IntraAlpha
Create free account Start free

Eagle Bancorp, Inc. Common Stock EGBN

FINANCIAL SERVICES · BANKS - REGIONAL
i

Market dataready · fetched 2026-11-11T16:01:41.875Z

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 · 2026-11-11T16:00:48.474543534Z

FundamentalsAlpha Vantage · ready · quarter 2026-09-30 · fetched 2026-11-11T16:01:41.318703+00:00

Share price$34.02
1D+0.1%
$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$0.32$1.09$1.86$2.64$3.41$31.60$32.99$34.39$35.78$37.1720Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ60Δ P unavailable: no unambiguous, price-consistent delta bracketP —65Δ P unavailable: no unambiguous, price-consistent delta bracketP —70Δ P unavailable: no unambiguous, price-consistent delta bracketP —75Δ P unavailable: no unambiguous, price-consistent delta bracketP —80Δ P unavailable: no unambiguous, price-consistent delta bracketP —OPTION PRICELive EGBN spot · $34.02EGBN PRICE$0.40$0.43$0.45$0.51$0.81$1.11$1.40$1.70$2.00$2.29$2.59$2.89$3.19$0.56$0.76$0.95$1.14$1.34$1.53$1.72$1.92
Puts——
CallsExpensive1.06×
Skew——
Implied moveBearish±$3.13
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ38.7879.6%15.2%30.5781.4%11.8%
25Δ37.4765.7%11.4%31.1579.9%10.6%
30Δ36.1551.8%7.6%31.7478.3%9.5%
35Δ34.9539.7%4.2%32.3376.8%8.3%
40Δ34.5440.5%3.9%32.9175.2%7.2%
45Δ34.1341.2%3.6%33.5073.6%6.0%
50Δ33.7242.0%3.2%34.0972.1%4.9%
55Δ33.3142.8%2.9%34.6770.5%3.7%
60Δ32.9043.6%2.6%
65Δ32.4944.3%2.2%
70Δ32.0845.1%1.9%
75Δ31.6745.9%1.6%
80Δ31.2646.7%1.3%

20Δ

Calls
Pseudo strike
38.78
IV
79.6%
B/E move
15.2%
Puts
Pseudo strike
30.57
IV
81.4%
B/E move
11.8%

25Δ

Calls
Pseudo strike
37.47
IV
65.7%
B/E move
11.4%
Puts
Pseudo strike
31.15
IV
79.9%
B/E move
10.6%

30Δ

Calls
Pseudo strike
36.15
IV
51.8%
B/E move
7.6%
Puts
Pseudo strike
31.74
IV
78.3%
B/E move
9.5%

35Δ

Calls
Pseudo strike
34.95
IV
39.7%
B/E move
4.2%
Puts
Pseudo strike
32.33
IV
76.8%
B/E move
8.3%

40Δ

Calls
Pseudo strike
34.54
IV
40.5%
B/E move
3.9%
Puts
Pseudo strike
32.91
IV
75.2%
B/E move
7.2%

45Δ

Calls
Pseudo strike
34.13
IV
41.2%
B/E move
3.6%
Puts
Pseudo strike
33.50
IV
73.6%
B/E move
6.0%

50Δ

Calls
Pseudo strike
33.72
IV
42.0%
B/E move
3.2%
Puts
Pseudo strike
34.09
IV
72.1%
B/E move
4.9%

55Δ

Calls
Pseudo strike
33.31
IV
42.8%
B/E move
2.9%
Puts
Pseudo strike
34.67
IV
70.5%
B/E move
3.7%

60Δ

Calls
Pseudo strike
32.90
IV
43.6%
B/E move
2.6%
Puts
Pseudo strike
IV
B/E move

65Δ

Calls
Pseudo strike
32.49
IV
44.3%
B/E move
2.2%
Puts
Pseudo strike
IV
B/E move

70Δ

Calls
Pseudo strike
32.08
IV
45.1%
B/E move
1.9%
Puts
Pseudo strike
IV
B/E move

75Δ

Calls
Pseudo strike
31.67
IV
45.9%
B/E move
1.6%
Puts
Pseudo strike
IV
B/E move

80Δ

Calls
Pseudo strike
31.26
IV
46.7%
B/E move
1.3%
Puts
Pseudo strike
IV
B/E move

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%