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First Bank Common Stock FRBA

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Market datapartial · fetched 2026-10-22T16:35:30.192Z

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 · 2026-10-22T16:34:47.394262217Z

FundamentalsAlpha Vantage · unavailable

Share price$18.43
1D+3.5%
$17.75$17.93$18.12$18.30$18.485:30 AM6:30 AM9:00 AM1:00 PMFRBA
Sold putSold call

First Bank Common Stock options

Live interpolated FRBA call and put midpoint premiums by absolute delta.First Bank Common Stock$0.18$2.01$3.84$5.67$7.50$12.71$14.91$17.10$19.30$21.4920Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive FRBA spot · $18.43FRBA PRICE$0.38$0.38$0.41$0.50$0.60$0.69$0.79$0.88$0.98$1.07$1.17$0.53$0.69$0.85$1.01$1.76$2.57$3.38$4.19$5.00$5.81$6.62$6.97
PutsExpensive3.97×
CallsExpensive1.59×
SkewBearish+50.93 pp
Implied moveBearish±$4.16
TiltBearish66.8% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ22.4071.2%23.6%15.5979.4%18.3%
25Δ20.9554.5%15.7%16.2077.2%15.8%
30Δ19.9143.1%10.2%16.8275.1%13.3%
35Δ19.6441.8%9.3%17.4472.9%10.9%
40Δ19.3740.5%8.3%18.3779.1%9.9%
45Δ19.1039.3%7.4%19.3386.1%9.1%
50Δ18.8238.0%6.4%20.2993.2%8.2%
55Δ18.5536.7%5.5%21.25100.2%7.4%
60Δ18.2835.5%4.5%22.21107.3%6.6%
65Δ18.0134.2%3.5%23.17114.3%5.8%
70Δ17.7432.9%2.6%24.14121.4%5.0%
75Δ24.74115.3%3.6%
80Δ

20Δ

Calls
Pseudo strike
22.40
IV
71.2%
B/E move
23.6%
Puts
Pseudo strike
15.59
IV
79.4%
B/E move
18.3%

25Δ

Calls
Pseudo strike
20.95
IV
54.5%
B/E move
15.7%
Puts
Pseudo strike
16.20
IV
77.2%
B/E move
15.8%

30Δ

Calls
Pseudo strike
19.91
IV
43.1%
B/E move
10.2%
Puts
Pseudo strike
16.82
IV
75.1%
B/E move
13.3%

35Δ

Calls
Pseudo strike
19.64
IV
41.8%
B/E move
9.3%
Puts
Pseudo strike
17.44
IV
72.9%
B/E move
10.9%

40Δ

Calls
Pseudo strike
19.37
IV
40.5%
B/E move
8.3%
Puts
Pseudo strike
18.37
IV
79.1%
B/E move
9.9%

45Δ

Calls
Pseudo strike
19.10
IV
39.3%
B/E move
7.4%
Puts
Pseudo strike
19.33
IV
86.1%
B/E move
9.1%

50Δ

Calls
Pseudo strike
18.82
IV
38.0%
B/E move
6.4%
Puts
Pseudo strike
20.29
IV
93.2%
B/E move
8.2%

55Δ

Calls
Pseudo strike
18.55
IV
36.7%
B/E move
5.5%
Puts
Pseudo strike
21.25
IV
100.2%
B/E move
7.4%

60Δ

Calls
Pseudo strike
18.28
IV
35.5%
B/E move
4.5%
Puts
Pseudo strike
22.21
IV
107.3%
B/E move
6.6%

65Δ

Calls
Pseudo strike
18.01
IV
34.2%
B/E move
3.5%
Puts
Pseudo strike
23.17
IV
114.3%
B/E move
5.8%

70Δ

Calls
Pseudo strike
17.74
IV
32.9%
B/E move
2.6%
Puts
Pseudo strike
24.14
IV
121.4%
B/E move
5.0%

75Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
24.74
IV
115.3%
B/E move
3.6%

80Δ

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

Options history

No recorded observations