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Eastern Bankshares, Inc. Common Stock EBC

i

Market dataready · fetched 2026-11-12T02:09:04.969Z

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 · 2026-11-11T21:00:05.906632788Z

FundamentalsSEC EDGAR · ready · as of 2026-09-30 · fetched 2026-11-12T02:00:53.654664+00:00

Share price$22.98
1D-0.0%
AH$22.89$22.94$22.99$23.04$23.095:30 AM6:30 AM9:00 AM1:00 PM2:00 PMEBC
Sold putSold callAH

Eastern Bankshares, Inc. Common Stock options

Live interpolated EBC call and put midpoint premiums by absolute delta.Eastern Bankshares, Inc. Common Stock$0.09$2.69$5.30$7.90$10.50$18.91$20.99$23.06$25.14$27.2220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive EBC spot · $22.98EBC PRICE$0.75$0.99$0.50$0.63$0.76$0.89$1.02$1.14$1.27$1.86$2.44$3.03$3.61$0.38$0.38$0.38$0.38$1.32$2.38$3.43$4.48$5.53$6.59$7.64$8.69$9.75
PutsExpensive3.56×
CallsExpensive3.11×
SkewBullish-4.67 pp
Implied moveBearish±$4.44
TiltBearish46.2% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ32.29210.6%43.8%20.3795.5%13.0%
25Δ30.60215.4%37.5%21.0678.3%10.0%
30Δ24.6673.4%9.5%21.7461.1%7.0%
35Δ24.3072.9%8.5%22.4343.9%4.0%
40Δ23.9472.5%7.5%23.5053.1%3.5%
45Δ23.5872.0%6.5%24.6165.2%3.2%
50Δ23.2271.5%5.5%25.7377.3%3.0%
55Δ22.8671.0%4.5%26.8489.4%2.7%
60Δ22.5070.6%3.5%27.95101.5%2.4%
65Δ21.8274.6%3.0%29.07113.6%2.2%
70Δ21.1478.7%2.6%30.18125.6%1.9%
75Δ20.4582.8%2.2%31.29137.7%1.7%
80Δ19.7686.9%1.7%32.41149.8%1.4%

20Δ

Calls
Pseudo strike
32.29
IV
210.6%
B/E move
43.8%
Puts
Pseudo strike
20.37
IV
95.5%
B/E move
13.0%

25Δ

Calls
Pseudo strike
30.60
IV
215.4%
B/E move
37.5%
Puts
Pseudo strike
21.06
IV
78.3%
B/E move
10.0%

30Δ

Calls
Pseudo strike
24.66
IV
73.4%
B/E move
9.5%
Puts
Pseudo strike
21.74
IV
61.1%
B/E move
7.0%

35Δ

Calls
Pseudo strike
24.30
IV
72.9%
B/E move
8.5%
Puts
Pseudo strike
22.43
IV
43.9%
B/E move
4.0%

40Δ

Calls
Pseudo strike
23.94
IV
72.5%
B/E move
7.5%
Puts
Pseudo strike
23.50
IV
53.1%
B/E move
3.5%

45Δ

Calls
Pseudo strike
23.58
IV
72.0%
B/E move
6.5%
Puts
Pseudo strike
24.61
IV
65.2%
B/E move
3.2%

50Δ

Calls
Pseudo strike
23.22
IV
71.5%
B/E move
5.5%
Puts
Pseudo strike
25.73
IV
77.3%
B/E move
3.0%

55Δ

Calls
Pseudo strike
22.86
IV
71.0%
B/E move
4.5%
Puts
Pseudo strike
26.84
IV
89.4%
B/E move
2.7%

60Δ

Calls
Pseudo strike
22.50
IV
70.6%
B/E move
3.5%
Puts
Pseudo strike
27.95
IV
101.5%
B/E move
2.4%

65Δ

Calls
Pseudo strike
21.82
IV
74.6%
B/E move
3.0%
Puts
Pseudo strike
29.07
IV
113.6%
B/E move
2.2%

70Δ

Calls
Pseudo strike
21.14
IV
78.7%
B/E move
2.6%
Puts
Pseudo strike
30.18
IV
125.6%
B/E move
1.9%

75Δ

Calls
Pseudo strike
20.45
IV
82.8%
B/E move
2.2%
Puts
Pseudo strike
31.29
IV
137.7%
B/E move
1.7%

80Δ

Calls
Pseudo strike
19.76
IV
86.9%
B/E move
1.7%
Puts
Pseudo strike
32.41
IV
149.8%
B/E move
1.4%

Options history

IV · four-Friday blend33.26%
Daily EOD
EBC32.3%34.6%37.0%2026-10-22: 36.34%2026-10-23: 35.16%2026-10-26: 36.65%2026-10-27: 32.81%2026-10-28: 35.72%2026-10-29: 32.60%2026-10-30: 33.26%Oct 22Oct 27Oct 30
7 observations2026-10-22 — 2026-10-30
Table
DateIV (%)
36.34%
35.16%
36.65%
32.81%
35.72%
32.60%
33.26%