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First Citizens BancShares, Inc. FCNCA

FINANCIAL SERVICES · BANKS - REGIONAL
i

Market dataready · fetched 2026-10-25T17:43:00.765Z

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 · 2026-10-23T20:37:33.964490568Z

FundamentalsAlpha Vantage · ready · quarter 2026-09-30 · fetched 2026-10-25T17:43:00.976736+00:00

Share price$2,375.84
1D+5.8%
AH$2,219$2,274$2,329$2,384$2,4385:30 AM6:30 AM9:00 AM1:00 PM2:00 PMFCNCA
Sold putSold callAH

First Citizens BancShares, Inc. options

Live interpolated FCNCA call and put midpoint premiums by absolute delta.First Citizens BancShares, Inc.$13.50$58.94$104.38$149.83$195.27$1944.49$2125.03$2305.58$2486.13$2666.6820Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive FCNCA spot · $2375.84FCNCA PRICE$18.41$23.83$30.55$38.03$46.18$55.56$66.17$78.76$92.77$108.27$127.76$149.33$182.17$21.30$28.00$34.84$42.44$51.70$61.70$70.24$81.45$93.67$106.17$121.15$140.78$169.31
PutsFair0.99×
CallsCheap0.80×
SkewBullish-1.21 pp
Implied moveBearish±$136.41
TiltBalanced0.2% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ2539.8026.3%7.7%2238.9129.0%6.7%
25Δ2503.4926.0%6.4%2269.7128.5%5.6%
30Δ2477.6726.2%5.6%2298.0027.7%4.7%
35Δ2454.3426.4%4.9%2322.7327.3%4.0%
40Δ2431.7126.5%4.3%2345.1527.4%3.5%
45Δ2410.3326.9%3.8%2366.7827.4%3.0%
50Δ2388.7627.3%3.3%2388.4426.5%2.4%
55Δ2366.7328.0%2.9%2409.6026.3%2.0%
60Δ2343.6428.6%2.5%2430.8526.1%1.6%
65Δ2319.3529.0%2.2%2451.8825.6%1.3%
70Δ2292.1329.9%1.9%2474.3225.3%1.0%
75Δ2262.8430.4%1.5%2500.2725.5%0.7%
80Δ2223.7332.3%1.3%2534.2425.4%0.5%

20Δ

Calls
Pseudo strike
2539.80
IV
26.3%
B/E move
7.7%
Puts
Pseudo strike
2238.91
IV
29.0%
B/E move
6.7%

25Δ

Calls
Pseudo strike
2503.49
IV
26.0%
B/E move
6.4%
Puts
Pseudo strike
2269.71
IV
28.5%
B/E move
5.6%

30Δ

Calls
Pseudo strike
2477.67
IV
26.2%
B/E move
5.6%
Puts
Pseudo strike
2298.00
IV
27.7%
B/E move
4.7%

35Δ

Calls
Pseudo strike
2454.34
IV
26.4%
B/E move
4.9%
Puts
Pseudo strike
2322.73
IV
27.3%
B/E move
4.0%

40Δ

Calls
Pseudo strike
2431.71
IV
26.5%
B/E move
4.3%
Puts
Pseudo strike
2345.15
IV
27.4%
B/E move
3.5%

45Δ

Calls
Pseudo strike
2410.33
IV
26.9%
B/E move
3.8%
Puts
Pseudo strike
2366.78
IV
27.4%
B/E move
3.0%

50Δ

Calls
Pseudo strike
2388.76
IV
27.3%
B/E move
3.3%
Puts
Pseudo strike
2388.44
IV
26.5%
B/E move
2.4%

55Δ

Calls
Pseudo strike
2366.73
IV
28.0%
B/E move
2.9%
Puts
Pseudo strike
2409.60
IV
26.3%
B/E move
2.0%

60Δ

Calls
Pseudo strike
2343.64
IV
28.6%
B/E move
2.5%
Puts
Pseudo strike
2430.85
IV
26.1%
B/E move
1.6%

65Δ

Calls
Pseudo strike
2319.35
IV
29.0%
B/E move
2.2%
Puts
Pseudo strike
2451.88
IV
25.6%
B/E move
1.3%

70Δ

Calls
Pseudo strike
2292.13
IV
29.9%
B/E move
1.9%
Puts
Pseudo strike
2474.32
IV
25.3%
B/E move
1.0%

75Δ

Calls
Pseudo strike
2262.84
IV
30.4%
B/E move
1.5%
Puts
Pseudo strike
2500.27
IV
25.5%
B/E move
0.7%

80Δ

Calls
Pseudo strike
2223.73
IV
32.3%
B/E move
1.3%
Puts
Pseudo strike
2534.24
IV
25.4%
B/E move
0.5%

Options history

FCNCA21.7525.5229.292026-07-27: 27.31%2026-07-28: 27.18%2026-07-29: 27.42%2026-07-30: 27.37%2026-07-31: 27.20%2026-08-03: 27.27%2026-08-04: 27.29%2026-08-05: 26.99%2026-08-06: 26.69%2026-08-07: 26.29%2026-08-10: 26.05%2026-08-11: 25.27%2026-08-12: 23.75%2026-08-13: 23.66%2026-08-14: 23.07%2026-08-17: 24.43%2026-08-18: 24.98%2026-08-19: 24.80%2026-08-20: 24.46%2026-08-21: 23.61%2026-08-24: 24.08%2026-08-25: 23.63%2026-08-26: 23.37%2026-08-27: 23.21%2026-08-28: 22.27%2026-08-31: 23.09%2026-09-01: 23.35%2026-09-02: 23.42%2026-09-03: 22.95%2026-09-04: 22.72%2026-09-08: 23.99%2026-09-09: 24.14%2026-09-10: 23.73%2026-09-11: 23.47%2026-09-14: 24.56%2026-09-15: 24.78%2026-09-16: 26.47%2026-09-17: 25.44%2026-09-18: 25.39%2026-09-21: 25.57%2026-09-22: 26.04%2026-09-23: 26.62%2026-09-24: 26.65%2026-09-25: 26.27%2026-09-28: 26.94%2026-09-29: 26.85%2026-09-30: 26.88%2026-10-01: 27.00%2026-10-02: 26.79%2026-10-05: 27.29%2026-10-06: 27.18%2026-10-07: 27.42%2026-10-08: 27.62%2026-10-09: 27.02%2026-10-12: 28.01%2026-10-13: 27.63%2026-10-14: 28.17%2026-10-15: 28.77%2026-10-16: 28.13%2026-10-19: 28.39%2026-10-20: 28.39%2026-10-21: 27.81%2026-10-22: 28.19%2026-10-23: 25.98%Jul 27Oct 23
Table
DateIV
27.31%
27.18%
27.42%
27.37%
27.20%
27.27%
27.29%
26.99%
26.69%
26.29%
26.05%
25.27%
23.75%
23.66%
23.07%
24.43%
24.98%
24.80%
24.46%
23.61%
24.08%
23.63%
23.37%
23.21%
22.27%
23.09%
23.35%
23.42%
22.95%
22.72%
23.99%
24.14%
23.73%
23.47%
24.56%
24.78%
26.47%
25.44%
25.39%
25.57%
26.04%
26.62%
26.65%
26.27%
26.94%
26.85%
26.88%
27.00%
26.79%
27.29%
27.18%
27.42%
27.62%
27.02%
28.01%
27.63%
28.17%
28.77%
28.13%
28.39%
28.39%
27.81%
28.19%
25.98%