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Five Star Bancorp FSBC

FINANCIAL SERVICES · BANKS - REGIONAL
i

Market dataready · fetched 2026-10-22T09:00:55.956Z

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 · 2026-10-21T20:00:00.588439406Z

FundamentalsAlpha Vantage · ready · quarter 2026-06-30 · fetched 2026-10-22T09:00:49.177828+00:00

Share price$43.09
1D-0.5%
AH$42.86$43.00$43.15$43.30$43.445:30 AM6:30 AM9:00 AM1:00 PM2:00 PMFSBC
Sold putSold callAH

Five Star Bancorp options

Live interpolated FSBC call and put midpoint premiums by absolute delta.Five Star Bancorp$1.40$2.95$4.51$6.06$7.62$32.48$37.79$43.09$48.40$53.7020Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive FSBC spot · $43.09FSBC PRICE$1.57$2.16$2.26$2.14$1.81$1.91$2.22$2.53$2.84$3.15$3.46$3.77$6.25$2.39$2.39$2.46$2.53$2.60$2.66$2.73$2.80$2.87$3.49$4.72$5.95$7.17
PutsExpensive2.80×
CallsExpensive2.54×
SkewNeutral-0.02 pp
Implied moveBearish±$4.95
TiltBearish10.8% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ64.12133.8%52.4%33.17144.9%28.6%
25Δ61.37140.3%47.4%36.38114.2%21.1%
30Δ54.04113.7%30.7%38.7194.7%15.9%
35Δ50.9092.8%23.1%40.3780.4%12.2%
40Δ46.4760.5%12.0%41.2172.7%10.4%
45Δ44.5348.8%7.8%42.0565.1%8.6%
50Δ43.8247.4%6.8%42.8957.4%6.8%
55Δ43.1246.1%5.9%43.7349.7%5.0%
60Δ42.4144.7%5.0%44.5742.1%3.2%
65Δ41.7143.4%4.1%45.6640.3%2.1%
70Δ41.0042.0%3.2%47.0244.7%1.8%
75Δ40.3040.7%2.3%48.3849.1%1.5%
80Δ37.6054.6%1.7%49.7553.5%1.2%

20Δ

Calls
Pseudo strike
64.12
IV
133.8%
B/E move
52.4%
Puts
Pseudo strike
33.17
IV
144.9%
B/E move
28.6%

25Δ

Calls
Pseudo strike
61.37
IV
140.3%
B/E move
47.4%
Puts
Pseudo strike
36.38
IV
114.2%
B/E move
21.1%

30Δ

Calls
Pseudo strike
54.04
IV
113.7%
B/E move
30.7%
Puts
Pseudo strike
38.71
IV
94.7%
B/E move
15.9%

35Δ

Calls
Pseudo strike
50.90
IV
92.8%
B/E move
23.1%
Puts
Pseudo strike
40.37
IV
80.4%
B/E move
12.2%

40Δ

Calls
Pseudo strike
46.47
IV
60.5%
B/E move
12.0%
Puts
Pseudo strike
41.21
IV
72.7%
B/E move
10.4%

45Δ

Calls
Pseudo strike
44.53
IV
48.8%
B/E move
7.8%
Puts
Pseudo strike
42.05
IV
65.1%
B/E move
8.6%

50Δ

Calls
Pseudo strike
43.82
IV
47.4%
B/E move
6.8%
Puts
Pseudo strike
42.89
IV
57.4%
B/E move
6.8%

55Δ

Calls
Pseudo strike
43.12
IV
46.1%
B/E move
5.9%
Puts
Pseudo strike
43.73
IV
49.7%
B/E move
5.0%

60Δ

Calls
Pseudo strike
42.41
IV
44.7%
B/E move
5.0%
Puts
Pseudo strike
44.57
IV
42.1%
B/E move
3.2%

65Δ

Calls
Pseudo strike
41.71
IV
43.4%
B/E move
4.1%
Puts
Pseudo strike
45.66
IV
40.3%
B/E move
2.1%

70Δ

Calls
Pseudo strike
41.00
IV
42.0%
B/E move
3.2%
Puts
Pseudo strike
47.02
IV
44.7%
B/E move
1.8%

75Δ

Calls
Pseudo strike
40.30
IV
40.7%
B/E move
2.3%
Puts
Pseudo strike
48.38
IV
49.1%
B/E move
1.5%

80Δ

Calls
Pseudo strike
37.60
IV
54.6%
B/E move
1.7%
Puts
Pseudo strike
49.75
IV
53.5%
B/E move
1.2%

Options history

No recorded observations