IntraAlpha
Create free account Start free

Eagle Bancorp, Inc. Common Stock EGBN

i

Market datapartial · fetched 2026-10-22T16:14:33.714Z

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 · 2026-10-22T16:13:47.401800303Z

FundamentalsAlpha Vantage · unavailable

Share price$31.74
1D+5.4%
$29.97$30.48$30.98$31.49$31.995:30 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$0.23$1.81$3.39$4.98$6.56$25.48$28.70$31.93$35.15$38.3720Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive EGBN spot · $31.73EGBN PRICE$0.40$0.96$1.10$1.23$1.37$1.50$1.63$1.77$1.90$2.03$2.17$0.71$0.84$0.96$1.27$1.64$2.01$2.38$2.75$3.12$3.49$3.86$6.11
PutsExpensive1.98×
CallsExpensive1.31×
SkewBullish-4.26 pp
Implied moveBearish±$4.01
TiltBearish28.9% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ35.4541.7%13.0%26.9670.8%17.3%
25Δ39.3785.1%27.1%28.2962.1%13.5%
30Δ38.4380.0%24.6%29.6353.4%9.7%
35Δ37.5074.8%22.0%30.4551.2%8.0%
40Δ36.5669.7%19.5%31.0851.5%7.2%
45Δ35.6264.5%17.0%31.7151.7%6.4%
50Δ34.6859.4%14.4%32.3452.0%5.6%
55Δ33.7454.2%11.9%32.9752.2%4.8%
60Δ32.8149.0%9.4%33.5952.5%4.0%
65Δ31.8743.9%6.8%34.2252.8%3.2%
70Δ30.9338.7%4.3%34.8553.0%2.4%
75Δ37.1866.8%2.1%
80Δ

20Δ

Calls
Pseudo strike
35.45
IV
41.7%
B/E move
13.0%
Puts
Pseudo strike
26.96
IV
70.8%
B/E move
17.3%

25Δ

Calls
Pseudo strike
39.37
IV
85.1%
B/E move
27.1%
Puts
Pseudo strike
28.29
IV
62.1%
B/E move
13.5%

30Δ

Calls
Pseudo strike
38.43
IV
80.0%
B/E move
24.6%
Puts
Pseudo strike
29.63
IV
53.4%
B/E move
9.7%

35Δ

Calls
Pseudo strike
37.50
IV
74.8%
B/E move
22.0%
Puts
Pseudo strike
30.45
IV
51.2%
B/E move
8.0%

40Δ

Calls
Pseudo strike
36.56
IV
69.7%
B/E move
19.5%
Puts
Pseudo strike
31.08
IV
51.5%
B/E move
7.2%

45Δ

Calls
Pseudo strike
35.62
IV
64.5%
B/E move
17.0%
Puts
Pseudo strike
31.71
IV
51.7%
B/E move
6.4%

50Δ

Calls
Pseudo strike
34.68
IV
59.4%
B/E move
14.4%
Puts
Pseudo strike
32.34
IV
52.0%
B/E move
5.6%

55Δ

Calls
Pseudo strike
33.74
IV
54.2%
B/E move
11.9%
Puts
Pseudo strike
32.97
IV
52.2%
B/E move
4.8%

60Δ

Calls
Pseudo strike
32.81
IV
49.0%
B/E move
9.4%
Puts
Pseudo strike
33.59
IV
52.5%
B/E move
4.0%

65Δ

Calls
Pseudo strike
31.87
IV
43.9%
B/E move
6.8%
Puts
Pseudo strike
34.22
IV
52.8%
B/E move
3.2%

70Δ

Calls
Pseudo strike
30.93
IV
38.7%
B/E move
4.3%
Puts
Pseudo strike
34.85
IV
53.0%
B/E move
2.4%

75Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
37.18
IV
66.8%
B/E move
2.1%

80Δ

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

Options history

EGBN43.2944.9446.582026-10-20: 46.36%2026-10-21: 43.52%Oct 20Oct 21
Table
DateIV
46.36%
43.52%