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First BanCorp. FBP

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Market datapartial · fetched 2026-10-23T02:23:44.242Z

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 · 2026-10-22T23:00:00.002864289Z

FundamentalsAlpha Vantage · unavailable

Share price$27.31
1D-0.1%
AH$26.89$27.11$27.34$27.56$27.785:30 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.$0.74$1.40$2.07$2.73$3.39$22.39$24.94$27.49$30.04$32.5920Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive FBP spot · $27.31FBP PRICE$0.88$0.88$0.99$1.20$1.41$1.62$1.83$2.04$2.25$2.46$2.67$3.20$0.87$0.81$0.94$1.12$1.31$1.49$1.68$1.86$2.05$2.24$2.42$2.61$2.79
PutsExpensive2.21×
CallsExpensive2.05×
SkewBullish-4.67 pp
Implied moveBalanced±$3.30
TiltBalanced1.8% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ22.8090.6%19.7%
25Δ33.8289.1%27.0%24.5366.3%13.2%
30Δ31.1868.5%17.4%25.3358.0%10.7%
35Δ29.7058.3%12.4%25.7855.7%9.7%
40Δ29.1756.7%11.2%26.2453.4%8.7%
45Δ28.6355.1%10.0%26.6951.0%7.7%
50Δ28.0953.5%8.8%27.1448.7%6.8%
55Δ27.5551.8%7.6%27.6046.4%5.8%
60Δ27.0150.2%6.4%28.0544.1%4.8%
65Δ26.4848.6%5.2%28.5041.8%3.8%
70Δ25.9447.0%4.0%28.9639.4%2.8%
75Δ25.4045.4%2.8%29.4137.1%1.9%
80Δ24.6147.8%1.8%29.8634.8%0.9%

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
22.80
IV
90.6%
B/E move
19.7%

25Δ

Calls
Pseudo strike
33.82
IV
89.1%
B/E move
27.0%
Puts
Pseudo strike
24.53
IV
66.3%
B/E move
13.2%

30Δ

Calls
Pseudo strike
31.18
IV
68.5%
B/E move
17.4%
Puts
Pseudo strike
25.33
IV
58.0%
B/E move
10.7%

35Δ

Calls
Pseudo strike
29.70
IV
58.3%
B/E move
12.4%
Puts
Pseudo strike
25.78
IV
55.7%
B/E move
9.7%

40Δ

Calls
Pseudo strike
29.17
IV
56.7%
B/E move
11.2%
Puts
Pseudo strike
26.24
IV
53.4%
B/E move
8.7%

45Δ

Calls
Pseudo strike
28.63
IV
55.1%
B/E move
10.0%
Puts
Pseudo strike
26.69
IV
51.0%
B/E move
7.7%

50Δ

Calls
Pseudo strike
28.09
IV
53.5%
B/E move
8.8%
Puts
Pseudo strike
27.14
IV
48.7%
B/E move
6.8%

55Δ

Calls
Pseudo strike
27.55
IV
51.8%
B/E move
7.6%
Puts
Pseudo strike
27.60
IV
46.4%
B/E move
5.8%

60Δ

Calls
Pseudo strike
27.01
IV
50.2%
B/E move
6.4%
Puts
Pseudo strike
28.05
IV
44.1%
B/E move
4.8%

65Δ

Calls
Pseudo strike
26.48
IV
48.6%
B/E move
5.2%
Puts
Pseudo strike
28.50
IV
41.8%
B/E move
3.8%

70Δ

Calls
Pseudo strike
25.94
IV
47.0%
B/E move
4.0%
Puts
Pseudo strike
28.96
IV
39.4%
B/E move
2.8%

75Δ

Calls
Pseudo strike
25.40
IV
45.4%
B/E move
2.8%
Puts
Pseudo strike
29.41
IV
37.1%
B/E move
1.9%

80Δ

Calls
Pseudo strike
24.61
IV
47.8%
B/E move
1.8%
Puts
Pseudo strike
29.86
IV
34.8%
B/E move
0.9%

Options history

No recorded observations