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Financial Institutions, Inc. Common Stock FISI

FINANCIAL SERVICES · BANKS - REGIONAL
i

Market dataready · fetched 2026-11-12T03:13:56.169Z

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 · 2026-11-11T21:00:01.528162392Z

FundamentalsAlpha Vantage · ready · quarter 2026-09-30 · fetched 2026-11-12T03:13:55.714666+00:00

Share price$39.90
1D-0.1%
AH$39.65$39.76$39.86$39.96$40.075:30 AM6:30 AM9:00 AM1:00 PM2:00 PMFISI
Sold putSold callAH

Financial Institutions, Inc. Common Stock options

Live interpolated FISI call and put midpoint premiums by absolute delta.Financial Institutions, Inc. Common Stock$1.62$2.46$3.31$4.15$4.99$-0.12$0.19$0.50$0.81$1.1220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ20Δ C unavailable: no unambiguous, price-consistent delta bracketC —25Δ C unavailable: no unambiguous, price-consistent delta bracketC —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 PRICEFISI PRICE$2.45$1.71$1.92$2.13$2.34$2.64$3.06$3.49$3.91$4.33$4.75$2.45$2.45
Puts——
Calls——
Skew——
Implied move——
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ30.31285.4%30.2%
25Δ33.31228.0%22.7%
30Δ53.17253.6%39.4%
35Δ44.35132.1%15.5%
40Δ43.13123.3%12.9%
45Δ41.90114.4%10.3%
50Δ40.67105.5%7.8%
55Δ39.6799.3%6.0%
60Δ38.9296.4%5.2%
65Δ38.1893.5%4.4%
70Δ37.4490.5%3.6%
75Δ36.7087.6%2.8%
80Δ35.9684.7%2.0%

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
30.31
IV
285.4%
B/E move
30.2%

25Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
33.31
IV
228.0%
B/E move
22.7%

30Δ

Calls
Pseudo strike
53.17
IV
253.6%
B/E move
39.4%
Puts
Pseudo strike
IV
B/E move

35Δ

Calls
Pseudo strike
44.35
IV
132.1%
B/E move
15.5%
Puts
Pseudo strike
IV
B/E move

40Δ

Calls
Pseudo strike
43.13
IV
123.3%
B/E move
12.9%
Puts
Pseudo strike
IV
B/E move

45Δ

Calls
Pseudo strike
41.90
IV
114.4%
B/E move
10.3%
Puts
Pseudo strike
IV
B/E move

50Δ

Calls
Pseudo strike
40.67
IV
105.5%
B/E move
7.8%
Puts
Pseudo strike
IV
B/E move

55Δ

Calls
Pseudo strike
39.67
IV
99.3%
B/E move
6.0%
Puts
Pseudo strike
IV
B/E move

60Δ

Calls
Pseudo strike
38.92
IV
96.4%
B/E move
5.2%
Puts
Pseudo strike
IV
B/E move

65Δ

Calls
Pseudo strike
38.18
IV
93.5%
B/E move
4.4%
Puts
Pseudo strike
IV
B/E move

70Δ

Calls
Pseudo strike
37.44
IV
90.5%
B/E move
3.6%
Puts
Pseudo strike
IV
B/E move

75Δ

Calls
Pseudo strike
36.70
IV
87.6%
B/E move
2.8%
Puts
Pseudo strike
IV
B/E move

80Δ

Calls
Pseudo strike
35.96
IV
84.7%
B/E move
2.0%
Puts
Pseudo strike
IV
B/E move

Options history

IV · four-Friday blend37.73%
Daily close
FISI34.2%54.2%74.2%2026-08-17: 66.32%2026-08-21: 43.00%2026-08-27: 43.37%2026-08-28: 40.66%2026-08-31: 41.95%2026-09-01: 42.35%2026-09-02: 43.69%2026-09-03: 43.92%2026-09-10: 43.27%2026-09-14: 61.38%2026-09-15: 67.25%2026-09-16: 71.44%2026-09-18: 41.94%2026-09-22: 40.34%2026-09-24: 36.93%2026-09-25: 43.54%2026-09-28: 43.63%2026-09-29: 41.29%2026-09-30: 48.57%2026-10-01: 45.77%2026-10-02: 46.80%2026-10-05: 42.84%2026-10-08: 59.78%2026-10-16: 37.75%2026-10-19: 38.49%2026-10-20: 39.41%2026-10-21: 37.65%2026-10-22: 40.68%2026-10-23: 40.60%2026-10-26: 41.95%2026-10-28: 40.96%2026-10-29: 38.40%2026-10-30: 37.73%Aug 17Sep 28Oct 30
33 observations2026-08-17 — 2026-10-30
Table
DateIV (%)
66.32%
43.00%
43.37%
40.66%
41.95%
42.35%
43.69%
43.92%
43.27%
61.38%
67.25%
71.44%
41.94%
40.34%
36.93%
43.54%
43.63%
41.29%
48.57%
45.77%
46.80%
42.84%
59.78%
37.75%
38.49%
39.41%
37.65%
40.68%
40.60%
41.95%
40.96%
38.40%
37.73%