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Eastern Bankshares, Inc. Common Stock EBC

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Market datapartial · fetched 2026-10-22T18:43:38.902Z

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 · 2026-10-22T18:43:35.548747022Z

FundamentalsAlpha Vantage · unavailable

Share price$22.03
1D+1.9%
$21.59$21.71$21.84$21.96$22.095:30 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$0.33$0.73$1.13$1.53$1.93$17.83$19.46$21.08$22.71$24.3420Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive EBC spot · $22.02EBC PRICE$0.37$0.55$0.73$0.91$1.10$1.28$1.46$1.64$1.82$0.50$0.56$0.75$0.94$1.13$1.32$1.51
PutsExpensive2.34×
CallsCheap0.86×
SkewBearish+33.95 pp
Implied moveBearish±$2.25
TiltBullish18.9% CALL
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ18.6674.9%17.6%
25Δ20.1454.5%11.1%
30Δ20.5954.5%9.9%
35Δ21.0354.5%8.8%
40Δ22.4320.1%3.6%21.4754.5%7.7%
45Δ22.1921.0%3.3%21.9154.6%6.5%
50Δ21.9521.8%3.0%22.3554.6%5.4%
55Δ21.7022.7%2.7%
60Δ21.4623.5%2.4%
65Δ21.2224.3%2.1%
70Δ20.9725.2%1.8%
75Δ20.7326.0%1.5%
80Δ20.4826.9%1.3%

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
18.66
IV
74.9%
B/E move
17.6%

25Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
20.14
IV
54.5%
B/E move
11.1%

30Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
20.59
IV
54.5%
B/E move
9.9%

35Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
21.03
IV
54.5%
B/E move
8.8%

40Δ

Calls
Pseudo strike
22.43
IV
20.1%
B/E move
3.6%
Puts
Pseudo strike
21.47
IV
54.5%
B/E move
7.7%

45Δ

Calls
Pseudo strike
22.19
IV
21.0%
B/E move
3.3%
Puts
Pseudo strike
21.91
IV
54.6%
B/E move
6.5%

50Δ

Calls
Pseudo strike
21.95
IV
21.8%
B/E move
3.0%
Puts
Pseudo strike
22.35
IV
54.6%
B/E move
5.4%

55Δ

Calls
Pseudo strike
21.70
IV
22.7%
B/E move
2.7%
Puts
Pseudo strike
IV
B/E move

60Δ

Calls
Pseudo strike
21.46
IV
23.5%
B/E move
2.4%
Puts
Pseudo strike
IV
B/E move

65Δ

Calls
Pseudo strike
21.22
IV
24.3%
B/E move
2.1%
Puts
Pseudo strike
IV
B/E move

70Δ

Calls
Pseudo strike
20.97
IV
25.2%
B/E move
1.8%
Puts
Pseudo strike
IV
B/E move

75Δ

Calls
Pseudo strike
20.73
IV
26.0%
B/E move
1.5%
Puts
Pseudo strike
IV
B/E move

80Δ

Calls
Pseudo strike
20.48
IV
26.9%
B/E move
1.3%
Puts
Pseudo strike
IV
B/E move

Options history

No recorded observations