IntraAlpha
Create free account Start free

First Business Financial Services, Inc. Common Stock FBIZ

i

Market datapartial · fetched 2026-11-13T00:48:41.200Z

Delta surfaceAlpaca · derived absolute-delta buckets ·

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 · 2026-11-12T21:00:03.339911137Z

FundamentalsAlpha Vantage · unavailable

Share price$75.07
1D+0.3%
AH$73.93$74.27$74.60$74.94$75.285:30 AM6:30 AM9:00 AM1:00 PM2:00 PMFBIZ
Sold putSold callAH

First Business Financial Services, Inc. Common Stock options

Live interpolated FBIZ call and put midpoint premiums by absolute delta.First Business Financial Services, Inc. Common Stock$0.00$0.27$0.54$0.81$1.08$-0.12$0.19$0.50$0.81$1.1220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ20Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —25Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —30Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —35Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —40Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —45Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —50Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —55Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —60Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —65Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —70Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —75Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —80Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —OPTION PRICEFBIZ PRICE
Puts——
Calls——
Skew——
Implied move——
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ
25Δ
30Δ
35Δ
40Δ
45Δ
50Δ
55Δ
60Δ
65Δ
70Δ
75Δ
80Δ

20Δ

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

25Δ

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

30Δ

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

35Δ

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

40Δ

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

45Δ

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

50Δ

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

55Δ

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

60Δ

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

65Δ

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

70Δ

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

75Δ

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

80Δ

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

Options history

IV · four-Friday blend28.95%
Daily close
FBIZ23.0%48.1%73.2%2026-08-18: 47.72%2026-08-20: 69.73%2026-08-21: 28.12%2026-08-24: 28.14%2026-08-25: 28.20%2026-08-26: 28.48%2026-08-28: 30.09%2026-08-31: 29.75%2026-09-01: 29.55%2026-09-02: 32.17%2026-09-04: 32.73%2026-09-08: 34.25%2026-09-09: 36.99%2026-09-11: 39.11%2026-09-14: 45.23%2026-09-15: 49.36%2026-09-18: 28.57%2026-09-21: 29.23%2026-09-22: 28.40%2026-09-23: 28.29%2026-09-24: 29.08%2026-09-28: 29.87%2026-09-29: 30.51%2026-09-30: 32.22%2026-10-01: 30.99%2026-10-02: 32.88%2026-10-05: 34.62%2026-10-06: 35.95%2026-10-07: 35.06%2026-10-09: 36.99%2026-10-14: 52.10%2026-10-16: 27.31%2026-10-19: 26.49%2026-10-20: 28.68%2026-10-21: 28.39%2026-10-22: 28.72%2026-10-23: 28.45%2026-10-26: 28.64%2026-10-27: 30.25%2026-10-28: 30.34%2026-10-29: 29.35%2026-10-30: 28.95%Aug 18Sep 24Oct 30
42 observations2026-08-18 — 2026-10-30
Table
DateIV (%)
47.72%
69.73%
28.12%
28.14%
28.20%
28.48%
30.09%
29.75%
29.55%
32.17%
32.73%
34.25%
36.99%
39.11%
45.23%
49.36%
28.57%
29.23%
28.40%
28.29%
29.08%
29.87%
30.51%
32.22%
30.99%
32.88%
34.62%
35.95%
35.06%
36.99%
52.10%
27.31%
26.49%
28.68%
28.39%
28.72%
28.45%
28.64%
30.25%
30.34%
29.35%
28.95%