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Flagstar Bank, National Association FLG

i

Market datapartial · fetched 2026-11-12T03:01:27.433Z

Delta surfaceAlpaca · derived absolute-delta buckets · 2026-11-13

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 · 2026-11-12T00:00:00.002390134Z

FundamentalsAlpha Vantage · unavailable

Share price$10.45
1D-1.4%
AH$10.36$10.40$10.45$10.49$10.535:30 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$0.04$0.18$0.32$0.46$0.60$9.97$10.16$10.35$10.54$10.7320Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ30Δ C unavailable: no unambiguous, price-consistent delta bracketC —35Δ C unavailable: no unambiguous, price-consistent delta bracketC —40Δ C unavailable: no unambiguous, price-consistent delta bracketC —OPTION PRICELive FLG spot · $10.45FLG PRICE$0.13$0.13$0.11$0.15$0.19$0.23$0.28$0.32$0.36$0.40$0.06$0.07$0.08$0.10$0.11$0.12$0.14$0.15$0.23$0.31$0.39$0.48$0.56
PutsExpensive1.27×
Calls——
Skew——
Implied moveBullish±$0.28
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ11.71172.5%13.3%10.0368.9%4.6%
25Δ11.17125.8%8.1%10.1064.9%4.0%
30Δ10.1660.8%3.5%
35Δ10.2356.8%3.0%
40Δ10.3052.8%2.5%
45Δ10.4939.7%1.4%10.3648.8%2.0%
50Δ10.4441.0%1.3%10.4344.7%1.5%
55Δ10.3842.3%1.1%10.4940.7%1.0%
60Δ10.3243.6%1.0%10.5845.7%0.9%
65Δ10.2744.9%0.9%10.6851.7%0.8%
70Δ10.2146.2%0.7%10.7757.7%0.7%
75Δ10.1547.5%0.6%10.8663.7%0.6%
80Δ10.0948.8%0.5%10.9669.7%0.5%

20Δ

Calls
Pseudo strike
11.71
IV
172.5%
B/E move
13.3%
Puts
Pseudo strike
10.03
IV
68.9%
B/E move
4.6%

25Δ

Calls
Pseudo strike
11.17
IV
125.8%
B/E move
8.1%
Puts
Pseudo strike
10.10
IV
64.9%
B/E move
4.0%

30Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
10.16
IV
60.8%
B/E move
3.5%

35Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
10.23
IV
56.8%
B/E move
3.0%

40Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
10.30
IV
52.8%
B/E move
2.5%

45Δ

Calls
Pseudo strike
10.49
IV
39.7%
B/E move
1.4%
Puts
Pseudo strike
10.36
IV
48.8%
B/E move
2.0%

50Δ

Calls
Pseudo strike
10.44
IV
41.0%
B/E move
1.3%
Puts
Pseudo strike
10.43
IV
44.7%
B/E move
1.5%

55Δ

Calls
Pseudo strike
10.38
IV
42.3%
B/E move
1.1%
Puts
Pseudo strike
10.49
IV
40.7%
B/E move
1.0%

60Δ

Calls
Pseudo strike
10.32
IV
43.6%
B/E move
1.0%
Puts
Pseudo strike
10.58
IV
45.7%
B/E move
0.9%

65Δ

Calls
Pseudo strike
10.27
IV
44.9%
B/E move
0.9%
Puts
Pseudo strike
10.68
IV
51.7%
B/E move
0.8%

70Δ

Calls
Pseudo strike
10.21
IV
46.2%
B/E move
0.7%
Puts
Pseudo strike
10.77
IV
57.7%
B/E move
0.7%

75Δ

Calls
Pseudo strike
10.15
IV
47.5%
B/E move
0.6%
Puts
Pseudo strike
10.86
IV
63.7%
B/E move
0.6%

80Δ

Calls
Pseudo strike
10.09
IV
48.8%
B/E move
0.5%
Puts
Pseudo strike
10.96
IV
69.7%
B/E move
0.5%

Options history

IV · four-Friday blend36.14%
Daily EOD
FLG32.8%41.6%50.3%2026-10-19: 34.78%2026-10-20: 34.02%2026-10-21: 35.73%2026-10-22: 49.10%2026-10-23: 35.90%2026-10-30: 36.14%Oct 19Oct 21Oct 30
6 observations2026-10-19 — 2026-10-30
Table
DateIV (%)
34.78%
34.02%
35.73%
49.10%
35.90%
36.14%