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First Bank Common Stock FRBA

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Market datapartial · fetched 2026-10-22T17:34:41.287Z

Delta surfaceAlpaca · derived absolute-delta buckets · 2027-01-15

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 · 2026-10-22T17:34:29.255479417Z

FundamentalsAlpha Vantage · unavailable

Share price$18.61
1D+4.4%
$17.74$17.97$18.21$18.44$18.675:30 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$0.30$1.69$3.09$4.48$5.87$12.76$15.36$17.95$20.55$23.1520Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive FRBA spot · $18.61FRBA PRICE$0.45$0.56$0.67$0.78$0.89$1.00$1.11$1.22$1.33$1.44$1.55$0.65$0.90$1.15$1.40$1.63$1.87$2.10$2.33$3.08$4.04$5.47
PutsExpensive1.91×
CallsExpensive1.39×
SkewBearish+14.62 pp
Implied moveBearish±$3.21
TiltBearish38.2% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ24.5551.7%34.3%15.6951.8%19.2%
25Δ23.9049.2%31.5%16.3153.5%17.2%
30Δ23.2646.7%28.6%16.9455.2%15.2%
35Δ22.6144.3%25.7%17.5656.4%13.2%
40Δ21.9741.8%22.8%18.1354.2%11.4%
45Δ21.3239.3%20.0%18.7052.0%9.6%
50Δ20.6836.9%17.1%19.2649.8%7.8%
55Δ20.0434.4%14.2%19.8347.6%6.0%
60Δ19.3931.9%11.3%20.7551.0%5.0%
65Δ18.7529.4%8.5%21.8356.9%4.4%
70Δ18.1027.0%5.6%23.3564.9%3.9%
75Δ
80Δ

20Δ

Calls
Pseudo strike
24.55
IV
51.7%
B/E move
34.3%
Puts
Pseudo strike
15.69
IV
51.8%
B/E move
19.2%

25Δ

Calls
Pseudo strike
23.90
IV
49.2%
B/E move
31.5%
Puts
Pseudo strike
16.31
IV
53.5%
B/E move
17.2%

30Δ

Calls
Pseudo strike
23.26
IV
46.7%
B/E move
28.6%
Puts
Pseudo strike
16.94
IV
55.2%
B/E move
15.2%

35Δ

Calls
Pseudo strike
22.61
IV
44.3%
B/E move
25.7%
Puts
Pseudo strike
17.56
IV
56.4%
B/E move
13.2%

40Δ

Calls
Pseudo strike
21.97
IV
41.8%
B/E move
22.8%
Puts
Pseudo strike
18.13
IV
54.2%
B/E move
11.4%

45Δ

Calls
Pseudo strike
21.32
IV
39.3%
B/E move
20.0%
Puts
Pseudo strike
18.70
IV
52.0%
B/E move
9.6%

50Δ

Calls
Pseudo strike
20.68
IV
36.9%
B/E move
17.1%
Puts
Pseudo strike
19.26
IV
49.8%
B/E move
7.8%

55Δ

Calls
Pseudo strike
20.04
IV
34.4%
B/E move
14.2%
Puts
Pseudo strike
19.83
IV
47.6%
B/E move
6.0%

60Δ

Calls
Pseudo strike
19.39
IV
31.9%
B/E move
11.3%
Puts
Pseudo strike
20.75
IV
51.0%
B/E move
5.0%

65Δ

Calls
Pseudo strike
18.75
IV
29.4%
B/E move
8.5%
Puts
Pseudo strike
21.83
IV
56.9%
B/E move
4.4%

70Δ

Calls
Pseudo strike
18.10
IV
27.0%
B/E move
5.6%
Puts
Pseudo strike
23.35
IV
64.9%
B/E move
3.9%

75Δ

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

80Δ

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

Options history

No recorded observations