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First Bank Common Stock FRBA

i

Market datapartial · fetched 2026-11-11T17:49:13.248Z

Delta surfaceAlpaca · derived absolute-delta buckets · 2027-04-16

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 · 2026-11-11T17:39:30.077821036Z

FundamentalsAlpha Vantage · unavailable

Share price$19.70
1D-0.7%
$19.69$19.74$19.79$19.84$19.895:30 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$1.76$3.85$5.94$8.03$10.12$-0.12$0.19$0.50$0.81$1.1220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ20Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —25Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —30Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —35Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —40Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —45Δ C unavailable: no unambiguous, price-consistent delta bracketC —50Δ C unavailable: no unambiguous, price-consistent delta bracketC —55Δ C unavailable: no unambiguous, price-consistent delta bracketC —60Δ C unavailable: no unambiguous, price-consistent delta bracketC —65Δ C unavailable: no unambiguous, price-consistent delta bracketC —70Δ C unavailable: no unambiguous, price-consistent delta bracketC —75Δ C unavailable: no unambiguous, price-consistent delta bracketC —80Δ C unavailable: no unambiguous, price-consistent delta bracketC —OPTION PRICEFRBA PRICE$1.99$2.38$2.77$3.17$3.96$5.81$7.66$9.51
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
25Δ
30Δ
35Δ
40Δ
45Δ20.0638.6%8.2%
50Δ20.7238.3%6.9%
55Δ21.3738.0%5.6%
60Δ22.0337.6%4.3%
65Δ23.0638.7%3.1%
70Δ25.0743.6%2.3%
75Δ27.0848.5%1.4%
80Δ29.0953.4%0.6%

20Δ

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

25Δ

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

30Δ

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

35Δ

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

40Δ

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

45Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
20.06
IV
38.6%
B/E move
8.2%

50Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
20.72
IV
38.3%
B/E move
6.9%

55Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
21.37
IV
38.0%
B/E move
5.6%

60Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
22.03
IV
37.6%
B/E move
4.3%

65Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
23.06
IV
38.7%
B/E move
3.1%

70Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
25.07
IV
43.6%
B/E move
2.3%

75Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
27.08
IV
48.5%
B/E move
1.4%

80Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
29.09
IV
53.4%
B/E move
0.6%

Options history

IV · four-Friday blend44.54%
Daily close
FRBA30.7%80.4%130.1%2026-08-14: 61.53%2026-08-17: 72.43%2026-08-26: 50.67%2026-08-28: 56.49%2026-08-31: 45.79%2026-09-01: 49.53%2026-09-02: 49.43%2026-09-18: 48.81%2026-09-21: 51.84%2026-09-22: 48.44%2026-09-23: 53.48%2026-09-24: 51.21%2026-09-25: 42.06%2026-10-01: 54.22%2026-10-02: 57.60%2026-10-06: 55.81%2026-10-07: 57.66%2026-10-08: 56.94%2026-10-09: 40.50%2026-10-12: 60.73%2026-10-13: 64.06%2026-10-14: 92.91%2026-10-15: 123.26%2026-10-16: 37.53%2026-10-20: 48.22%2026-10-21: 55.99%2026-10-22: 42.71%2026-10-23: 41.97%2026-10-26: 46.17%2026-10-27: 47.27%2026-10-28: 45.59%2026-10-29: 47.08%2026-10-30: 44.54%Aug 14Oct 7Oct 30
33 observations2026-08-14 — 2026-10-30
Table
DateIV (%)
61.53%
72.43%
50.67%
56.49%
45.79%
49.53%
49.43%
48.81%
51.84%
48.44%
53.48%
51.21%
42.06%
54.22%
57.60%
55.81%
57.66%
56.94%
40.50%
60.73%
64.06%
92.91%
123.26%
37.53%
48.22%
55.99%
42.71%
41.97%
46.17%
47.27%
45.59%
47.08%
44.54%