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FB Financial Corporation FBK

i

Market datapartial · fetched 2026-11-13T17:12:16.610Z

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 · 2026-11-13T17:10:49.272463258Z

FundamentalsAlpha Vantage · unavailable

Share price$54.63
1D-0.1%
$54.13$54.31$54.48$54.65$54.825:30 AM6:30 AM9:00 AM1:00 PMFBK
Sold putSold call

FB Financial Corporation options

Live interpolated FBK call and put midpoint premiums by absolute delta.FB Financial Corporation$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 PRICEFBK 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 blend30.68%
Daily close
FBK25.8%34.6%43.5%2026-08-19: 37.26%2026-08-21: 28.02%2026-08-24: 29.68%2026-08-26: 30.45%2026-08-27: 29.63%2026-09-09: 33.83%2026-09-10: 35.34%2026-09-11: 34.90%2026-09-14: 36.31%2026-09-15: 42.26%2026-09-18: 31.34%2026-09-21: 30.59%2026-09-22: 33.36%2026-09-23: 34.08%2026-09-24: 34.12%2026-09-25: 34.90%2026-09-28: 36.34%2026-09-29: 36.39%2026-09-30: 35.43%2026-10-01: 36.34%2026-10-02: 33.46%2026-10-05: 37.80%2026-10-06: 37.43%2026-10-07: 37.98%2026-10-16: 28.34%2026-10-19: 28.00%2026-10-20: 27.02%2026-10-21: 28.31%2026-10-23: 27.42%2026-10-26: 28.69%2026-10-27: 27.00%2026-10-28: 30.68%Aug 19Sep 25Oct 28
32 observations2026-08-19 — 2026-10-28
Table
DateIV (%)
37.26%
28.02%
29.68%
30.45%
29.63%
33.83%
35.34%
34.90%
36.31%
42.26%
31.34%
30.59%
33.36%
34.08%
34.12%
34.90%
36.34%
36.39%
35.43%
36.34%
33.46%
37.80%
37.43%
37.98%
28.34%
28.00%
27.02%
28.31%
27.42%
28.69%
27.00%
30.68%