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First Commonwealth Financial FCF

FINANCIAL SERVICES · BANKS - REGIONAL
i

Market dataready · fetched 2026-10-22T08:40:49.928Z

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 · 2026-10-21T23:00:00.002584152Z

FundamentalsAlpha Vantage · ready · quarter 2026-06-30 · fetched 2026-10-22T08:34:57.779128+00:00

Share price$20.52
1D+0.0%
AH$20.40$20.44$20.48$20.52$20.575:30 AM6:30 AM9:00 AM1:00 PM2:00 PMFCF
Sold putSold callAH

First Commonwealth Financial options

Live interpolated FCF call and put midpoint premiums by absolute delta.First Commonwealth Financial$0.82$1.46$2.10$2.74$3.37$15.89$18.38$20.87$23.37$25.8620Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive FCF spot · $20.52FCF PRICE$0.99$1.07$1.11$1.15$1.26$1.37$1.48$1.59$1.87$2.16$2.46$2.75$0.96$0.94$0.92$0.89$0.91$1.08$1.26$1.43$1.61$1.78$1.95$2.13$3.19
PutsExpensive2.93×
CallsExpensive3.62×
SkewBullish-12.12 pp
Implied moveBullish±$2.63
TiltBalanced0.6% CALL
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ15.69135.9%28.2%
25Δ29.23138.6%47.3%16.82113.4%22.6%
30Δ26.01115.1%32.0%17.9590.9%17.0%
35Δ23.8594.6%21.6%19.0868.4%11.4%
40Δ22.3878.3%14.7%20.0649.8%6.7%
45Δ21.8072.8%12.4%20.3948.4%5.9%
50Δ21.2267.3%10.1%20.7247.1%5.2%
55Δ20.6361.8%7.8%21.0545.7%4.4%
60Δ20.0556.4%5.4%21.3844.3%3.6%
65Δ19.5955.1%4.6%21.7143.0%2.9%
70Δ19.1554.2%3.8%22.0441.6%2.1%
75Δ18.7053.4%3.1%22.3740.2%1.4%
80Δ18.2652.5%2.4%23.5048.8%1.0%

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
15.69
IV
135.9%
B/E move
28.2%

25Δ

Calls
Pseudo strike
29.23
IV
138.6%
B/E move
47.3%
Puts
Pseudo strike
16.82
IV
113.4%
B/E move
22.6%

30Δ

Calls
Pseudo strike
26.01
IV
115.1%
B/E move
32.0%
Puts
Pseudo strike
17.95
IV
90.9%
B/E move
17.0%

35Δ

Calls
Pseudo strike
23.85
IV
94.6%
B/E move
21.6%
Puts
Pseudo strike
19.08
IV
68.4%
B/E move
11.4%

40Δ

Calls
Pseudo strike
22.38
IV
78.3%
B/E move
14.7%
Puts
Pseudo strike
20.06
IV
49.8%
B/E move
6.7%

45Δ

Calls
Pseudo strike
21.80
IV
72.8%
B/E move
12.4%
Puts
Pseudo strike
20.39
IV
48.4%
B/E move
5.9%

50Δ

Calls
Pseudo strike
21.22
IV
67.3%
B/E move
10.1%
Puts
Pseudo strike
20.72
IV
47.1%
B/E move
5.2%

55Δ

Calls
Pseudo strike
20.63
IV
61.8%
B/E move
7.8%
Puts
Pseudo strike
21.05
IV
45.7%
B/E move
4.4%

60Δ

Calls
Pseudo strike
20.05
IV
56.4%
B/E move
5.4%
Puts
Pseudo strike
21.38
IV
44.3%
B/E move
3.6%

65Δ

Calls
Pseudo strike
19.59
IV
55.1%
B/E move
4.6%
Puts
Pseudo strike
21.71
IV
43.0%
B/E move
2.9%

70Δ

Calls
Pseudo strike
19.15
IV
54.2%
B/E move
3.8%
Puts
Pseudo strike
22.04
IV
41.6%
B/E move
2.1%

75Δ

Calls
Pseudo strike
18.70
IV
53.4%
B/E move
3.1%
Puts
Pseudo strike
22.37
IV
40.2%
B/E move
1.4%

80Δ

Calls
Pseudo strike
18.26
IV
52.5%
B/E move
2.4%
Puts
Pseudo strike
23.50
IV
48.8%
B/E move
1.0%

Options history

No recorded observations