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First Commonwealth Financial Corporation FCF

FINANCIAL SERVICES · BANKS - REGIONAL
i

Market dataready · fetched 2026-11-11T13:58:57.589Z

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 · 2026-11-11T00:00:00.003564692Z

FundamentalsAlpha Vantage · ready · quarter 2026-09-30 · fetched 2026-11-11T13:58:57.214134+00:00

Share price$21.14
1D+0.0%
AH$20.83$20.93$21.03$21.13$21.235:30 AM6:30 AM9:00 AM1:00 PM2:00 PMFCF
Sold putSold callAH

First Commonwealth Financial Corporation options

Live interpolated FCF call and put midpoint premiums by absolute delta.First Commonwealth Financial Corporation$0.46$1.17$1.89$2.61$3.33$17.29$18.63$19.98$21.33$22.6820Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ20Δ C unavailable: no unambiguous, price-consistent delta bracketC —25Δ C unavailable: no unambiguous, price-consistent delta bracketC —75Δ C unavailable: no unambiguous, price-consistent delta bracketC —80Δ C unavailable: no unambiguous, price-consistent delta bracketC —OPTION PRICELive FCF spot · $21.14FCF PRICE$1.07$1.07$1.07$1.15$1.25$1.35$1.44$1.54$1.64$0.53$0.72$0.90$1.08$1.19$1.29$1.40$1.51$1.62$1.73$1.98$2.55$3.12
PutsExpensive3.85×
Calls——
Skew——
Implied moveBearish±$2.65
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ18.25119.6%16.2%
25Δ18.84120.3%14.3%
30Δ26.66200.4%31.2%19.43121.0%12.3%
35Δ24.23157.5%19.7%20.01121.5%10.4%
40Δ22.81126.4%13.0%20.38114.0%9.2%
45Δ22.17113.5%10.3%20.76106.6%7.9%
50Δ21.75105.6%8.8%21.1399.1%6.7%
55Δ21.3297.8%7.2%21.5091.6%5.4%
60Δ20.9090.0%5.7%21.8784.2%4.2%
65Δ20.4882.1%4.1%22.2576.7%2.9%
70Δ20.0574.3%2.6%22.7172.9%2.0%
75Δ23.3576.7%1.6%
80Δ24.0080.4%1.2%

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
18.25
IV
119.6%
B/E move
16.2%

25Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
18.84
IV
120.3%
B/E move
14.3%

30Δ

Calls
Pseudo strike
26.66
IV
200.4%
B/E move
31.2%
Puts
Pseudo strike
19.43
IV
121.0%
B/E move
12.3%

35Δ

Calls
Pseudo strike
24.23
IV
157.5%
B/E move
19.7%
Puts
Pseudo strike
20.01
IV
121.5%
B/E move
10.4%

40Δ

Calls
Pseudo strike
22.81
IV
126.4%
B/E move
13.0%
Puts
Pseudo strike
20.38
IV
114.0%
B/E move
9.2%

45Δ

Calls
Pseudo strike
22.17
IV
113.5%
B/E move
10.3%
Puts
Pseudo strike
20.76
IV
106.6%
B/E move
7.9%

50Δ

Calls
Pseudo strike
21.75
IV
105.6%
B/E move
8.8%
Puts
Pseudo strike
21.13
IV
99.1%
B/E move
6.7%

55Δ

Calls
Pseudo strike
21.32
IV
97.8%
B/E move
7.2%
Puts
Pseudo strike
21.50
IV
91.6%
B/E move
5.4%

60Δ

Calls
Pseudo strike
20.90
IV
90.0%
B/E move
5.7%
Puts
Pseudo strike
21.87
IV
84.2%
B/E move
4.2%

65Δ

Calls
Pseudo strike
20.48
IV
82.1%
B/E move
4.1%
Puts
Pseudo strike
22.25
IV
76.7%
B/E move
2.9%

70Δ

Calls
Pseudo strike
20.05
IV
74.3%
B/E move
2.6%
Puts
Pseudo strike
22.71
IV
72.9%
B/E move
2.0%

75Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
23.35
IV
76.7%
B/E move
1.6%

80Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
24.00
IV
80.4%
B/E move
1.2%

Options history

IV · four-Friday blend44.14%
Daily close
FCF27.7%87.8%147.8%2026-08-18: 114.92%2026-08-19: 139.55%2026-08-21: 56.85%2026-08-24: 51.25%2026-08-25: 61.86%2026-08-26: 41.50%2026-08-27: 46.26%2026-08-28: 42.89%2026-08-31: 47.26%2026-09-01: 47.95%2026-09-02: 44.51%2026-09-03: 44.32%2026-09-04: 44.29%2026-09-09: 52.66%2026-09-10: 52.30%2026-09-11: 58.36%2026-09-15: 70.05%2026-09-16: 82.12%2026-09-17: 109.29%2026-09-18: 42.61%2026-09-21: 41.90%2026-09-23: 41.19%2026-09-24: 41.65%2026-09-25: 41.28%2026-09-30: 45.63%2026-10-01: 36.01%2026-10-02: 44.43%2026-10-05: 54.39%2026-10-08: 48.77%2026-10-09: 58.44%2026-10-12: 70.07%2026-10-13: 77.32%2026-10-14: 46.17%2026-10-16: 41.58%2026-10-19: 44.74%2026-10-20: 46.91%2026-10-21: 44.50%2026-10-22: 43.53%2026-10-26: 39.71%2026-10-27: 39.55%2026-10-28: 44.19%2026-10-29: 44.57%2026-10-30: 44.14%Aug 18Sep 23Oct 30
43 observations2026-08-18 — 2026-10-30
Table
DateIV (%)
114.92%
139.55%
56.85%
51.25%
61.86%
41.50%
46.26%
42.89%
47.26%
47.95%
44.51%
44.32%
44.29%
52.66%
52.30%
58.36%
70.05%
82.12%
109.29%
42.61%
41.90%
41.19%
41.65%
41.28%
45.63%
36.01%
44.43%
54.39%
48.77%
58.44%
70.07%
77.32%
46.17%
41.58%
44.74%
46.91%
44.50%
43.53%
39.71%
39.55%
44.19%
44.57%
44.14%