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First Interstate BancSystem, Inc. Common Stock (DE) FIBK

FINANCIAL SERVICES · BANKS - REGIONAL
i

Market dataready · fetched 2026-11-12T02:51:16.961Z

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 · 2026-11-11T21:00:02.333309028Z

FundamentalsAlpha Vantage · ready · quarter 2026-09-30 · fetched 2026-11-12T02:43:04.148530+00:00

Share price$37.80
1D-0.9%
AH$37.56$37.71$37.87$38.03$38.185:30 AM6:30 AM9:00 AM1:00 PM2:00 PMFIBK
Sold putSold callAH

First Interstate BancSystem, Inc. Common Stock (DE) options

Live interpolated FIBK call and put midpoint premiums by absolute delta.First Interstate BancSystem, Inc. Common Stock (DE)$0.25$0.91$1.57$2.23$2.89$34.85$36.31$37.77$39.23$40.6820Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive FIBK spot · $37.80FIBK PRICE$0.32$0.52$0.72$0.92$1.11$1.31$1.51$1.71$1.91$2.10$2.30$2.50$2.70$0.38$0.53$0.68$0.82$0.97$1.11$1.26$1.41$1.55$1.70$1.84$1.99$2.14
PutsExpensive1.17×
CallsExpensive1.11×
SkewBearish+1.06 pp
Implied moveBullish±$2.77
TiltBullish9.0% CALL
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ39.7436.0%6.0%35.3847.6%7.4%
25Δ39.3936.6%5.6%35.7346.4%6.9%
30Δ39.0437.2%5.2%36.0945.3%6.3%
35Δ38.6937.8%4.8%36.4444.1%5.8%
40Δ38.3438.4%4.4%36.7943.0%5.2%
45Δ37.9939.0%4.0%37.1441.8%4.7%
50Δ37.6439.6%3.6%37.4940.7%4.1%
55Δ37.2940.2%3.2%37.8439.5%3.6%
60Δ36.9440.9%2.8%38.2038.4%3.1%
65Δ36.5941.5%2.4%38.5537.2%2.5%
70Δ36.2442.1%2.0%38.9036.1%2.0%
75Δ35.8942.7%1.5%39.2534.9%1.4%
80Δ35.5343.3%1.1%39.6033.8%0.9%

20Δ

Calls
Pseudo strike
39.74
IV
36.0%
B/E move
6.0%
Puts
Pseudo strike
35.38
IV
47.6%
B/E move
7.4%

25Δ

Calls
Pseudo strike
39.39
IV
36.6%
B/E move
5.6%
Puts
Pseudo strike
35.73
IV
46.4%
B/E move
6.9%

30Δ

Calls
Pseudo strike
39.04
IV
37.2%
B/E move
5.2%
Puts
Pseudo strike
36.09
IV
45.3%
B/E move
6.3%

35Δ

Calls
Pseudo strike
38.69
IV
37.8%
B/E move
4.8%
Puts
Pseudo strike
36.44
IV
44.1%
B/E move
5.8%

40Δ

Calls
Pseudo strike
38.34
IV
38.4%
B/E move
4.4%
Puts
Pseudo strike
36.79
IV
43.0%
B/E move
5.2%

45Δ

Calls
Pseudo strike
37.99
IV
39.0%
B/E move
4.0%
Puts
Pseudo strike
37.14
IV
41.8%
B/E move
4.7%

50Δ

Calls
Pseudo strike
37.64
IV
39.6%
B/E move
3.6%
Puts
Pseudo strike
37.49
IV
40.7%
B/E move
4.1%

55Δ

Calls
Pseudo strike
37.29
IV
40.2%
B/E move
3.2%
Puts
Pseudo strike
37.84
IV
39.5%
B/E move
3.6%

60Δ

Calls
Pseudo strike
36.94
IV
40.9%
B/E move
2.8%
Puts
Pseudo strike
38.20
IV
38.4%
B/E move
3.1%

65Δ

Calls
Pseudo strike
36.59
IV
41.5%
B/E move
2.4%
Puts
Pseudo strike
38.55
IV
37.2%
B/E move
2.5%

70Δ

Calls
Pseudo strike
36.24
IV
42.1%
B/E move
2.0%
Puts
Pseudo strike
38.90
IV
36.1%
B/E move
2.0%

75Δ

Calls
Pseudo strike
35.89
IV
42.7%
B/E move
1.5%
Puts
Pseudo strike
39.25
IV
34.9%
B/E move
1.4%

80Δ

Calls
Pseudo strike
35.53
IV
43.3%
B/E move
1.1%
Puts
Pseudo strike
39.60
IV
33.8%
B/E move
0.9%

Options history

IV · four-Friday blend29.19%
Daily close
FIBK25.3%42.0%58.7%2026-09-21: 56.39%2026-10-16: 28.13%2026-10-19: 27.64%2026-10-20: 46.11%2026-10-21: 29.19%Sep 21Oct 19Oct 21
5 observations2026-09-21 — 2026-10-21
Table
DateIV (%)
56.39%
28.13%
27.64%
46.11%
29.19%