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First Mid Bancshares, Inc. Common Stock FMBH

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Market datapartial · fetched 2026-10-22T17:34:21.104Z

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 · 2026-10-22T17:24:34.115676247Z

FundamentalsAlpha Vantage · unavailable

Share price$50.75
1D+3.0%
$49.14$49.57$50.00$50.44$50.875:30 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$0.89$3.21$5.53$7.84$10.16$39.89$44.37$48.85$53.33$57.8220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive FMBH spot · $50.75FMBH PRICE$1.14$1.37$1.61$1.84$2.07$2.31$2.59$3.06$3.54$4.02$4.49$2.45$2.45$2.45$2.45$2.45$2.66$3.02$3.39$3.76$4.12$4.49$4.95$9.50
PutsExpensive2.84×
CallsExpensive1.37×
SkewBearish+26.50 pp
Implied moveBearish±$5.10
TiltBearish26.4% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ40.07128.0%25.9%
25Δ42.31110.6%21.5%
30Δ54.8744.3%10.4%44.5493.3%17.1%
35Δ54.0342.8%9.2%46.7875.9%12.6%
40Δ53.1941.3%8.0%49.0258.6%8.2%
45Δ52.3639.8%6.8%50.4349.8%5.9%
50Δ51.5238.3%5.6%51.1947.8%5.1%
55Δ50.6836.9%4.4%51.9645.8%4.3%
60Δ49.8735.4%3.4%52.7243.8%3.5%
65Δ49.1634.3%2.9%53.4941.8%2.7%
70Δ48.4533.2%2.4%54.2539.8%1.9%
75Δ47.7432.0%2.0%55.1038.2%1.2%
80Δ47.0330.9%1.5%59.6954.7%1.1%

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
40.07
IV
128.0%
B/E move
25.9%

25Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
42.31
IV
110.6%
B/E move
21.5%

30Δ

Calls
Pseudo strike
54.87
IV
44.3%
B/E move
10.4%
Puts
Pseudo strike
44.54
IV
93.3%
B/E move
17.1%

35Δ

Calls
Pseudo strike
54.03
IV
42.8%
B/E move
9.2%
Puts
Pseudo strike
46.78
IV
75.9%
B/E move
12.6%

40Δ

Calls
Pseudo strike
53.19
IV
41.3%
B/E move
8.0%
Puts
Pseudo strike
49.02
IV
58.6%
B/E move
8.2%

45Δ

Calls
Pseudo strike
52.36
IV
39.8%
B/E move
6.8%
Puts
Pseudo strike
50.43
IV
49.8%
B/E move
5.9%

50Δ

Calls
Pseudo strike
51.52
IV
38.3%
B/E move
5.6%
Puts
Pseudo strike
51.19
IV
47.8%
B/E move
5.1%

55Δ

Calls
Pseudo strike
50.68
IV
36.9%
B/E move
4.4%
Puts
Pseudo strike
51.96
IV
45.8%
B/E move
4.3%

60Δ

Calls
Pseudo strike
49.87
IV
35.4%
B/E move
3.4%
Puts
Pseudo strike
52.72
IV
43.8%
B/E move
3.5%

65Δ

Calls
Pseudo strike
49.16
IV
34.3%
B/E move
2.9%
Puts
Pseudo strike
53.49
IV
41.8%
B/E move
2.7%

70Δ

Calls
Pseudo strike
48.45
IV
33.2%
B/E move
2.4%
Puts
Pseudo strike
54.25
IV
39.8%
B/E move
1.9%

75Δ

Calls
Pseudo strike
47.74
IV
32.0%
B/E move
2.0%
Puts
Pseudo strike
55.10
IV
38.2%
B/E move
1.2%

80Δ

Calls
Pseudo strike
47.03
IV
30.9%
B/E move
1.5%
Puts
Pseudo strike
59.69
IV
54.7%
B/E move
1.1%

Options history

No recorded observations