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First Community Bankshares, Inc. (VA) Common Stock FCBC

FINANCIAL SERVICES · BANKS - REGIONAL
i

Market dataready · fetched 2026-11-12T01:49:50.347Z

Delta surfaceAlpaca · derived absolute-delta buckets · 2026-12-18

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 · 2026-11-11T21:00:00.164445909Z

FundamentalsAlpha Vantage · ready · quarter 2026-09-30 · fetched 2026-11-12T01:42:17.091573+00:00

Share price$45.29
1D+0.2%
AH$44.91$45.02$45.13$45.23$45.345:30 AM6:30 AM9:00 AM1:00 PM2:00 PMFCBC
Sold putSold callAH

First Community Bankshares, Inc. (VA) Common Stock options

Live interpolated FCBC call and put midpoint premiums by absolute delta.First Community Bankshares, Inc. (VA) Common Stock$5.97$6.92$7.88$8.83$9.78$-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 unavailable: no unambiguous, price-consistent delta bracketC —80Δ C unavailable: no unambiguous, price-consistent delta bracketC —OPTION PRICEFCBC PRICE$6.07$9.51
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
75Δ50.7043.8%1.5%
80Δ54.2853.1%1.1%

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
50.70
IV
43.8%
B/E move
1.5%

80Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
54.28
IV
53.1%
B/E move
1.1%

Options history

IV · four-Friday blend46.21%
Daily close
FCBC31.2%74.0%116.9%2026-08-13: 49.38%2026-08-14: 49.89%2026-08-17: 60.57%2026-08-18: 64.05%2026-08-19: 79.03%2026-08-20: 94.93%2026-08-21: 37.11%2026-08-24: 39.11%2026-08-25: 37.55%2026-08-26: 39.95%2026-08-27: 39.03%2026-08-28: 38.60%2026-08-31: 46.67%2026-09-01: 45.75%2026-09-02: 45.42%2026-09-03: 43.99%2026-09-04: 48.44%2026-09-08: 40.32%2026-09-09: 58.32%2026-09-10: 60.76%2026-09-14: 73.74%2026-09-15: 78.60%2026-09-16: 88.41%2026-09-17: 110.98%2026-09-18: 45.99%2026-09-21: 46.48%2026-09-22: 46.80%2026-09-23: 47.97%2026-09-24: 46.93%2026-09-25: 46.33%2026-09-28: 49.22%2026-09-29: 50.68%2026-09-30: 50.74%2026-10-01: 50.44%2026-10-02: 53.00%2026-10-05: 54.47%2026-10-06: 54.97%2026-10-07: 57.98%2026-10-08: 58.79%2026-10-09: 62.45%2026-10-12: 70.92%2026-10-13: 74.31%2026-10-14: 84.70%2026-10-15: 105.29%2026-10-16: 41.78%2026-10-19: 41.73%2026-10-20: 37.15%2026-10-21: 43.15%2026-10-22: 37.63%2026-10-23: 42.86%2026-10-26: 49.03%2026-10-27: 50.16%2026-10-28: 46.60%2026-10-29: 47.91%2026-10-30: 46.21%Aug 13Sep 23Oct 30
55 observations2026-08-13 — 2026-10-30
Table
DateIV (%)
49.38%
49.89%
60.57%
64.05%
79.03%
94.93%
37.11%
39.11%
37.55%
39.95%
39.03%
38.60%
46.67%
45.75%
45.42%
43.99%
48.44%
40.32%
58.32%
60.76%
73.74%
78.60%
88.41%
110.98%
45.99%
46.48%
46.80%
47.97%
46.93%
46.33%
49.22%
50.68%
50.74%
50.44%
53.00%
54.47%
54.97%
57.98%
58.79%
62.45%
70.92%
74.31%
84.70%
105.29%
41.78%
41.73%
37.15%
43.15%
37.63%
42.86%
49.03%
50.16%
46.60%
47.91%
46.21%