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First Business Financial Services FBIZ

FINANCIAL SERVICES · BANKS - REGIONAL
i

Market dataready · fetched 2026-10-22T23:26:42.578Z

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 · 2026-10-22T20:00:00.884601567Z

FundamentalsAlpha Vantage · ready · quarter 2026-06-30 · fetched 2026-10-22T23:26:41.095608+00:00

Share price$72.50
1D+1.6%
AH$71.25$71.63$72.01$72.38$72.765:30 AM6:30 AM9:00 AM1:00 PM2:00 PMFBIZ
Sold putSold callAH

First Business Financial Services options

Live interpolated FBIZ call and put midpoint premiums by absolute delta.First Business Financial Services$2.29$4.22$6.14$8.06$9.99$60.64$66.34$72.04$77.75$83.4520Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive FBIZ spot · $72.50FBIZ PRICE$2.50$2.50$2.50$2.50$2.59$2.77$2.94$3.11$3.28$3.45$3.93$4.79$2.50$2.50$2.50$2.50$2.69$2.92$3.15$3.39$3.62$4.40$5.88$7.37$9.43
PutsExpensive1.69×
CallsExpensive1.42×
SkewBearish+4.47 pp
Implied moveBearish±$5.92
TiltBearish17.8% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ60.1096.1%20.6%
25Δ89.8893.2%27.4%64.5474.2%14.4%
30Δ82.8072.0%17.7%67.1561.0%10.8%
35Δ78.7957.9%12.1%69.5648.8%7.5%
40Δ76.1947.3%8.5%70.7644.0%6.1%
45Δ74.5640.8%6.4%71.6940.8%5.2%
50Δ73.7437.7%5.5%72.6237.7%4.2%
55Δ72.9234.6%4.6%73.5534.5%3.2%
60Δ72.1031.5%3.7%74.4831.4%2.3%
65Δ71.2828.4%2.8%75.7231.2%1.6%
70Δ70.4625.3%2.0%77.3734.9%1.4%
75Δ69.5523.4%1.3%79.0238.6%1.2%
80Δ68.5322.9%1.1%81.2742.7%0.9%

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
60.10
IV
96.1%
B/E move
20.6%

25Δ

Calls
Pseudo strike
89.88
IV
93.2%
B/E move
27.4%
Puts
Pseudo strike
64.54
IV
74.2%
B/E move
14.4%

30Δ

Calls
Pseudo strike
82.80
IV
72.0%
B/E move
17.7%
Puts
Pseudo strike
67.15
IV
61.0%
B/E move
10.8%

35Δ

Calls
Pseudo strike
78.79
IV
57.9%
B/E move
12.1%
Puts
Pseudo strike
69.56
IV
48.8%
B/E move
7.5%

40Δ

Calls
Pseudo strike
76.19
IV
47.3%
B/E move
8.5%
Puts
Pseudo strike
70.76
IV
44.0%
B/E move
6.1%

45Δ

Calls
Pseudo strike
74.56
IV
40.8%
B/E move
6.4%
Puts
Pseudo strike
71.69
IV
40.8%
B/E move
5.2%

50Δ

Calls
Pseudo strike
73.74
IV
37.7%
B/E move
5.5%
Puts
Pseudo strike
72.62
IV
37.7%
B/E move
4.2%

55Δ

Calls
Pseudo strike
72.92
IV
34.6%
B/E move
4.6%
Puts
Pseudo strike
73.55
IV
34.5%
B/E move
3.2%

60Δ

Calls
Pseudo strike
72.10
IV
31.5%
B/E move
3.7%
Puts
Pseudo strike
74.48
IV
31.4%
B/E move
2.3%

65Δ

Calls
Pseudo strike
71.28
IV
28.4%
B/E move
2.8%
Puts
Pseudo strike
75.72
IV
31.2%
B/E move
1.6%

70Δ

Calls
Pseudo strike
70.46
IV
25.3%
B/E move
2.0%
Puts
Pseudo strike
77.37
IV
34.9%
B/E move
1.4%

75Δ

Calls
Pseudo strike
69.55
IV
23.4%
B/E move
1.3%
Puts
Pseudo strike
79.02
IV
38.6%
B/E move
1.2%

80Δ

Calls
Pseudo strike
68.53
IV
22.9%
B/E move
1.1%
Puts
Pseudo strike
81.27
IV
42.7%
B/E move
0.9%

Options history

FBIZ28.4728.5728.672026-10-20: 28.65%2026-10-21: 28.50%Oct 20Oct 21
Table
DateIV
28.65%
28.50%