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Flagstar Bank, National Association FLG

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Market datapartial · fetched 2026-10-22T21:47:44.959Z

Delta surfaceAlpaca · derived absolute-delta buckets · 2026-10-30

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 · 2026-10-22T20:18:57.083663468Z

FundamentalsAlpha Vantage · unavailable

Share price$11.50
1D+3.2%
AH$11.11$11.22$11.32$11.42$11.535:30 AM6:30 AM9:00 AM1:00 PM2:00 PMFLG
Sold putSold callAH

Flagstar Bank, National Association options

Live interpolated FLG call and put midpoint premiums by absolute delta.Flagstar Bank, National Association$0.08$0.50$0.92$1.34$1.77$10.03$10.71$11.38$12.05$12.7220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive FLG spot · $11.50FLG PRICE$0.12$0.13$0.15$0.21$0.26$0.32$0.38$0.45$0.54$0.63$0.72$0.80$0.89$0.16$0.21$0.26$0.30$0.35$0.40$0.47$0.57$0.66$0.77$0.93$1.10$1.65
PutsExpensive2.07×
CallsExpensive1.28×
SkewBearish+14.24 pp
Implied moveBearish±$0.84
TiltBearish16.5% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ12.5867.0%10.5%10.5277.1%9.9%
25Δ12.1952.5%7.1%10.7275.6%8.5%
30Δ11.9546.1%5.2%10.9274.1%7.2%
35Δ11.8548.8%4.8%11.1071.5%6.1%
40Δ11.7551.6%4.4%11.2668.3%5.2%
45Δ11.6454.3%4.0%11.4165.1%4.2%
50Δ11.5457.1%3.6%11.5763.8%3.5%
55Δ11.4259.1%3.2%11.7264.9%3.0%
60Δ11.2860.6%2.8%11.8766.0%2.6%
65Δ11.1462.1%2.4%12.0267.2%2.1%
70Δ11.0063.6%2.0%12.2369.3%1.8%
75Δ10.8860.2%1.6%12.4471.4%1.4%
80Δ10.7556.7%1.2%13.0090.2%1.3%

20Δ

Calls
Pseudo strike
12.58
IV
67.0%
B/E move
10.5%
Puts
Pseudo strike
10.52
IV
77.1%
B/E move
9.9%

25Δ

Calls
Pseudo strike
12.19
IV
52.5%
B/E move
7.1%
Puts
Pseudo strike
10.72
IV
75.6%
B/E move
8.5%

30Δ

Calls
Pseudo strike
11.95
IV
46.1%
B/E move
5.2%
Puts
Pseudo strike
10.92
IV
74.1%
B/E move
7.2%

35Δ

Calls
Pseudo strike
11.85
IV
48.8%
B/E move
4.8%
Puts
Pseudo strike
11.10
IV
71.5%
B/E move
6.1%

40Δ

Calls
Pseudo strike
11.75
IV
51.6%
B/E move
4.4%
Puts
Pseudo strike
11.26
IV
68.3%
B/E move
5.2%

45Δ

Calls
Pseudo strike
11.64
IV
54.3%
B/E move
4.0%
Puts
Pseudo strike
11.41
IV
65.1%
B/E move
4.2%

50Δ

Calls
Pseudo strike
11.54
IV
57.1%
B/E move
3.6%
Puts
Pseudo strike
11.57
IV
63.8%
B/E move
3.5%

55Δ

Calls
Pseudo strike
11.42
IV
59.1%
B/E move
3.2%
Puts
Pseudo strike
11.72
IV
64.9%
B/E move
3.0%

60Δ

Calls
Pseudo strike
11.28
IV
60.6%
B/E move
2.8%
Puts
Pseudo strike
11.87
IV
66.0%
B/E move
2.6%

65Δ

Calls
Pseudo strike
11.14
IV
62.1%
B/E move
2.4%
Puts
Pseudo strike
12.02
IV
67.2%
B/E move
2.1%

70Δ

Calls
Pseudo strike
11.00
IV
63.6%
B/E move
2.0%
Puts
Pseudo strike
12.23
IV
69.3%
B/E move
1.8%

75Δ

Calls
Pseudo strike
10.88
IV
60.2%
B/E move
1.6%
Puts
Pseudo strike
12.44
IV
71.4%
B/E move
1.4%

80Δ

Calls
Pseudo strike
10.75
IV
56.7%
B/E move
1.2%
Puts
Pseudo strike
13.00
IV
90.2%
B/E move
1.3%

Options history

No recorded observations