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First Mid Bancshares, Inc. Common Stock FMBH

FINANCIAL SERVICES · BANKS - REGIONAL
i

Market dataready · fetched 2026-11-11T15:24:43.396Z

Delta surfaceAlpaca · derived absolute-delta buckets · 2026-12-18

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 · 2026-11-11T15:21:13.471232415Z

FundamentalsAlpha Vantage · ready · quarter 2026-09-30 · fetched 2026-11-11T15:24:42.535662+00:00

Share price$51.25
1D-0.1%
$51.00$51.09$51.19$51.28$51.375:30 AM6:30 AM9:00 AM1:00 PMFMBH
Sold putSold call

First Mid Bancshares, Inc. Common Stock options

Live interpolated FMBH call and put midpoint premiums by absolute delta.First Mid Bancshares, Inc. Common Stock$0.46$2.30$4.14$5.97$7.81$-0.12$0.19$0.50$0.81$1.1220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ20Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —25Δ P unavailable: no unambiguous, price-consistent delta bracketP —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 PRICEFMBH PRICE$0.66$0.92$1.17$1.43$1.68$1.93$2.19$2.44$2.92$4.37$5.83$7.28
Puts——
Calls——
Skew——
Implied move——
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ
25Δ54.5224.7%7.7%
30Δ53.9425.2%7.0%
35Δ53.3625.7%6.4%
40Δ52.7826.2%5.8%
45Δ52.2026.7%5.1%
50Δ51.6327.2%4.5%
55Δ51.0527.7%3.9%
60Δ50.4728.2%3.2%
65Δ49.7029.3%2.7%
70Δ48.0732.9%2.3%
75Δ46.4536.6%2.0%
80Δ44.8340.2%1.7%

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

25Δ

Calls
Pseudo strike
54.52
IV
24.7%
B/E move
7.7%
Puts
Pseudo strike
IV
B/E move

30Δ

Calls
Pseudo strike
53.94
IV
25.2%
B/E move
7.0%
Puts
Pseudo strike
IV
B/E move

35Δ

Calls
Pseudo strike
53.36
IV
25.7%
B/E move
6.4%
Puts
Pseudo strike
IV
B/E move

40Δ

Calls
Pseudo strike
52.78
IV
26.2%
B/E move
5.8%
Puts
Pseudo strike
IV
B/E move

45Δ

Calls
Pseudo strike
52.20
IV
26.7%
B/E move
5.1%
Puts
Pseudo strike
IV
B/E move

50Δ

Calls
Pseudo strike
51.63
IV
27.2%
B/E move
4.5%
Puts
Pseudo strike
IV
B/E move

55Δ

Calls
Pseudo strike
51.05
IV
27.7%
B/E move
3.9%
Puts
Pseudo strike
IV
B/E move

60Δ

Calls
Pseudo strike
50.47
IV
28.2%
B/E move
3.2%
Puts
Pseudo strike
IV
B/E move

65Δ

Calls
Pseudo strike
49.70
IV
29.3%
B/E move
2.7%
Puts
Pseudo strike
IV
B/E move

70Δ

Calls
Pseudo strike
48.07
IV
32.9%
B/E move
2.3%
Puts
Pseudo strike
IV
B/E move

75Δ

Calls
Pseudo strike
46.45
IV
36.6%
B/E move
2.0%
Puts
Pseudo strike
IV
B/E move

80Δ

Calls
Pseudo strike
44.83
IV
40.2%
B/E move
1.7%
Puts
Pseudo strike
IV
B/E move

Options history

IV · four-Friday blend37.20%
Daily close
FMBH24.2%52.4%80.6%2026-08-14: 44.79%2026-08-17: 56.97%2026-08-20: 64.57%2026-08-25: 34.12%2026-08-26: 35.77%2026-08-27: 32.55%2026-08-28: 36.69%2026-09-01: 33.03%2026-09-02: 37.41%2026-09-03: 35.82%2026-09-10: 47.05%2026-09-11: 43.85%2026-09-16: 54.05%2026-09-18: 28.82%2026-09-22: 33.32%2026-09-23: 36.23%2026-09-24: 34.59%2026-09-25: 33.11%2026-09-28: 34.06%2026-09-29: 35.26%2026-09-30: 35.43%2026-10-02: 37.11%2026-10-05: 40.13%2026-10-06: 38.36%2026-10-13: 76.75%2026-10-16: 28.12%2026-10-19: 32.53%2026-10-20: 29.81%2026-10-21: 33.20%2026-10-22: 36.32%2026-10-23: 36.51%2026-10-26: 36.76%2026-10-27: 36.47%2026-10-28: 37.20%Aug 14Sep 24Oct 28
34 observations2026-08-14 — 2026-10-28
Table
DateIV (%)
44.79%
56.97%
64.57%
34.12%
35.77%
32.55%
36.69%
33.03%
37.41%
35.82%
47.05%
43.85%
54.05%
28.82%
33.32%
36.23%
34.59%
33.11%
34.06%
35.26%
35.43%
37.11%
40.13%
38.36%
76.75%
28.12%
32.53%
29.81%
33.20%
36.32%
36.51%
36.76%
36.47%
37.20%