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FVCBankcorp, Inc. Common Stock FVCB

i

Market dataready · fetched 2026-11-11T15:48:54.779Z

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 · 2026-11-11T15:28:04.290404498Z

FundamentalsSEC EDGAR · ready · as of 2026-09-30 · fetched 2026-11-11T15:48:53.630796+00:00

Share price$16.41
1D+0.0%
$16.26$16.34$16.43$16.52$16.605:30 AM6:30 AM9:00 AM1:00 PMFVCB
Sold putSold call

FVCBankcorp, Inc. Common Stock options

Live interpolated FVCB call and put midpoint premiums by absolute delta.FVCBankcorp, Inc. Common Stock$0.33$0.74$1.16$1.57$1.98$-0.12$0.19$0.50$0.81$1.1220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ20Δ P unavailable: no unambiguous, price-consistent delta bracketP —25Δ P unavailable: no unambiguous, price-consistent delta bracketP —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 —60Δ P unavailable: no unambiguous, price-consistent delta bracketP —65Δ P unavailable: no unambiguous, price-consistent delta bracketP —70Δ P unavailable: no unambiguous, price-consistent delta bracketP —75Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —80Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —OPTION PRICEFVCB PRICE$0.38$0.50$0.65$0.80$0.96$1.11$1.26$1.41$1.56$1.71$1.87
Puts——
Calls——
Skew——
Implied move——
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ20.55144.7%27.5%
25Δ19.60132.9%22.5%
30Δ19.12130.7%20.5%
35Δ18.64128.4%18.5%
40Δ18.16126.2%16.5%
45Δ17.68123.9%14.5%
50Δ17.19121.7%12.4%
55Δ16.71119.4%10.4%
60Δ16.23117.2%8.4%
65Δ15.75114.9%6.4%
70Δ15.27112.7%4.4%
75Δ
80Δ

20Δ

Calls
Pseudo strike
20.55
IV
144.7%
B/E move
27.5%
Puts
Pseudo strike
IV
B/E move

25Δ

Calls
Pseudo strike
19.60
IV
132.9%
B/E move
22.5%
Puts
Pseudo strike
IV
B/E move

30Δ

Calls
Pseudo strike
19.12
IV
130.7%
B/E move
20.5%
Puts
Pseudo strike
IV
B/E move

35Δ

Calls
Pseudo strike
18.64
IV
128.4%
B/E move
18.5%
Puts
Pseudo strike
IV
B/E move

40Δ

Calls
Pseudo strike
18.16
IV
126.2%
B/E move
16.5%
Puts
Pseudo strike
IV
B/E move

45Δ

Calls
Pseudo strike
17.68
IV
123.9%
B/E move
14.5%
Puts
Pseudo strike
IV
B/E move

50Δ

Calls
Pseudo strike
17.19
IV
121.7%
B/E move
12.4%
Puts
Pseudo strike
IV
B/E move

55Δ

Calls
Pseudo strike
16.71
IV
119.4%
B/E move
10.4%
Puts
Pseudo strike
IV
B/E move

60Δ

Calls
Pseudo strike
16.23
IV
117.2%
B/E move
8.4%
Puts
Pseudo strike
IV
B/E move

65Δ

Calls
Pseudo strike
15.75
IV
114.9%
B/E move
6.4%
Puts
Pseudo strike
IV
B/E move

70Δ

Calls
Pseudo strike
15.27
IV
112.7%
B/E move
4.4%
Puts
Pseudo strike
IV
B/E move

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

IV · four-Friday blend53.80%
Daily close
FVCB31.5%71.3%111.2%2026-08-13: 54.50%2026-08-14: 60.04%2026-08-17: 65.12%2026-08-18: 62.26%2026-08-21: 37.41%2026-08-25: 36.96%2026-08-26: 44.09%2026-08-27: 45.00%2026-08-28: 43.20%2026-08-31: 47.25%2026-09-03: 51.32%2026-09-04: 43.50%2026-09-11: 52.31%2026-09-14: 61.88%2026-09-17: 105.73%2026-09-18: 40.51%2026-09-22: 47.65%2026-09-25: 40.19%2026-09-28: 43.04%2026-09-29: 49.53%2026-09-30: 44.99%2026-10-01: 58.23%2026-10-02: 48.57%2026-10-05: 64.54%2026-10-07: 61.59%2026-10-08: 60.03%2026-10-12: 59.33%2026-10-14: 82.24%2026-10-15: 71.13%2026-10-16: 47.36%2026-10-19: 44.79%2026-10-20: 46.58%2026-10-21: 43.59%2026-10-22: 41.80%2026-10-23: 45.05%2026-10-26: 49.44%2026-10-27: 48.82%2026-10-28: 49.81%2026-10-29: 45.35%2026-10-30: 53.80%Aug 13Sep 29Oct 30
40 observations2026-08-13 — 2026-10-30
Table
DateIV (%)
54.50%
60.04%
65.12%
62.26%
37.41%
36.96%
44.09%
45.00%
43.20%
47.25%
51.32%
43.50%
52.31%
61.88%
105.73%
40.51%
47.65%
40.19%
43.04%
49.53%
44.99%
58.23%
48.57%
64.54%
61.59%
60.03%
59.33%
82.24%
71.13%
47.36%
44.79%
46.58%
43.59%
41.80%
45.05%
49.44%
48.82%
49.81%
45.35%
53.80%