03
IV
142.4%
B/E move
25.4%

30Δ

Calls
Pseudo strike
45.99
IV
102.7%
B/E move
26.3%
Puts
Pseudo strike
32.58
IV
132.1%
B/E move
22.1%

35Δ

Calls
Pseudo strike
45.11
IV
111.4%
B/E move
25.1%
Puts
Pseudo strike
34.13
IV
121.8%
B/E move
18.9%

40Δ

Calls
Pseudo strike
42.72
IV
95.9%
B/E move
18.9%
Puts
Pseudo strike
35.69
IV
111.4%
B/E move
15.7%

45Δ

Calls
Pseudo strike
40.14
IV
77.1%
B/E move
12.1%
Puts
Pseudo strike
37.24
IV
101.1%
B/E move
12.5%

50Δ

Calls
Pseudo strike
39.01
IV
76.5%
B/E move
10.4%
Puts
Pseudo strike
38.79
IV
90.7%
B/E move
9.3%

55Δ

Calls
Pseudo strike
37.96
IV
76.9%
B/E move
9.0%
Puts
Pseudo strike
40.23
IV
82.1%
B/E move
6.5%

60Δ

Calls
Pseudo strike
36.92
IV
77.3%
B/E move
7.6%
Puts
Pseudo strike
41.28
IV
79.4%
B/E move
5.5%

65Δ

Calls
Pseudo strike
35.87
IV
77.8%
B/E move
6.3%
Puts
Pseudo strike
42.32
IV
76.6%
B/E move
4.5%

70Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
43.36
IV
73.8%
B/E move
3.5%

75Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
44.40
IV
71.1%
B/E move
2.5%

80Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
47.45
IV
81.1%
B/E move
1.8%

Options history

BY45.5251.2857.042026-10-20: 46.32%2026-10-21: 56.25%Oct 20Oct 21
Table
DateIV
46.32%
56.25%