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FB Financial Corp FBK

FINANCIAL SERVICES · BANKS - REGIONAL
i

Market dataready · fetched 2026-10-23T02:59:52.345Z

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 · 2026-10-22T23:00:00.002226563Z

FundamentalsAlpha Vantage · ready · quarter 2026-09-30 · fetched 2026-10-23T02:59:52.016052+00:00

Share price$53.62
1D+1.3%
AH$52.33$52.76$53.19$53.61$54.045:30 AM6:30 AM9:00 AM1:00 PM2:00 PMFBK
Sold putSold callAH

FB Financial Corp options

Live interpolated FBK call and put midpoint premiums by absolute delta.FB Financial Corp$0.06$3.81$7.57$11.32$15.08$30.08$42.05$54.02$65.99$77.9620Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive FBK spot · $53.62FBK PRICE$0.47$0.59$0.72$0.84$1.47$3.04$4.60$6.17$7.73$9.30$10.87$12.43$14.00$0.61$0.93$1.30$1.66$2.03$2.39$2.76$3.12$3.93$4.77$5.61$6.44$9.87
PutsCheap0.32×
CallsCheap0.33×
SkewBullish-2.45 pp
Implied moveBullish±$7.36
TiltBullish22.8% CALL
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ58.4028.7%9.8%49.6635.0%8.5%
25Δ57.4727.4%8.3%50.6134.6%7.4%
30Δ56.5426.0%6.8%51.3435.7%6.7%
35Δ55.6124.7%5.3%52.0636.7%6.0%
40Δ54.3925.9%4.2%52.7837.8%5.4%
45Δ52.6632.1%3.9%53.5038.8%4.7%
50Δ50.9338.2%3.6%54.2239.9%4.0%
55Δ49.2044.4%3.3%54.9540.9%3.4%
60Δ47.4750.6%2.9%56.0142.0%2.9%
65Δ45.7356.7%2.6%57.1043.0%2.4%
70Δ44.0062.9%2.3%58.1944.1%1.9%
75Δ42.2769.0%2.0%59.2845.1%1.5%
80Δ40.5475.2%1.7%62.8456.4%1.2%

20Δ

Calls
Pseudo strike
58.40
IV
28.7%
B/E move
9.8%
Puts
Pseudo strike
49.66
IV
35.0%
B/E move
8.5%

25Δ

Calls
Pseudo strike
57.47
IV
27.4%
B/E move
8.3%
Puts
Pseudo strike
50.61
IV
34.6%
B/E move
7.4%

30Δ

Calls
Pseudo strike
56.54
IV
26.0%
B/E move
6.8%
Puts
Pseudo strike
51.34
IV
35.7%
B/E move
6.7%

35Δ

Calls
Pseudo strike
55.61
IV
24.7%
B/E move
5.3%
Puts
Pseudo strike
52.06
IV
36.7%
B/E move
6.0%

40Δ

Calls
Pseudo strike
54.39
IV
25.9%
B/E move
4.2%
Puts
Pseudo strike
52.78
IV
37.8%
B/E move
5.4%

45Δ

Calls
Pseudo strike
52.66
IV
32.1%
B/E move
3.9%
Puts
Pseudo strike
53.50
IV
38.8%
B/E move
4.7%

50Δ

Calls
Pseudo strike
50.93
IV
38.2%
B/E move
3.6%
Puts
Pseudo strike
54.22
IV
39.9%
B/E move
4.0%

55Δ

Calls
Pseudo strike
49.20
IV
44.4%
B/E move
3.3%
Puts
Pseudo strike
54.95
IV
40.9%
B/E move
3.4%

60Δ

Calls
Pseudo strike
47.47
IV
50.6%
B/E move
2.9%
Puts
Pseudo strike
56.01
IV
42.0%
B/E move
2.9%

65Δ

Calls
Pseudo strike
45.73
IV
56.7%
B/E move
2.6%
Puts
Pseudo strike
57.10
IV
43.0%
B/E move
2.4%

70Δ

Calls
Pseudo strike
44.00
IV
62.9%
B/E move
2.3%
Puts
Pseudo strike
58.19
IV
44.1%
B/E move
1.9%

75Δ

Calls
Pseudo strike
42.27
IV
69.0%
B/E move
2.0%
Puts
Pseudo strike
59.28
IV
45.1%
B/E move
1.5%

80Δ

Calls
Pseudo strike
40.54
IV
75.2%
B/E move
1.7%
Puts
Pseudo strike
62.84
IV
56.4%
B/E move
1.2%

Options history

FBK27.1327.7628.392026-10-20: 27.22%2026-10-21: 28.31%Oct 20Oct 21
Table
DateIV
27.22%
28.31%