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Dime Commercial Bancshares, Inc. DCOM

FINANCIAL SERVICES · BANKS - REGIONAL
i

Market dataready · fetched 2026-11-13T02:03:05.730Z

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 · 2026-11-13T00:00:00.003011598Z

FundamentalsAlpha Vantage · ready · quarter 2026-09-30 · fetched 2026-11-13T02:03:04.945230+00:00

Share price$42.23
1D-0.1%
AH$41.85$41.97$42.09$42.21$42.335:30 AM6:30 AM9:00 AM1:00 PM2:00 PMDCOM
Sold putSold callAH

Dime Commercial Bancshares, Inc. options

Live interpolated DCOM call and put midpoint premiums by absolute delta.Dime Commercial Bancshares, Inc.$0.08$2.67$5.25$7.83$10.41$39.29$40.90$42.51$44.11$45.7220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ20Δ C unavailable: no unambiguous, price-consistent delta bracketC —25Δ C unavailable: no unambiguous, price-consistent delta bracketC —OPTION PRICELive DCOM spot · $42.23DCOM PRICE$1.25$2.09$2.94$3.78$4.62$5.46$6.30$7.14$7.99$8.83$9.67$0.36$0.55$0.74$0.92$1.11$1.30$1.49$1.67$1.86$2.05$2.23$2.42$2.61
PutsExpensive1.20×
Calls——
Skew——
Implied moveBullish±$6.10
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ40.3038.4%5.4%
25Δ40.6538.3%5.0%
30Δ44.1466.6%7.5%41.0038.1%4.6%
35Δ43.0772.2%7.0%41.3538.0%4.3%
40Δ42.0177.7%6.4%41.7037.9%3.9%
45Δ40.9483.3%5.9%42.0537.7%3.5%
50Δ39.8788.8%5.3%42.4037.6%3.1%
55Δ38.8094.4%4.8%42.7537.4%2.7%
60Δ37.7399.9%4.3%43.1037.3%2.3%
65Δ36.67105.5%3.7%43.4537.2%2.0%
70Δ35.60111.0%3.2%43.8037.0%1.6%
75Δ34.53116.6%2.7%44.1536.9%1.2%
80Δ33.46122.2%2.1%44.5036.7%0.8%

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
40.30
IV
38.4%
B/E move
5.4%

25Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
40.65
IV
38.3%
B/E move
5.0%

30Δ

Calls
Pseudo strike
44.14
IV
66.6%
B/E move
7.5%
Puts
Pseudo strike
41.00
IV
38.1%
B/E move
4.6%

35Δ

Calls
Pseudo strike
43.07
IV
72.2%
B/E move
7.0%
Puts
Pseudo strike
41.35
IV
38.0%
B/E move
4.3%

40Δ

Calls
Pseudo strike
42.01
IV
77.7%
B/E move
6.4%
Puts
Pseudo strike
41.70
IV
37.9%
B/E move
3.9%

45Δ

Calls
Pseudo strike
40.94
IV
83.3%
B/E move
5.9%
Puts
Pseudo strike
42.05
IV
37.7%
B/E move
3.5%

50Δ

Calls
Pseudo strike
39.87
IV
88.8%
B/E move
5.3%
Puts
Pseudo strike
42.40
IV
37.6%
B/E move
3.1%

55Δ

Calls
Pseudo strike
38.80
IV
94.4%
B/E move
4.8%
Puts
Pseudo strike
42.75
IV
37.4%
B/E move
2.7%

60Δ

Calls
Pseudo strike
37.73
IV
99.9%
B/E move
4.3%
Puts
Pseudo strike
43.10
IV
37.3%
B/E move
2.3%

65Δ

Calls
Pseudo strike
36.67
IV
105.5%
B/E move
3.7%
Puts
Pseudo strike
43.45
IV
37.2%
B/E move
2.0%

70Δ

Calls
Pseudo strike
35.60
IV
111.0%
B/E move
3.2%
Puts
Pseudo strike
43.80
IV
37.0%
B/E move
1.6%

75Δ

Calls
Pseudo strike
34.53
IV
116.6%
B/E move
2.7%
Puts
Pseudo strike
44.15
IV
36.9%
B/E move
1.2%

80Δ

Calls
Pseudo strike
33.46
IV
122.2%
B/E move
2.1%
Puts
Pseudo strike
44.50
IV
36.7%
B/E move
0.8%

Options history

IV · four-Friday blend28.39%
Daily EOD
DCOM27.9%31.4%34.8%2026-10-19: 34.36%2026-10-20: 30.31%2026-10-21: 28.39%Oct 19Oct 20Oct 21
3 observations2026-10-19 — 2026-10-21
Table
DateIV (%)
34.36%
30.31%
28.39%