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City Holding Company Common Stock CHCO

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Market datapartial · fetched 2026-11-11T15:39:32.992Z

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: 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 · 2026-11-11T15:02:10.666965722Z

FundamentalsAlpha Vantage · unavailable

Share price$142.05
1D-0.1%
$141.58$141.75$141.93$142.10$142.275:30 AM6:30 AM9:00 AM1:00 PMCHCO
Sold putSold call

City Holding Company Common Stock options

Live interpolated CHCO call and put midpoint premiums by absolute delta.City Holding Company Common Stock$2.33$3.45$4.58$5.71$6.83$130.56$136.56$142.56$148.56$154.5620Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive CHCO spot · $142.05CHCO PRICE$2.45$2.45$2.45$2.45$2.48$2.75$3.02$3.28$3.55$3.90$4.77$5.64$6.51$2.45$2.45$2.45$2.45$2.51$2.72$2.94$3.16$3.38$3.60$3.87$5.03$6.19
PutsExpensive1.54×
CallsExpensive1.52×
SkewBullish-4.53 pp
Implied moveBalanced±$5.96
TiltBullish2.8% CALL
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ166.05105.1%18.6%127.0691.4%12.3%
25Δ155.7877.5%11.4%132.5769.9%8.4%
30Δ150.2160.0%7.5%136.0355.8%6.0%
35Δ147.3849.4%5.5%138.3145.9%4.4%
40Δ144.8740.1%3.7%140.2137.9%3.1%
45Δ143.8737.8%3.2%141.0135.5%2.6%
50Δ142.8735.4%2.7%141.8233.0%2.2%
55Δ141.8633.1%2.2%142.6330.6%1.8%
60Δ140.8630.7%1.7%143.4428.1%1.4%
65Δ139.8428.8%1.2%144.2425.7%1.0%
70Δ138.7229.2%1.0%145.0923.5%0.6%
75Δ137.6029.6%0.8%146.4124.7%0.5%
80Δ136.4730.0%0.7%147.7425.9%0.3%

20Δ

Calls
Pseudo strike
166.05
IV
105.1%
B/E move
18.6%
Puts
Pseudo strike
127.06
IV
91.4%
B/E move
12.3%

25Δ

Calls
Pseudo strike
155.78
IV
77.5%
B/E move
11.4%
Puts
Pseudo strike
132.57
IV
69.9%
B/E move
8.4%

30Δ

Calls
Pseudo strike
150.21
IV
60.0%
B/E move
7.5%
Puts
Pseudo strike
136.03
IV
55.8%
B/E move
6.0%

35Δ

Calls
Pseudo strike
147.38
IV
49.4%
B/E move
5.5%
Puts
Pseudo strike
138.31
IV
45.9%
B/E move
4.4%

40Δ

Calls
Pseudo strike
144.87
IV
40.1%
B/E move
3.7%
Puts
Pseudo strike
140.21
IV
37.9%
B/E move
3.1%

45Δ

Calls
Pseudo strike
143.87
IV
37.8%
B/E move
3.2%
Puts
Pseudo strike
141.01
IV
35.5%
B/E move
2.6%

50Δ

Calls
Pseudo strike
142.87
IV
35.4%
B/E move
2.7%
Puts
Pseudo strike
141.82
IV
33.0%
B/E move
2.2%

55Δ

Calls
Pseudo strike
141.86
IV
33.1%
B/E move
2.2%
Puts
Pseudo strike
142.63
IV
30.6%
B/E move
1.8%

60Δ

Calls
Pseudo strike
140.86
IV
30.7%
B/E move
1.7%
Puts
Pseudo strike
143.44
IV
28.1%
B/E move
1.4%

65Δ

Calls
Pseudo strike
139.84
IV
28.8%
B/E move
1.2%
Puts
Pseudo strike
144.24
IV
25.7%
B/E move
1.0%

70Δ

Calls
Pseudo strike
138.72
IV
29.2%
B/E move
1.0%
Puts
Pseudo strike
145.09
IV
23.5%
B/E move
0.6%

75Δ

Calls
Pseudo strike
137.60
IV
29.6%
B/E move
0.8%
Puts
Pseudo strike
146.41
IV
24.7%
B/E move
0.5%

80Δ

Calls
Pseudo strike
136.47
IV
30.0%
B/E move
0.7%
Puts
Pseudo strike
147.74
IV
25.9%
B/E move
0.3%

Options history

IV · four-Friday blend23.74%
Daily EOD
CHCO21.2%22.6%24.1%2026-10-19: 22.85%2026-10-20: 21.38%2026-10-21: 22.66%2026-10-22: 23.02%2026-10-23: 23.86%2026-10-26: 23.55%2026-10-27: 23.49%2026-10-28: 22.76%2026-10-29: 22.15%2026-10-30: 23.74%Oct 19Oct 23Oct 30
10 observations2026-10-19 — 2026-10-30
Table
DateIV (%)
22.85%
21.38%
22.66%
23.02%
23.86%
23.55%
23.49%
22.76%
22.15%
23.74%