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German American Bancorp, Inc. Common Stock GABC

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Market datapartial · fetched 2026-10-22T14:43:13.710Z

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 · 2026-10-22T14:42:53.479780306Z

FundamentalsAlpha Vantage · unavailable

Share price$50.78
1D+1.9%
$49.71$50.04$50.37$50.70$51.035:30 AM6:30 AM9:00 AM1:00 PMGABC
Sold putSold call

German American Bancorp, Inc. Common Stock options

Live interpolated GABC call and put midpoint premiums by absolute delta.German American Bancorp, Inc. Common Stock$2.18$4.66$7.13$9.61$12.08$39.26$44.76$50.26$55.75$61.2520Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive GABC spot · $50.77GABC PRICE$2.45$2.45$2.45$2.45$2.45$2.45$2.45$2.48$2.92$3.36$3.79$4.23$2.45$2.45$2.45$2.45$2.45$2.75$3.23$3.72$4.20$4.68$5.17$7.81$11.37
PutsExpensive2.91×
CallsExpensive2.23×
SkewBearish+7.21 pp
Implied moveBearish±$5.68
TiltBearish23.9% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ40.12127.4%25.8%
25Δ71.51137.2%45.7%43.64100.6%18.9%
30Δ62.34104.4%27.6%46.0282.2%14.2%
35Δ57.6783.2%18.4%47.6969.2%10.9%
40Δ54.6967.7%12.5%49.3556.2%7.6%
45Δ53.5059.1%10.2%50.5450.5%5.9%
50Δ52.3150.6%7.8%51.4249.6%5.1%
55Δ51.1242.1%5.5%52.3048.6%4.3%
60Δ49.9634.0%3.3%53.1847.6%3.5%
65Δ49.3032.3%2.8%54.0646.6%2.8%
70Δ48.6530.6%2.4%54.9445.6%2.0%
75Δ47.9929.0%2.0%57.7055.9%1.8%
80Δ47.3427.3%1.6%61.3369.3%1.6%

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
40.12
IV
127.4%
B/E move
25.8%

25Δ

Calls
Pseudo strike
71.51
IV
137.2%
B/E move
45.7%
Puts
Pseudo strike
43.64
IV
100.6%
B/E move
18.9%

30Δ

Calls
Pseudo strike
62.34
IV
104.4%
B/E move
27.6%
Puts
Pseudo strike
46.02
IV
82.2%
B/E move
14.2%

35Δ

Calls
Pseudo strike
57.67
IV
83.2%
B/E move
18.4%
Puts
Pseudo strike
47.69
IV
69.2%
B/E move
10.9%

40Δ

Calls
Pseudo strike
54.69
IV
67.7%
B/E move
12.5%
Puts
Pseudo strike
49.35
IV
56.2%
B/E move
7.6%

45Δ

Calls
Pseudo strike
53.50
IV
59.1%
B/E move
10.2%
Puts
Pseudo strike
50.54
IV
50.5%
B/E move
5.9%

50Δ

Calls
Pseudo strike
52.31
IV
50.6%
B/E move
7.8%
Puts
Pseudo strike
51.42
IV
49.6%
B/E move
5.1%

55Δ

Calls
Pseudo strike
51.12
IV
42.1%
B/E move
5.5%
Puts
Pseudo strike
52.30
IV
48.6%
B/E move
4.3%

60Δ

Calls
Pseudo strike
49.96
IV
34.0%
B/E move
3.3%
Puts
Pseudo strike
53.18
IV
47.6%
B/E move
3.5%

65Δ

Calls
Pseudo strike
49.30
IV
32.3%
B/E move
2.8%
Puts
Pseudo strike
54.06
IV
46.6%
B/E move
2.8%

70Δ

Calls
Pseudo strike
48.65
IV
30.6%
B/E move
2.4%
Puts
Pseudo strike
54.94
IV
45.6%
B/E move
2.0%

75Δ

Calls
Pseudo strike
47.99
IV
29.0%
B/E move
2.0%
Puts
Pseudo strike
57.70
IV
55.9%
B/E move
1.8%

80Δ

Calls
Pseudo strike
47.34
IV
27.3%
B/E move
1.6%
Puts
Pseudo strike
61.33
IV
69.3%
B/E move
1.6%

Options history

No recorded observations