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Five Star Bancorp Common Stock FSBC

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Market datapartial · fetched 2026-11-11T13:46:35.801Z

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: 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 · 2026-11-10T21:00:02.790561645Z

FundamentalsAlpha Vantage · unavailable

Share price$44.20
1D-0.1%
AH$43.60$43.85$44.10$44.34$44.595:30 AM6:30 AM9:00 AM1:00 PM2:00 PMFSBC
Sold putSold callAH

Five Star Bancorp Common Stock options

Live interpolated FSBC call and put midpoint premiums by absolute delta.Five Star Bancorp Common Stock$2.37$3.13$3.88$4.64$5.40$-0.12$0.19$0.50$0.81$1.1220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ20Δ C unavailable: no unambiguous, price-consistent delta bracketC —25Δ C unavailable: no unambiguous, price-consistent delta bracketC —30Δ P unavailable: no unambiguous, price-consistent delta bracketP —35Δ P unavailable: no unambiguous, price-consistent delta bracketP —40Δ P unavailable: no unambiguous, price-consistent delta bracketP —45Δ P unavailable: no unambiguous, price-consistent delta bracketP —50Δ P unavailable: no unambiguous, price-consistent delta bracketP —55Δ P unavailable: no unambiguous, price-consistent delta bracketP —OPTION PRICEFSBC PRICE$2.45$2.45$2.45$2.45$2.50$2.74$2.97$3.20$3.44$3.67$3.91$2.45$2.45$2.57$3.22$3.87$4.53$5.18
Puts——
Calls——
Skew——
Implied move——
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ33.86260.5%28.9%
25Δ37.22203.5%21.3%
30Δ56.51217.3%33.4%
35Δ52.75181.8%24.9%
40Δ49.96152.1%18.6%
45Δ47.18122.3%12.3%
50Δ44.8797.8%7.2%
55Δ44.2791.9%6.3%
60Δ43.6786.1%5.5%45.7057.8%2.4%
65Δ43.0780.3%4.7%46.5159.5%2.1%
70Δ42.4674.4%3.9%47.3161.2%1.7%
75Δ41.8668.6%3.0%48.1262.9%1.4%
80Δ41.2662.8%2.2%48.9264.6%1.0%

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
33.86
IV
260.5%
B/E move
28.9%

25Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
37.22
IV
203.5%
B/E move
21.3%

30Δ

Calls
Pseudo strike
56.51
IV
217.3%
B/E move
33.4%
Puts
Pseudo strike
IV
B/E move

35Δ

Calls
Pseudo strike
52.75
IV
181.8%
B/E move
24.9%
Puts
Pseudo strike
IV
B/E move

40Δ

Calls
Pseudo strike
49.96
IV
152.1%
B/E move
18.6%
Puts
Pseudo strike
IV
B/E move

45Δ

Calls
Pseudo strike
47.18
IV
122.3%
B/E move
12.3%
Puts
Pseudo strike
IV
B/E move

50Δ

Calls
Pseudo strike
44.87
IV
97.8%
B/E move
7.2%
Puts
Pseudo strike
IV
B/E move

55Δ

Calls
Pseudo strike
44.27
IV
91.9%
B/E move
6.3%
Puts
Pseudo strike
IV
B/E move

60Δ

Calls
Pseudo strike
43.67
IV
86.1%
B/E move
5.5%
Puts
Pseudo strike
45.70
IV
57.8%
B/E move
2.4%

65Δ

Calls
Pseudo strike
43.07
IV
80.3%
B/E move
4.7%
Puts
Pseudo strike
46.51
IV
59.5%
B/E move
2.1%

70Δ

Calls
Pseudo strike
42.46
IV
74.4%
B/E move
3.9%
Puts
Pseudo strike
47.31
IV
61.2%
B/E move
1.7%

75Δ

Calls
Pseudo strike
41.86
IV
68.6%
B/E move
3.0%
Puts
Pseudo strike
48.12
IV
62.9%
B/E move
1.4%

80Δ

Calls
Pseudo strike
41.26
IV
62.8%
B/E move
2.2%
Puts
Pseudo strike
48.92
IV
64.6%
B/E move
1.0%

Options history

IV · four-Friday blend44.23%
Daily close
FSBC30.3%61.0%91.8%2026-08-17: 54.49%2026-08-20: 59.62%2026-08-21: 35.41%2026-08-25: 34.50%2026-08-26: 38.22%2026-08-27: 38.42%2026-08-31: 38.36%2026-09-04: 43.94%2026-09-10: 47.22%2026-09-16: 77.99%2026-09-18: 35.76%2026-09-21: 35.15%2026-09-22: 37.87%2026-09-23: 40.42%2026-09-24: 41.06%2026-09-25: 40.83%2026-09-28: 36.64%2026-09-29: 46.52%2026-09-30: 45.84%2026-10-02: 44.15%2026-10-05: 48.01%2026-10-06: 44.59%2026-10-08: 55.59%2026-10-12: 78.34%2026-10-13: 78.06%2026-10-14: 87.57%2026-10-16: 38.59%2026-10-19: 40.22%2026-10-20: 38.47%2026-10-21: 40.15%2026-10-22: 38.60%2026-10-23: 39.53%2026-10-26: 36.85%2026-10-28: 41.62%2026-10-29: 44.23%Aug 17Sep 29Oct 29
35 observations2026-08-17 — 2026-10-29
Table
DateIV (%)
54.49%
59.62%
35.41%
34.50%
38.22%
38.42%
38.36%
43.94%
47.22%
77.99%
35.76%
35.15%
37.87%
40.42%
41.06%
40.83%
36.64%
46.52%
45.84%
44.15%
48.01%
44.59%
55.59%
78.34%
78.06%
87.57%
38.59%
40.22%
38.47%
40.15%
38.60%
39.53%
36.85%
41.62%
44.23%