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Financial Institutions, Inc. Common Stock FISI

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Market datapartial · fetched 2026-10-22T23:28:52.866Z

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 · 2026-10-22T21:58:21.228808384Z

FundamentalsAlpha Vantage · unavailable

Share price$40.55
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$2.25$2.94$3.63$4.32$5.01$30.63$35.53$40.43$45.33$50.2220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive FISI spot · $40.55FISI PRICE$2.45$2.45$2.45$2.45$2.45$2.45$2.68$3.22$3.75$4.28$4.81$2.45$2.45$2.42$2.37$2.32$2.45$2.77$3.09$3.41$3.73$4.05$4.37$4.69
PutsExpensive2.80×
CallsExpensive2.46×
SkewBearish+2.18 pp
Implied moveBearish±$5.22
TiltBearish9.7% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ30.84156.4%30.0%
25Δ34.12122.3%21.9%
30Δ53.76136.8%38.6%36.13100.9%16.9%
35Δ48.20108.2%24.9%37.6684.0%13.0%
40Δ44.7787.2%16.4%39.2067.1%9.1%
45Δ43.4375.7%13.1%40.3157.2%6.6%
50Δ42.0964.2%9.8%40.9754.6%5.8%
55Δ40.7652.8%6.5%41.6252.0%5.0%
60Δ39.6646.1%4.4%42.2749.4%4.2%
65Δ38.8945.6%3.8%42.9246.8%3.4%
70Δ38.1245.2%3.2%43.5744.2%2.5%
75Δ37.3544.7%2.7%44.2341.6%1.7%
80Δ36.5744.2%2.1%44.8839.0%0.9%

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
30.84
IV
156.4%
B/E move
30.0%

25Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
34.12
IV
122.3%
B/E move
21.9%

30Δ

Calls
Pseudo strike
53.76
IV
136.8%
B/E move
38.6%
Puts
Pseudo strike
36.13
IV
100.9%
B/E move
16.9%

35Δ

Calls
Pseudo strike
48.20
IV
108.2%
B/E move
24.9%
Puts
Pseudo strike
37.66
IV
84.0%
B/E move
13.0%

40Δ

Calls
Pseudo strike
44.77
IV
87.2%
B/E move
16.4%
Puts
Pseudo strike
39.20
IV
67.1%
B/E move
9.1%

45Δ

Calls
Pseudo strike
43.43
IV
75.7%
B/E move
13.1%
Puts
Pseudo strike
40.31
IV
57.2%
B/E move
6.6%

50Δ

Calls
Pseudo strike
42.09
IV
64.2%
B/E move
9.8%
Puts
Pseudo strike
40.97
IV
54.6%
B/E move
5.8%

55Δ

Calls
Pseudo strike
40.76
IV
52.8%
B/E move
6.5%
Puts
Pseudo strike
41.62
IV
52.0%
B/E move
5.0%

60Δ

Calls
Pseudo strike
39.66
IV
46.1%
B/E move
4.4%
Puts
Pseudo strike
42.27
IV
49.4%
B/E move
4.2%

65Δ

Calls
Pseudo strike
38.89
IV
45.6%
B/E move
3.8%
Puts
Pseudo strike
42.92
IV
46.8%
B/E move
3.4%

70Δ

Calls
Pseudo strike
38.12
IV
45.2%
B/E move
3.2%
Puts
Pseudo strike
43.57
IV
44.2%
B/E move
2.5%

75Δ

Calls
Pseudo strike
37.35
IV
44.7%
B/E move
2.7%
Puts
Pseudo strike
44.23
IV
41.6%
B/E move
1.7%

80Δ

Calls
Pseudo strike
36.57
IV
44.2%
B/E move
2.1%
Puts
Pseudo strike
44.88
IV
39.0%
B/E move
0.9%

Options history

No recorded observations