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First Mid Bancshares, Inc. Common Stock FMBH

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Market datapartial · fetched 2026-10-22T21:56:18.977Z

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 · 2026-10-22T20:00:03.082019691Z

FundamentalsAlpha Vantage · unavailable

Share price$50.62
1D+2.8%
AH$49.14$49.57$50.00$50.44$50.875:30 AM6:30 AM9:00 AM1:00 PM2:00 PMFMBH
Sold putSold callAH

First Mid Bancshares, Inc. Common Stock options

Live interpolated FMBH call and put midpoint premiums by absolute delta.First Mid Bancshares, Inc. Common Stock$1.48$2.93$4.37$5.81$7.26$40.01$45.27$50.53$55.80$61.0620Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive FMBH spot · $50.62FMBH PRICE$2.45$1.64$2.46$2.47$2.48$2.48$2.49$2.70$3.19$3.67$4.16$4.65$2.45$2.45$2.45$2.45$2.45$2.60$2.95$3.30$3.65$4.00$4.35$4.70$6.84
PutsExpensive2.69×
CallsExpensive2.17×
SkewBearish+1.21 pp
Implied moveBearish±$5.43
TiltBearish12.3% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ40.01128.1%25.8%
25Δ71.38138.4%45.9%43.46101.6%19.0%
30Δ57.0065.8%15.8%45.8982.7%14.2%
35Δ58.7288.7%20.9%47.4970.0%11.0%
40Δ56.8277.4%17.1%49.0957.3%7.9%
45Δ54.9266.2%13.4%50.3149.1%5.7%
50Δ53.0254.9%9.6%51.0447.0%5.0%
55Δ51.1143.6%5.9%51.7744.9%4.2%
60Δ49.7036.6%3.5%52.5042.8%3.5%
65Δ48.9935.6%3.1%53.2340.7%2.8%
70Δ48.2734.6%2.6%53.9538.6%2.0%
75Δ47.5633.6%2.2%54.6836.6%1.3%
80Δ46.8432.6%1.7%57.0143.4%0.9%

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
40.01
IV
128.1%
B/E move
25.8%

25Δ

Calls
Pseudo strike
71.38
IV
138.4%
B/E move
45.9%
Puts
Pseudo strike
43.46
IV
101.6%
B/E move
19.0%

30Δ

Calls
Pseudo strike
57.00
IV
65.8%
B/E move
15.8%
Puts
Pseudo strike
45.89
IV
82.7%
B/E move
14.2%

35Δ

Calls
Pseudo strike
58.72
IV
88.7%
B/E move
20.9%
Puts
Pseudo strike
47.49
IV
70.0%
B/E move
11.0%

40Δ

Calls
Pseudo strike
56.82
IV
77.4%
B/E move
17.1%
Puts
Pseudo strike
49.09
IV
57.3%
B/E move
7.9%

45Δ

Calls
Pseudo strike
54.92
IV
66.2%
B/E move
13.4%
Puts
Pseudo strike
50.31
IV
49.1%
B/E move
5.7%

50Δ

Calls
Pseudo strike
53.02
IV
54.9%
B/E move
9.6%
Puts
Pseudo strike
51.04
IV
47.0%
B/E move
5.0%

55Δ

Calls
Pseudo strike
51.11
IV
43.6%
B/E move
5.9%
Puts
Pseudo strike
51.77
IV
44.9%
B/E move
4.2%

60Δ

Calls
Pseudo strike
49.70
IV
36.6%
B/E move
3.5%
Puts
Pseudo strike
52.50
IV
42.8%
B/E move
3.5%

65Δ

Calls
Pseudo strike
48.99
IV
35.6%
B/E move
3.1%
Puts
Pseudo strike
53.23
IV
40.7%
B/E move
2.8%

70Δ

Calls
Pseudo strike
48.27
IV
34.6%
B/E move
2.6%
Puts
Pseudo strike
53.95
IV
38.6%
B/E move
2.0%

75Δ

Calls
Pseudo strike
47.56
IV
33.6%
B/E move
2.2%
Puts
Pseudo strike
54.68
IV
36.6%
B/E move
1.3%

80Δ

Calls
Pseudo strike
46.84
IV
32.6%
B/E move
1.7%
Puts
Pseudo strike
57.01
IV
43.4%
B/E move
0.9%

Options history

No recorded observations