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Eagle Bancorp Inc EGBN

FINANCIAL SERVICES · BANKS - REGIONAL
i

Market dataready · fetched 2026-10-22T09:20:09.529Z

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 · 2026-10-21T20:00:05.183571979Z

FundamentalsAlpha Vantage · ready · quarter 2026-06-30 · fetched 2026-10-22T09:20:06.747159+00:00

Share price$28.53
1D-0.6%
AH$28.41$28.49$28.58$28.66$28.745:30 AM6:30 AM9:00 AM1:00 PM2:00 PMEGBN
Sold putSold callAH

Eagle Bancorp Inc options

Live interpolated EGBN call and put midpoint premiums by absolute delta.Eagle Bancorp Inc$0.48$2.09$3.69$5.29$6.89$22.30$25.53$28.77$32.01$35.2420Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive EGBN spot · $28.53EGBN PRICE$0.89$1.06$1.06$0.90$1.07$1.51$1.94$2.38$2.82$3.26$3.69$4.13$4.72$0.66$0.89$1.14$1.40$1.65$1.90$2.16$2.41$2.83$3.73$4.63$5.53$6.43
PutsExpensive2.21×
CallsExpensive2.31×
SkewBullish-5.90 pp
Implied moveBearish±$4.10
TiltBearish9.1% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ39.71114.1%42.3%24.7967.4%15.4%
25Δ36.55101.9%31.8%25.6163.4%13.3%
30Δ33.6981.9%21.8%26.2662.3%11.9%
35Δ31.1254.4%12.2%26.9161.1%10.6%
40Δ29.6644.3%7.7%27.5660.0%9.2%
45Δ29.0447.8%7.1%28.2158.9%7.8%
50Δ28.4351.3%6.5%28.8657.7%6.4%
55Δ27.8254.8%5.9%29.5156.6%5.0%
60Δ27.2158.3%5.3%30.2756.5%3.8%
65Δ26.6061.8%4.6%31.3359.4%3.3%
70Δ25.9965.3%4.0%32.3962.4%2.7%
75Δ25.3868.8%3.4%33.4565.3%2.1%
80Δ24.6071.2%2.8%34.5168.2%1.6%

20Δ

Calls
Pseudo strike
39.71
IV
114.1%
B/E move
42.3%
Puts
Pseudo strike
24.79
IV
67.4%
B/E move
15.4%

25Δ

Calls
Pseudo strike
36.55
IV
101.9%
B/E move
31.8%
Puts
Pseudo strike
25.61
IV
63.4%
B/E move
13.3%

30Δ

Calls
Pseudo strike
33.69
IV
81.9%
B/E move
21.8%
Puts
Pseudo strike
26.26
IV
62.3%
B/E move
11.9%

35Δ

Calls
Pseudo strike
31.12
IV
54.4%
B/E move
12.2%
Puts
Pseudo strike
26.91
IV
61.1%
B/E move
10.6%

40Δ

Calls
Pseudo strike
29.66
IV
44.3%
B/E move
7.7%
Puts
Pseudo strike
27.56
IV
60.0%
B/E move
9.2%

45Δ

Calls
Pseudo strike
29.04
IV
47.8%
B/E move
7.1%
Puts
Pseudo strike
28.21
IV
58.9%
B/E move
7.8%

50Δ

Calls
Pseudo strike
28.43
IV
51.3%
B/E move
6.5%
Puts
Pseudo strike
28.86
IV
57.7%
B/E move
6.4%

55Δ

Calls
Pseudo strike
27.82
IV
54.8%
B/E move
5.9%
Puts
Pseudo strike
29.51
IV
56.6%
B/E move
5.0%

60Δ

Calls
Pseudo strike
27.21
IV
58.3%
B/E move
5.3%
Puts
Pseudo strike
30.27
IV
56.5%
B/E move
3.8%

65Δ

Calls
Pseudo strike
26.60
IV
61.8%
B/E move
4.6%
Puts
Pseudo strike
31.33
IV
59.4%
B/E move
3.3%

70Δ

Calls
Pseudo strike
25.99
IV
65.3%
B/E move
4.0%
Puts
Pseudo strike
32.39
IV
62.4%
B/E move
2.7%

75Δ

Calls
Pseudo strike
25.38
IV
68.8%
B/E move
3.4%
Puts
Pseudo strike
33.45
IV
65.3%
B/E move
2.1%

80Δ

Calls
Pseudo strike
24.60
IV
71.2%
B/E move
2.8%
Puts
Pseudo strike
34.51
IV
68.2%
B/E move
1.6%

Options history

No recorded observations