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First Financial Bancorp. Common Stock FFBC

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Market datapartial · fetched 2026-10-23T04:06:26.261Z

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 · 2026-10-22T20:00:02.813312121Z

FundamentalsAlpha Vantage · unavailable

Share price$32.47
1D+2.1%
AH$31.74$31.95$32.16$32.37$32.585:30 AM6:30 AM9:00 AM1:00 PM2:00 PMFFBC
Sold putSold callAH

First Financial Bancorp. Common Stock options

Live interpolated FFBC call and put midpoint premiums by absolute delta.First Financial Bancorp. Common Stock$0.09$2.22$4.34$6.47$8.59$24.84$28.43$32.02$35.60$39.1920Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive FFBC spot · $32.47FFBC PRICE$0.32$1.03$1.18$1.33$1.48$1.63$1.78$1.93$2.08$2.23$2.38$2.53$2.67$1.35$1.35$1.35$1.60$1.85$2.11$2.36$2.61$2.87$3.12$4.07$6.03$7.98
PutsExpensive3.07×
CallsExpensive2.31×
SkewBearish+9.95 pp
Implied moveBearish±$4.14
TiltBearish26.3% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ35.3332.5%9.8%25.85118.1%24.6%
25Δ39.8286.7%25.8%27.8994.6%18.3%
30Δ38.9982.0%23.7%29.9371.1%12.0%
35Δ38.1677.3%21.6%30.6467.5%10.6%
40Δ37.3372.6%19.5%31.3064.7%9.3%
45Δ36.5067.9%17.4%31.9661.8%8.0%
50Δ35.6763.2%15.3%32.6259.0%6.8%
55Δ34.8458.4%13.2%33.2856.1%5.5%
60Δ34.0153.7%11.1%33.9553.2%4.3%
65Δ33.1849.0%9.1%34.6150.4%3.0%
70Δ32.3544.3%7.0%35.8353.4%2.2%
75Δ31.5239.6%4.9%37.8565.0%2.0%
80Δ30.6934.9%2.8%39.8776.6%1.8%

20Δ

Calls
Pseudo strike
35.33
IV
32.5%
B/E move
9.8%
Puts
Pseudo strike
25.85
IV
118.1%
B/E move
24.6%

25Δ

Calls
Pseudo strike
39.82
IV
86.7%
B/E move
25.8%
Puts
Pseudo strike
27.89
IV
94.6%
B/E move
18.3%

30Δ

Calls
Pseudo strike
38.99
IV
82.0%
B/E move
23.7%
Puts
Pseudo strike
29.93
IV
71.1%
B/E move
12.0%

35Δ

Calls
Pseudo strike
38.16
IV
77.3%
B/E move
21.6%
Puts
Pseudo strike
30.64
IV
67.5%
B/E move
10.6%

40Δ

Calls
Pseudo strike
37.33
IV
72.6%
B/E move
19.5%
Puts
Pseudo strike
31.30
IV
64.7%
B/E move
9.3%

45Δ

Calls
Pseudo strike
36.50
IV
67.9%
B/E move
17.4%
Puts
Pseudo strike
31.96
IV
61.8%
B/E move
8.0%

50Δ

Calls
Pseudo strike
35.67
IV
63.2%
B/E move
15.3%
Puts
Pseudo strike
32.62
IV
59.0%
B/E move
6.8%

55Δ

Calls
Pseudo strike
34.84
IV
58.4%
B/E move
13.2%
Puts
Pseudo strike
33.28
IV
56.1%
B/E move
5.5%

60Δ

Calls
Pseudo strike
34.01
IV
53.7%
B/E move
11.1%
Puts
Pseudo strike
33.95
IV
53.2%
B/E move
4.3%

65Δ

Calls
Pseudo strike
33.18
IV
49.0%
B/E move
9.1%
Puts
Pseudo strike
34.61
IV
50.4%
B/E move
3.0%

70Δ

Calls
Pseudo strike
32.35
IV
44.3%
B/E move
7.0%
Puts
Pseudo strike
35.83
IV
53.4%
B/E move
2.2%

75Δ

Calls
Pseudo strike
31.52
IV
39.6%
B/E move
4.9%
Puts
Pseudo strike
37.85
IV
65.0%
B/E move
2.0%

80Δ

Calls
Pseudo strike
30.69
IV
34.9%
B/E move
2.8%
Puts
Pseudo strike
39.87
IV
76.6%
B/E move
1.8%

Options history

No recorded observations