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Eagle Bancorp, Inc. Common Stock EGBN

FINANCIAL SERVICES · BANKS - REGIONAL
i

Market dataready · fetched 2026-11-11T15:47:25.091Z

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 · 2026-11-11T15:45:31.941105169Z

FundamentalsAlpha Vantage · ready · quarter 2026-09-30 · fetched 2026-11-11T15:46:11.073772+00:00

Share price$34.06
1D+0.2%
$33.77$33.90$34.03$34.16$34.295:30 AM6:30 AM9:00 AM1:00 PMEGBN
Sold putSold call

Eagle Bancorp, Inc. Common Stock options

Live interpolated EGBN call and put midpoint premiums by absolute delta.Eagle Bancorp, Inc. Common Stock$0.28$1.37$2.47$3.56$4.65$-0.12$0.19$0.50$0.81$1.1220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ35Δ C unavailable: no unambiguous, price-consistent delta bracketC —40Δ C unavailable: no unambiguous, price-consistent delta bracketC —45Δ C unavailable: no unambiguous, price-consistent delta bracketC —50Δ C unavailable: no unambiguous, price-consistent delta bracketC —55Δ C unavailable: no unambiguous, price-consistent delta bracketC —60Δ C unavailable: no unambiguous, price-consistent delta bracketC —65Δ C unavailable: no unambiguous, price-consistent delta bracketC —70Δ C unavailable: no unambiguous, price-consistent delta bracketC —75Δ C unavailable: no unambiguous, price-consistent delta bracketC —80Δ C unavailable: no unambiguous, price-consistent delta bracketC —OPTION PRICEEGBN PRICE$0.40$0.42$0.45$0.57$0.76$0.96$1.16$1.35$1.55$1.74$1.94$2.31$2.82$3.32$3.83$4.34
PutsExpensive2.09×
Calls——
Skew——
Implied move——
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ38.8179.4%15.1%30.5881.9%11.9%
25Δ37.5265.7%11.4%31.1880.4%10.7%
30Δ36.2352.0%7.7%31.7778.9%9.5%
35Δ32.3777.4%8.4%
40Δ32.9675.9%7.2%
45Δ33.5574.4%6.0%
50Δ34.1572.9%4.9%
55Δ34.7471.4%3.7%
60Δ35.3669.8%3.0%
65Δ36.0168.0%2.5%
70Δ36.6566.2%2.1%
75Δ37.3064.4%1.7%
80Δ37.9462.6%1.3%

20Δ

Calls
Pseudo strike
38.81
IV
79.4%
B/E move
15.1%
Puts
Pseudo strike
30.58
IV
81.9%
B/E move
11.9%

25Δ

Calls
Pseudo strike
37.52
IV
65.7%
B/E move
11.4%
Puts
Pseudo strike
31.18
IV
80.4%
B/E move
10.7%

30Δ

Calls
Pseudo strike
36.23
IV
52.0%
B/E move
7.7%
Puts
Pseudo strike
31.77
IV
78.9%
B/E move
9.5%

35Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
32.37
IV
77.4%
B/E move
8.4%

40Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
32.96
IV
75.9%
B/E move
7.2%

45Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
33.55
IV
74.4%
B/E move
6.0%

50Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
34.15
IV
72.9%
B/E move
4.9%

55Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
34.74
IV
71.4%
B/E move
3.7%

60Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
35.36
IV
69.8%
B/E move
3.0%

65Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
36.01
IV
68.0%
B/E move
2.5%

70Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
36.65
IV
66.2%
B/E move
2.1%

75Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
37.30
IV
64.4%
B/E move
1.7%

80Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
37.94
IV
62.6%
B/E move
1.3%

Options history

IV · four-Friday blend41.17%
Daily close
EGBN37.3%42.2%47.0%2026-10-16: 43.77%2026-10-20: 46.38%2026-10-21: 42.93%2026-10-22: 38.63%2026-10-23: 37.98%2026-10-26: 41.17%Oct 16Oct 21Oct 26
6 observations2026-10-16 — 2026-10-26
Table
DateIV (%)
43.77%
46.38%
42.93%
38.63%
37.98%
41.17%