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

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Market datapartial · fetched 2026-10-22T23:45:48.142Z

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 · 2026-10-22T20:59:59.407822335Z

FundamentalsAlpha Vantage · unavailable

Share price$35.97
1D+0.5%
AH$35.70$36.03$36.36$36.70$37.035:30 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)$0.26$1.94$3.61$5.29$6.96$-0.12$0.19$0.50$0.81$1.1220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICEFIBK PRICE$0.69$0.90$1.12$1.33$1.55$1.76$1.98$2.19$2.41$3.22$4.30$5.39$6.48$0.45$0.52$0.60
PutsExpensive1.36×
CallsExpensive2.26×
SkewBullish-18.10 pp
Implied move——
TiltBullish91.0% CALL
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ43.1356.4%21.8%32.0844.1%12.0%
25Δ42.1555.3%19.7%33.1738.0%9.2%
30Δ41.1754.2%17.6%34.2532.0%6.4%
35Δ40.2053.1%15.5%
40Δ39.2252.1%13.3%
45Δ38.2451.0%11.2%
50Δ37.2649.9%9.1%
55Δ36.2948.8%7.0%
60Δ35.3147.7%4.9%
65Δ34.1753.0%3.9%
70Δ32.9661.2%3.6%
75Δ31.7469.4%3.2%
80Δ30.5377.6%2.9%

20Δ

Calls
Pseudo strike
43.13
IV
56.4%
B/E move
21.8%
Puts
Pseudo strike
32.08
IV
44.1%
B/E move
12.0%

25Δ

Calls
Pseudo strike
42.15
IV
55.3%
B/E move
19.7%
Puts
Pseudo strike
33.17
IV
38.0%
B/E move
9.2%

30Δ

Calls
Pseudo strike
41.17
IV
54.2%
B/E move
17.6%
Puts
Pseudo strike
34.25
IV
32.0%
B/E move
6.4%

35Δ

Calls
Pseudo strike
40.20
IV
53.1%
B/E move
15.5%
Puts
Pseudo strike
IV
B/E move

40Δ

Calls
Pseudo strike
39.22
IV
52.1%
B/E move
13.3%
Puts
Pseudo strike
IV
B/E move

45Δ

Calls
Pseudo strike
38.24
IV
51.0%
B/E move
11.2%
Puts
Pseudo strike
IV
B/E move

50Δ

Calls
Pseudo strike
37.26
IV
49.9%
B/E move
9.1%
Puts
Pseudo strike
IV
B/E move

55Δ

Calls
Pseudo strike
36.29
IV
48.8%
B/E move
7.0%
Puts
Pseudo strike
IV
B/E move

60Δ

Calls
Pseudo strike
35.31
IV
47.7%
B/E move
4.9%
Puts
Pseudo strike
IV
B/E move

65Δ

Calls
Pseudo strike
34.17
IV
53.0%
B/E move
3.9%
Puts
Pseudo strike
IV
B/E move

70Δ

Calls
Pseudo strike
32.96
IV
61.2%
B/E move
3.6%
Puts
Pseudo strike
IV
B/E move

75Δ

Calls
Pseudo strike
31.74
IV
69.4%
B/E move
3.2%
Puts
Pseudo strike
IV
B/E move

80Δ

Calls
Pseudo strike
30.53
IV
77.6%
B/E move
2.9%
Puts
Pseudo strike
IV
B/E move

Options history

No recorded observations