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Eagle Bancorp, Inc. Common Stock EGBN

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Market datapartial · fetched 2026-10-22T21:22:47.089Z

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 · 2026-10-22T20:35:00.328101624Z

FundamentalsAlpha Vantage · unavailable

Share price$32.97
1D+9.5%
AH$29.88$30.72$31.57$32.41$33.255:30 AM6:30 AM9:00 AM1:00 PM2:00 PMEGBN
Sold putSold callAH

Eagle Bancorp, Inc. Common Stock options

Live interpolated EGBN call and put midpoint premiums by absolute delta.Eagle Bancorp, Inc. Common Stock$0.49$2.00$3.51$5.02$6.53$25.77$28.97$32.17$35.37$38.5720Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive EGBN spot · $32.97EGBN PRICE$0.81$0.65$0.87$1.16$1.46$1.75$2.04$2.33$2.62$2.91$3.20$3.50$0.91$0.97$1.18$1.42$1.66$1.90$2.14$2.38$2.62$2.90$4.49$6.09
PutsExpensive2.09×
CallsCheap0.90×
SkewBearish+16.91 pp
Implied moveBearish±$3.88
TiltBearish10.3% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ26.04103.7%23.8%
25Δ38.6567.2%19.7%29.4767.3%13.5%
30Δ35.4840.1%9.6%30.5459.9%10.9%
35Δ34.5736.6%7.5%31.1857.8%9.7%
40Δ34.0737.4%6.9%31.8255.7%8.5%
45Δ33.5738.1%6.2%32.4653.6%7.3%
50Δ33.0738.8%5.6%33.1051.5%6.1%
55Δ32.5639.6%4.9%33.7449.3%4.9%
60Δ32.0640.3%4.3%34.3847.2%3.7%
65Δ31.5641.0%3.7%35.0545.4%2.5%
70Δ31.0641.8%3.0%36.7354.5%2.2%
75Δ30.5542.5%2.4%38.4163.6%2.0%
80Δ30.0543.3%1.7%

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
26.04
IV
103.7%
B/E move
23.8%

25Δ

Calls
Pseudo strike
38.65
IV
67.2%
B/E move
19.7%
Puts
Pseudo strike
29.47
IV
67.3%
B/E move
13.5%

30Δ

Calls
Pseudo strike
35.48
IV
40.1%
B/E move
9.6%
Puts
Pseudo strike
30.54
IV
59.9%
B/E move
10.9%

35Δ

Calls
Pseudo strike
34.57
IV
36.6%
B/E move
7.5%
Puts
Pseudo strike
31.18
IV
57.8%
B/E move
9.7%

40Δ

Calls
Pseudo strike
34.07
IV
37.4%
B/E move
6.9%
Puts
Pseudo strike
31.82
IV
55.7%
B/E move
8.5%

45Δ

Calls
Pseudo strike
33.57
IV
38.1%
B/E move
6.2%
Puts
Pseudo strike
32.46
IV
53.6%
B/E move
7.3%

50Δ

Calls
Pseudo strike
33.07
IV
38.8%
B/E move
5.6%
Puts
Pseudo strike
33.10
IV
51.5%
B/E move
6.1%

55Δ

Calls
Pseudo strike
32.56
IV
39.6%
B/E move
4.9%
Puts
Pseudo strike
33.74
IV
49.3%
B/E move
4.9%

60Δ

Calls
Pseudo strike
32.06
IV
40.3%
B/E move
4.3%
Puts
Pseudo strike
34.38
IV
47.2%
B/E move
3.7%

65Δ

Calls
Pseudo strike
31.56
IV
41.0%
B/E move
3.7%
Puts
Pseudo strike
35.05
IV
45.4%
B/E move
2.5%

70Δ

Calls
Pseudo strike
31.06
IV
41.8%
B/E move
3.0%
Puts
Pseudo strike
36.73
IV
54.5%
B/E move
2.2%

75Δ

Calls
Pseudo strike
30.55
IV
42.5%
B/E move
2.4%
Puts
Pseudo strike
38.41
IV
63.6%
B/E move
2.0%

80Δ

Calls
Pseudo strike
30.05
IV
43.3%
B/E move
1.7%
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%