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Eastern Bankshares, Inc. Common Stock EBC

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Market datapartial · fetched 2026-10-23T19:06:13.889Z

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 · 2026-10-23T19:05:52.917642872Z

FundamentalsAlpha Vantage · unavailable

Share price$22.41
1D+0.8%
$22.17$22.28$22.38$22.48$22.595:30 AM6:30 AM9:00 AM1:00 PMEBC
Sold putSold call

Eastern Bankshares, Inc. Common Stock options

Live interpolated EBC call and put midpoint premiums by absolute delta.Eastern Bankshares, Inc. Common Stock$0.38$0.64$0.89$1.14$1.40$-0.12$0.19$0.50$0.81$1.1220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICEEBC PRICE$0.42$0.45$0.49$0.53$0.57$0.60$0.64$0.41$0.59$0.78$0.96$1.14$1.33
PutsExpensive1.67×
CallsExpensive1.61×
SkewBullish-4.04 pp
Implied move——
TiltBearish16.9% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ28.9079.5%30.8%20.4444.4%10.6%
25Δ27.8771.0%26.4%20.8246.6%9.7%
30Δ26.8362.4%21.9%21.2048.8%8.9%
35Δ25.8053.9%17.5%21.5851.0%8.0%
40Δ24.7645.4%13.0%21.9653.2%7.1%
45Δ23.7336.8%8.6%22.3555.4%6.2%
50Δ22.6928.3%4.1%
55Δ
60Δ
65Δ
70Δ
75Δ
80Δ

20Δ

Calls
Pseudo strike
28.90
IV
79.5%
B/E move
30.8%
Puts
Pseudo strike
20.44
IV
44.4%
B/E move
10.6%

25Δ

Calls
Pseudo strike
27.87
IV
71.0%
B/E move
26.4%
Puts
Pseudo strike
20.82
IV
46.6%
B/E move
9.7%

30Δ

Calls
Pseudo strike
26.83
IV
62.4%
B/E move
21.9%
Puts
Pseudo strike
21.20
IV
48.8%
B/E move
8.9%

35Δ

Calls
Pseudo strike
25.80
IV
53.9%
B/E move
17.5%
Puts
Pseudo strike
21.58
IV
51.0%
B/E move
8.0%

40Δ

Calls
Pseudo strike
24.76
IV
45.4%
B/E move
13.0%
Puts
Pseudo strike
21.96
IV
53.2%
B/E move
7.1%

45Δ

Calls
Pseudo strike
23.73
IV
36.8%
B/E move
8.6%
Puts
Pseudo strike
22.35
IV
55.4%
B/E move
6.2%

50Δ

Calls
Pseudo strike
22.69
IV
28.3%
B/E move
4.1%
Puts
Pseudo strike
IV
B/E move

55Δ

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

60Δ

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

65Δ

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

70Δ

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

75Δ

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

80Δ

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

Options history

EBC36.3136.3436.382026-10-22: 36.34%Oct 22Oct 22
Table
DateIV
36.34%