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German American Bancorp, Inc. Common Stock GABC

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Market datapartial · fetched 2026-10-22T21:10:52.101Z

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 · 2026-10-22T20:00:09.641948027Z

FundamentalsAlpha Vantage · unavailable

Share price$51.12
1D+2.6%
AH$49.69$50.12$50.55$50.98$51.415:30 AM6:30 AM9:00 AM1:00 PM2:00 PMGABC
Sold putSold callAH

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$4.64$7.09$9.54$12.00$40.11$45.46$50.81$56.16$61.5220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive GABC spot · $51.12GABC PRICE$2.45$2.45$2.45$2.45$2.45$2.45$2.45$2.45$2.62$3.16$3.70$4.24$2.45$2.45$2.45$2.45$2.45$2.72$3.02$3.31$3.60$3.90$4.19$5.13$11.29
PutsExpensive2.78×
CallsExpensive2.22×
SkewBearish+4.28 pp
Implied moveBearish±$5.47
TiltBearish19.5% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ40.37127.8%25.8%
25Δ71.77136.8%45.2%44.02100.0%18.7%
30Δ62.66104.1%27.4%46.3182.4%14.2%
35Δ58.0183.0%18.3%48.1068.6%10.7%
40Δ54.8766.8%12.1%49.8954.8%7.2%
45Δ53.8359.0%10.1%50.6951.3%6.2%
50Δ52.7951.3%8.1%51.4248.6%5.3%
55Δ51.7543.5%6.0%52.1545.8%4.5%
60Δ50.7135.7%4.0%52.8843.1%3.6%
65Δ49.7730.1%2.5%53.6240.3%2.7%
70Δ49.0429.0%2.1%54.3537.6%1.9%
75Δ48.3127.9%1.7%55.6538.8%1.2%
80Δ47.5826.9%1.4%61.6168.3%1.6%

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
40.37
IV
127.8%
B/E move
25.8%

25Δ

Calls
Pseudo strike
71.77
IV
136.8%
B/E move
45.2%
Puts
Pseudo strike
44.02
IV
100.0%
B/E move
18.7%

30Δ

Calls
Pseudo strike
62.66
IV
104.1%
B/E move
27.4%
Puts
Pseudo strike
46.31
IV
82.4%
B/E move
14.2%

35Δ

Calls
Pseudo strike
58.01
IV
83.0%
B/E move
18.3%
Puts
Pseudo strike
48.10
IV
68.6%
B/E move
10.7%

40Δ

Calls
Pseudo strike
54.87
IV
66.8%
B/E move
12.1%
Puts
Pseudo strike
49.89
IV
54.8%
B/E move
7.2%

45Δ

Calls
Pseudo strike
53.83
IV
59.0%
B/E move
10.1%
Puts
Pseudo strike
50.69
IV
51.3%
B/E move
6.2%

50Δ

Calls
Pseudo strike
52.79
IV
51.3%
B/E move
8.1%
Puts
Pseudo strike
51.42
IV
48.6%
B/E move
5.3%

55Δ

Calls
Pseudo strike
51.75
IV
43.5%
B/E move
6.0%
Puts
Pseudo strike
52.15
IV
45.8%
B/E move
4.5%

60Δ

Calls
Pseudo strike
50.71
IV
35.7%
B/E move
4.0%
Puts
Pseudo strike
52.88
IV
43.1%
B/E move
3.6%

65Δ

Calls
Pseudo strike
49.77
IV
30.1%
B/E move
2.5%
Puts
Pseudo strike
53.62
IV
40.3%
B/E move
2.7%

70Δ

Calls
Pseudo strike
49.04
IV
29.0%
B/E move
2.1%
Puts
Pseudo strike
54.35
IV
37.6%
B/E move
1.9%

75Δ

Calls
Pseudo strike
48.31
IV
27.9%
B/E move
1.7%
Puts
Pseudo strike
55.65
IV
38.8%
B/E move
1.2%

80Δ

Calls
Pseudo strike
47.58
IV
26.9%
B/E move
1.4%
Puts
Pseudo strike
61.61
IV
68.3%
B/E move
1.6%

Options history

No recorded observations