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German American Bancorp, Inc. Common Stock GABC

FINANCIAL SERVICES · BANKS - REGIONAL
i

Market datapartial · fetched 2026-11-11T15:51:03.633Z

Delta surfaceAlpaca · derived absolute-delta buckets · 2026-12-18

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 · 2026-11-11T15:02:31.090069822Z

FundamentalsAlpha Vantage · ready · quarter 2026-09-30 · fetched 2026-11-11T15:48:52.887803+00:00

Share price$49.99
1D-0.4%
$49.66$49.80$49.94$50.09$50.235:30 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$1.11$1.98$2.85$3.71$4.58$-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 P unavailable: no unambiguous, price-consistent delta bracketP —80Δ P unavailable: no unambiguous, price-consistent delta bracketP —OPTION PRICEGABC PRICE$1.21$1.56$1.92$2.28$2.48$2.54$2.60$2.73$3.05$3.37$3.69$4.01$4.33
Puts——
CallsExpensive1.73×
Skew——
Implied move——
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ60.4756.7%23.4%
25Δ58.9059.6%21.0%
30Δ57.3262.4%18.5%
35Δ55.7565.2%16.1%
40Δ54.2062.4%13.4%
45Δ52.6754.3%10.5%
50Δ51.1346.3%7.5%
55Δ49.8439.8%5.2%
60Δ49.2337.5%4.6%
65Δ48.6135.3%4.0%
70Δ48.0033.0%3.4%
75Δ47.3830.8%2.8%
80Δ46.7728.5%2.2%

20Δ

Calls
Pseudo strike
60.47
IV
56.7%
B/E move
23.4%
Puts
Pseudo strike
IV
B/E move

25Δ

Calls
Pseudo strike
58.90
IV
59.6%
B/E move
21.0%
Puts
Pseudo strike
IV
B/E move

30Δ

Calls
Pseudo strike
57.32
IV
62.4%
B/E move
18.5%
Puts
Pseudo strike
IV
B/E move

35Δ

Calls
Pseudo strike
55.75
IV
65.2%
B/E move
16.1%
Puts
Pseudo strike
IV
B/E move

40Δ

Calls
Pseudo strike
54.20
IV
62.4%
B/E move
13.4%
Puts
Pseudo strike
IV
B/E move

45Δ

Calls
Pseudo strike
52.67
IV
54.3%
B/E move
10.5%
Puts
Pseudo strike
IV
B/E move

50Δ

Calls
Pseudo strike
51.13
IV
46.3%
B/E move
7.5%
Puts
Pseudo strike
IV
B/E move

55Δ

Calls
Pseudo strike
49.84
IV
39.8%
B/E move
5.2%
Puts
Pseudo strike
IV
B/E move

60Δ

Calls
Pseudo strike
49.23
IV
37.5%
B/E move
4.6%
Puts
Pseudo strike
IV
B/E move

65Δ

Calls
Pseudo strike
48.61
IV
35.3%
B/E move
4.0%
Puts
Pseudo strike
IV
B/E move

70Δ

Calls
Pseudo strike
48.00
IV
33.0%
B/E move
3.4%
Puts
Pseudo strike
IV
B/E move

75Δ

Calls
Pseudo strike
47.38
IV
30.8%
B/E move
2.8%
Puts
Pseudo strike
IV
B/E move

80Δ

Calls
Pseudo strike
46.77
IV
28.5%
B/E move
2.2%
Puts
Pseudo strike
IV
B/E move

Options history

IV · four-Friday blend33.96%
Daily close
GABC21.6%40.7%59.9%2026-08-13: 34.31%2026-08-19: 57.22%2026-08-20: 44.01%2026-08-21: 24.27%2026-08-25: 26.29%2026-08-26: 27.24%2026-08-27: 25.32%2026-08-28: 25.01%2026-09-02: 27.83%2026-09-03: 27.85%2026-09-04: 26.28%2026-09-10: 33.54%2026-09-11: 34.75%2026-09-14: 25.69%2026-09-15: 36.27%2026-09-18: 30.06%2026-09-21: 32.61%2026-09-22: 31.36%2026-09-23: 33.81%2026-09-24: 31.31%2026-09-25: 33.99%2026-09-28: 34.92%2026-09-29: 32.84%2026-09-30: 38.21%2026-10-01: 35.69%2026-10-02: 35.98%2026-10-05: 38.15%2026-10-06: 36.69%2026-10-07: 42.06%2026-10-08: 45.47%2026-10-09: 49.69%2026-10-13: 55.22%2026-10-16: 29.95%2026-10-19: 29.50%2026-10-20: 28.81%2026-10-21: 31.67%2026-10-22: 33.53%2026-10-23: 32.28%2026-10-26: 34.72%2026-10-27: 31.34%2026-10-28: 32.70%2026-10-29: 33.62%2026-10-30: 33.96%Aug 13Sep 28Oct 30
43 observations2026-08-13 — 2026-10-30
Table
DateIV (%)
34.31%
57.22%
44.01%
24.27%
26.29%
27.24%
25.32%
25.01%
27.83%
27.85%
26.28%
33.54%
34.75%
25.69%
36.27%
30.06%
32.61%
31.36%
33.81%
31.31%
33.99%
34.92%
32.84%
38.21%
35.69%
35.98%
38.15%
36.69%
42.06%
45.47%
49.69%
55.22%
29.95%
29.50%
28.81%
31.67%
33.53%
32.28%
34.72%
31.34%
32.70%
33.62%
33.96%