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First Financial Bancorp. Common Stock FFBC

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Market datapartial · fetched 2026-11-12T15:45:09.067Z

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 · 2026-11-12T15:44:58.664982246Z

FundamentalsAlpha Vantage · unavailable

Share price$32.58
1D-0.1%
$32.42$32.47$32.52$32.57$32.625:30 AM6:30 AM9:00 AM1:00 PMFFBC
Sold putSold call

First Financial Bancorp. Common Stock options

Live interpolated FFBC call and put midpoint premiums by absolute delta.First Financial Bancorp. Common Stock$0.55$1.00$1.44$1.88$2.32$-0.12$0.19$0.50$0.81$1.1220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ20Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —25Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —30Δ P unavailable: no unambiguous, price-consistent delta bracketP —35Δ P unavailable: no unambiguous, price-consistent delta bracketP —40Δ P unavailable: no unambiguous, price-consistent delta bracketP —45Δ P unavailable: no unambiguous, price-consistent delta bracketP —50Δ P unavailable: no unambiguous, price-consistent delta bracketP —55Δ P unavailable: no unambiguous, price-consistent delta bracketP —60Δ P unavailable: no unambiguous, price-consistent delta bracketP —65Δ P unavailable: no unambiguous, price-consistent delta bracketP —70Δ P unavailable: no unambiguous, price-consistent delta bracketP —75Δ P unavailable: no unambiguous, price-consistent delta bracketP —80Δ P unavailable: no unambiguous, price-consistent delta bracketP —OPTION PRICEFFBC PRICE$0.60$0.76$0.92$1.08$1.24$1.40$1.56$1.72$1.88$2.04$2.20
Puts——
Calls——
Skew——
Implied move——
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ
25Δ
30Δ34.3150.8%7.2%
35Δ33.9849.6%6.6%
40Δ33.6448.5%6.1%
45Δ33.3147.4%5.6%
50Δ32.9746.3%5.0%
55Δ32.6445.2%4.5%
60Δ32.3044.0%3.9%
65Δ31.9642.9%3.4%
70Δ31.6341.8%2.9%
75Δ31.2940.7%2.3%
80Δ30.9639.5%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
IV
B/E move

30Δ

Calls
Pseudo strike
34.31
IV
50.8%
B/E move
7.2%
Puts
Pseudo strike
IV
B/E move

35Δ

Calls
Pseudo strike
33.98
IV
49.6%
B/E move
6.6%
Puts
Pseudo strike
IV
B/E move

40Δ

Calls
Pseudo strike
33.64
IV
48.5%
B/E move
6.1%
Puts
Pseudo strike
IV
B/E move

45Δ

Calls
Pseudo strike
33.31
IV
47.4%
B/E move
5.6%
Puts
Pseudo strike
IV
B/E move

50Δ

Calls
Pseudo strike
32.97
IV
46.3%
B/E move
5.0%
Puts
Pseudo strike
IV
B/E move

55Δ

Calls
Pseudo strike
32.64
IV
45.2%
B/E move
4.5%
Puts
Pseudo strike
IV
B/E move

60Δ

Calls
Pseudo strike
32.30
IV
44.0%
B/E move
3.9%
Puts
Pseudo strike
IV
B/E move

65Δ

Calls
Pseudo strike
31.96
IV
42.9%
B/E move
3.4%
Puts
Pseudo strike
IV
B/E move

70Δ

Calls
Pseudo strike
31.63
IV
41.8%
B/E move
2.9%
Puts
Pseudo strike
IV
B/E move

75Δ

Calls
Pseudo strike
31.29
IV
40.7%
B/E move
2.3%
Puts
Pseudo strike
IV
B/E move

80Δ

Calls
Pseudo strike
30.96
IV
39.5%
B/E move
1.8%
Puts
Pseudo strike
IV
B/E move

Options history

IV · four-Friday blend38.36%
Daily close
FFBC38.3%38.8%39.4%2026-10-16: 39.32%2026-10-23: 38.36%Oct 16Oct 23
2 observations2026-10-16 — 2026-10-23
Table
DateIV (%)
39.32%
38.36%