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FVCBankcorp, Inc. Common Stock FVCB

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Market datapartial · fetched 2026-10-22T21:08:23.695Z

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 · 2026-10-22T20:05:00.063267233Z

FundamentalsAlpha Vantage · unavailable

Share price$17.79
1D+0.5%
AH$17.66$17.81$17.97$18.12$18.275:30 AM6:30 AM9:00 AM1:00 PM2:00 PMFVCB
Sold putSold callAH

FVCBankcorp, Inc. Common Stock options

Live interpolated FVCB call and put midpoint premiums by absolute delta.FVCBankcorp, Inc. Common Stock$0.31$0.94$1.58$2.21$2.85$13.85$15.78$17.71$19.64$21.5720Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive FVCB spot · $17.79FVCB PRICE$0.38$0.38$0.53$0.69$0.85$1.01$1.17$1.33$1.54$1.82$2.10$2.38$2.67$0.58$0.70$0.82$0.94$1.05$1.17$1.29$1.41$1.53$1.65$1.76$1.88$2.00
PutsExpensive1.95×
CallsExpensive1.79×
SkewBearish+3.15 pp
Implied moveBearish±$2.46
TiltBalanced0.2% CALL
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ21.9675.5%25.5%13.94103.9%24.9%
25Δ20.0254.1%14.7%14.7594.9%21.0%
30Δ19.6255.2%13.3%15.5685.9%17.2%
35Δ19.2556.5%12.1%16.3676.8%13.3%
40Δ18.8757.9%10.8%17.1767.8%9.4%
45Δ18.4959.2%9.6%17.6662.1%7.3%
50Δ18.1160.6%8.4%17.9258.6%6.5%
55Δ17.7361.9%7.1%18.1855.1%5.7%
60Δ17.3362.5%6.0%18.4551.7%4.9%
65Δ16.8962.0%5.2%18.7148.2%4.1%
70Δ16.4661.4%4.3%18.9844.8%3.2%
75Δ16.0260.9%3.5%19.2441.3%2.4%
80Δ15.5960.3%2.6%19.5137.8%1.6%

20Δ

Calls
Pseudo strike
21.96
IV
75.5%
B/E move
25.5%
Puts
Pseudo strike
13.94
IV
103.9%
B/E move
24.9%

25Δ

Calls
Pseudo strike
20.02
IV
54.1%
B/E move
14.7%
Puts
Pseudo strike
14.75
IV
94.9%
B/E move
21.0%

30Δ

Calls
Pseudo strike
19.62
IV
55.2%
B/E move
13.3%
Puts
Pseudo strike
15.56
IV
85.9%
B/E move
17.2%

35Δ

Calls
Pseudo strike
19.25
IV
56.5%
B/E move
12.1%
Puts
Pseudo strike
16.36
IV
76.8%
B/E move
13.3%

40Δ

Calls
Pseudo strike
18.87
IV
57.9%
B/E move
10.8%
Puts
Pseudo strike
17.17
IV
67.8%
B/E move
9.4%

45Δ

Calls
Pseudo strike
18.49
IV
59.2%
B/E move
9.6%
Puts
Pseudo strike
17.66
IV
62.1%
B/E move
7.3%

50Δ

Calls
Pseudo strike
18.11
IV
60.6%
B/E move
8.4%
Puts
Pseudo strike
17.92
IV
58.6%
B/E move
6.5%

55Δ

Calls
Pseudo strike
17.73
IV
61.9%
B/E move
7.1%
Puts
Pseudo strike
18.18
IV
55.1%
B/E move
5.7%

60Δ

Calls
Pseudo strike
17.33
IV
62.5%
B/E move
6.0%
Puts
Pseudo strike
18.45
IV
51.7%
B/E move
4.9%

65Δ

Calls
Pseudo strike
16.89
IV
62.0%
B/E move
5.2%
Puts
Pseudo strike
18.71
IV
48.2%
B/E move
4.1%

70Δ

Calls
Pseudo strike
16.46
IV
61.4%
B/E move
4.3%
Puts
Pseudo strike
18.98
IV
44.8%
B/E move
3.2%

75Δ

Calls
Pseudo strike
16.02
IV
60.9%
B/E move
3.5%
Puts
Pseudo strike
19.24
IV
41.3%
B/E move
2.4%

80Δ

Calls
Pseudo strike
15.59
IV
60.3%
B/E move
2.6%
Puts
Pseudo strike
19.51
IV
37.8%
B/E move
1.6%

Options history

No recorded observations