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Financial Institutions, Inc. Common Stock FISI

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Market datapartial · fetched 2026-10-22T21:06:40.429Z

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 · 2026-10-22T20:00:00.5013712Z

FundamentalsAlpha Vantage · unavailable

Share price$40.69
1D+1.9%
AH$39.88$40.13$40.38$40.63$40.885:30 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$2.20$3.26$4.32$5.38$6.44$30.60$35.50$40.40$45.30$50.2020Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive FISI spot · $40.69FISI PRICE$2.45$2.45$2.45$2.45$2.45$2.45$2.55$3.03$3.52$4.01$4.50$2.45$2.45$2.41$2.36$2.32$2.52$2.86$3.20$3.54$3.88$4.22$4.56$6.14
PutsExpensive2.86×
CallsExpensive2.40×
SkewBearish+5.06 pp
Implied moveBearish±$5.31
TiltBearish14.1% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ30.95155.9%30.0%
25Δ34.28121.4%21.8%
30Δ53.86136.0%38.4%36.25100.4%16.8%
35Δ48.32107.6%24.8%37.8483.1%12.8%
40Δ44.8486.4%16.2%39.4365.9%8.8%
45Δ43.5775.3%13.1%40.4458.1%6.8%
50Δ42.3064.3%10.0%41.1455.6%5.9%
55Δ41.0253.2%6.8%41.8353.2%5.1%
60Δ39.8644.1%4.2%42.5350.7%4.2%
65Δ39.1542.9%3.7%43.2248.2%3.3%
70Δ38.4541.6%3.1%43.9145.8%2.4%
75Δ37.7440.3%2.6%44.6143.3%1.6%
80Δ37.0339.1%2.1%46.4147.8%1.0%

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
30.95
IV
155.9%
B/E move
30.0%

25Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
34.28
IV
121.4%
B/E move
21.8%

30Δ

Calls
Pseudo strike
53.86
IV
136.0%
B/E move
38.4%
Puts
Pseudo strike
36.25
IV
100.4%
B/E move
16.8%

35Δ

Calls
Pseudo strike
48.32
IV
107.6%
B/E move
24.8%
Puts
Pseudo strike
37.84
IV
83.1%
B/E move
12.8%

40Δ

Calls
Pseudo strike
44.84
IV
86.4%
B/E move
16.2%
Puts
Pseudo strike
39.43
IV
65.9%
B/E move
8.8%

45Δ

Calls
Pseudo strike
43.57
IV
75.3%
B/E move
13.1%
Puts
Pseudo strike
40.44
IV
58.1%
B/E move
6.8%

50Δ

Calls
Pseudo strike
42.30
IV
64.3%
B/E move
10.0%
Puts
Pseudo strike
41.14
IV
55.6%
B/E move
5.9%

55Δ

Calls
Pseudo strike
41.02
IV
53.2%
B/E move
6.8%
Puts
Pseudo strike
41.83
IV
53.2%
B/E move
5.1%

60Δ

Calls
Pseudo strike
39.86
IV
44.1%
B/E move
4.2%
Puts
Pseudo strike
42.53
IV
50.7%
B/E move
4.2%

65Δ

Calls
Pseudo strike
39.15
IV
42.9%
B/E move
3.7%
Puts
Pseudo strike
43.22
IV
48.2%
B/E move
3.3%

70Δ

Calls
Pseudo strike
38.45
IV
41.6%
B/E move
3.1%
Puts
Pseudo strike
43.91
IV
45.8%
B/E move
2.4%

75Δ

Calls
Pseudo strike
37.74
IV
40.3%
B/E move
2.6%
Puts
Pseudo strike
44.61
IV
43.3%
B/E move
1.6%

80Δ

Calls
Pseudo strike
37.03
IV
39.1%
B/E move
2.1%
Puts
Pseudo strike
46.41
IV
47.8%
B/E move
1.0%

Options history

No recorded observations