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First BanCorp. FBP

i

Market dataready · fetched 2026-11-12T01:42:17.964Z

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: 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 · 2026-11-12T00:00:00.003177542Z

FundamentalsSEC EDGAR · ready · as of 2026-09-30 · fetched 2026-11-12T01:42:17.442718+00:00

Share price$26.21
1D+0.2%
AH$26.08$26.15$26.22$26.29$26.375:30 AM6:30 AM9:00 AM1:00 PM2:00 PMFBP
Sold putSold callAH

First BanCorp. options

Live interpolated FBP call and put midpoint premiums by absolute delta.First BanCorp.$0.21$2.66$5.12$7.57$10.03$20.70$22.54$24.37$26.21$28.0420Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ20Δ C unavailable: no unambiguous, price-consistent delta bracketC —25Δ C unavailable: no unambiguous, price-consistent delta bracketC —OPTION PRICELive FBP spot · $26.21FBP PRICE$0.91$1.18$1.45$1.72$1.98$2.25$2.52$2.93$3.66$4.38$5.79$0.47$0.47$0.66$1.53$2.39$3.26$4.12$4.99$5.86$6.72$7.59$8.45$9.32
PutsExpensive4.95×
Calls——
Skew——
Implied moveBearish±$6.11
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ23.09102.9%13.7%
25Δ24.1679.6%9.6%
30Δ29.01105.7%14.2%25.2163.8%6.3%
35Δ28.41108.8%12.9%26.1775.6%6.0%
40Δ27.81111.9%11.6%27.1487.4%5.6%
45Δ27.21115.0%10.4%28.1099.1%5.2%
50Δ26.61118.1%9.1%29.07110.9%4.8%
55Δ26.01121.2%7.8%30.03122.7%4.5%
60Δ25.41124.3%6.5%31.00134.5%4.1%
65Δ24.71130.0%5.5%31.96146.2%3.7%
70Δ23.81141.1%4.8%32.92158.0%3.3%
75Δ22.90152.1%4.1%33.89169.8%3.0%
80Δ21.38184.2%3.7%34.85181.6%2.6%

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
23.09
IV
102.9%
B/E move
13.7%

25Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
24.16
IV
79.6%
B/E move
9.6%

30Δ

Calls
Pseudo strike
29.01
IV
105.7%
B/E move
14.2%
Puts
Pseudo strike
25.21
IV
63.8%
B/E move
6.3%

35Δ

Calls
Pseudo strike
28.41
IV
108.8%
B/E move
12.9%
Puts
Pseudo strike
26.17
IV
75.6%
B/E move
6.0%

40Δ

Calls
Pseudo strike
27.81
IV
111.9%
B/E move
11.6%
Puts
Pseudo strike
27.14
IV
87.4%
B/E move
5.6%

45Δ

Calls
Pseudo strike
27.21
IV
115.0%
B/E move
10.4%
Puts
Pseudo strike
28.10
IV
99.1%
B/E move
5.2%

50Δ

Calls
Pseudo strike
26.61
IV
118.1%
B/E move
9.1%
Puts
Pseudo strike
29.07
IV
110.9%
B/E move
4.8%

55Δ

Calls
Pseudo strike
26.01
IV
121.2%
B/E move
7.8%
Puts
Pseudo strike
30.03
IV
122.7%
B/E move
4.5%

60Δ

Calls
Pseudo strike
25.41
IV
124.3%
B/E move
6.5%
Puts
Pseudo strike
31.00
IV
134.5%
B/E move
4.1%

65Δ

Calls
Pseudo strike
24.71
IV
130.0%
B/E move
5.5%
Puts
Pseudo strike
31.96
IV
146.2%
B/E move
3.7%

70Δ

Calls
Pseudo strike
23.81
IV
141.1%
B/E move
4.8%
Puts
Pseudo strike
32.92
IV
158.0%
B/E move
3.3%

75Δ

Calls
Pseudo strike
22.90
IV
152.1%
B/E move
4.1%
Puts
Pseudo strike
33.89
IV
169.8%
B/E move
3.0%

80Δ

Calls
Pseudo strike
21.38
IV
184.2%
B/E move
3.7%
Puts
Pseudo strike
34.85
IV
181.6%
B/E move
2.6%

Options history

IV · four-Friday blend66.26%
Daily close
FBP66.2%66.3%66.3%2026-10-07: 66.26%Oct 7
1 observations2026-10-07 — 2026-10-07
Table
DateIV (%)
66.26%