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

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Market datapartial · fetched 2026-10-22T17:34:31.957Z

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 · 2026-10-22T17:34:13.895063985Z

FundamentalsAlpha Vantage · unavailable

Share price$49.72
1D+3.0%
$48.08$48.53$48.98$49.43$49.885:30 AM6:30 AM9:00 AM1:00 PMFCBC
Sold putSold call

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$2.35$3.26$4.18$5.09$6.01$39.48$44.19$48.89$53.60$58.3120Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive FCBC spot · $49.72FCBC PRICE$2.45$2.45$2.45$2.75$3.22$3.69$4.16$4.63$5.11$2.45$2.45$2.45$2.45$2.45$2.71$3.47$4.23$4.99$5.74
PutsExpensive2.27×
CallsExpensive1.74×
SkewBearish+11.76 pp
Implied moveBearish±$5.16
TiltBearish3.9% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ
25Δ42.52103.6%19.4%
30Δ45.2682.1%13.9%
35Δ46.5671.3%11.3%
40Δ53.9570.5%13.4%47.8660.6%8.7%
45Δ52.2959.6%10.1%49.1549.8%6.1%
50Δ50.6248.7%6.7%50.3543.3%4.2%
55Δ49.5044.2%5.1%51.3644.9%3.7%
60Δ48.7043.5%4.4%52.3746.5%3.2%
65Δ47.9042.9%3.8%53.3848.1%2.7%
70Δ47.1042.2%3.1%54.3949.7%2.2%
75Δ46.3041.6%2.4%
80Δ45.5040.9%1.8%

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
42.52
IV
103.6%
B/E move
19.4%

30Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
45.26
IV
82.1%
B/E move
13.9%

35Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
46.56
IV
71.3%
B/E move
11.3%

40Δ

Calls
Pseudo strike
53.95
IV
70.5%
B/E move
13.4%
Puts
Pseudo strike
47.86
IV
60.6%
B/E move
8.7%

45Δ

Calls
Pseudo strike
52.29
IV
59.6%
B/E move
10.1%
Puts
Pseudo strike
49.15
IV
49.8%
B/E move
6.1%

50Δ

Calls
Pseudo strike
50.62
IV
48.7%
B/E move
6.7%
Puts
Pseudo strike
50.35
IV
43.3%
B/E move
4.2%

55Δ

Calls
Pseudo strike
49.50
IV
44.2%
B/E move
5.1%
Puts
Pseudo strike
51.36
IV
44.9%
B/E move
3.7%

60Δ

Calls
Pseudo strike
48.70
IV
43.5%
B/E move
4.4%
Puts
Pseudo strike
52.37
IV
46.5%
B/E move
3.2%

65Δ

Calls
Pseudo strike
47.90
IV
42.9%
B/E move
3.8%
Puts
Pseudo strike
53.38
IV
48.1%
B/E move
2.7%

70Δ

Calls
Pseudo strike
47.10
IV
42.2%
B/E move
3.1%
Puts
Pseudo strike
54.39
IV
49.7%
B/E move
2.2%

75Δ

Calls
Pseudo strike
46.30
IV
41.6%
B/E move
2.4%
Puts
Pseudo strike
IV
B/E move

80Δ

Calls
Pseudo strike
45.50
IV
40.9%
B/E move
1.8%
Puts
Pseudo strike
IV
B/E move

Options history

FCBC38.7138.7538.792026-10-20: 38.75%Oct 20Oct 20
Table
DateIV
38.75%