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Horizon Bancorp HBNC

FINANCIAL SERVICES · BANKS - REGIONAL
i

Market dataready · fetched 2026-10-22T09:20:30.787Z

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 · 2026-10-21T20:00:01.992444531Z

FundamentalsAlpha Vantage · ready · quarter 2026-06-30 · fetched 2026-10-22T09:20:27.766499+00:00

Share price$19.60
1D-0.6%
AH$19.46$19.54$19.62$19.70$19.785:30 AM6:30 AM9:00 AM1:00 PM2:00 PMHBNC
Sold putSold callAH

Horizon Bancorp options

Live interpolated HBNC call and put midpoint premiums by absolute delta.Horizon Bancorp$0.28$1.17$2.05$2.94$3.83$16.83$18.56$20.29$22.02$23.7520Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive HBNC spot · $19.60HBNC PRICE$0.38$0.46$0.63$0.80$0.96$1.13$1.30$1.51$1.72$1.94$2.16$2.37$3.29$0.38$0.41$0.46$0.50$0.54$0.58$0.63$0.67$0.88$1.56$2.23$2.90$3.57
PutsExpensive1.60×
CallsExpensive2.31×
SkewBullish-24.67 pp
Implied moveBullish±$1.92
TiltBullish9.8% CALL
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ23.6867.4%22.7%17.3956.4%13.2%
25Δ22.2657.1%15.9%17.8050.9%11.3%
30Δ21.8158.7%14.5%18.1346.8%9.8%
35Δ21.3660.3%13.1%18.4642.6%8.4%
40Δ20.9161.9%11.6%18.7838.5%6.9%
45Δ20.4663.5%10.2%19.1134.4%5.5%
50Δ20.0165.1%8.7%19.4430.3%4.0%
55Δ19.5863.7%7.6%19.7626.2%2.6%
60Δ19.1562.2%6.5%20.2024.4%1.5%
65Δ18.7260.6%5.4%20.9128.7%1.3%
70Δ18.2959.1%4.3%21.6333.0%1.0%
75Δ17.8657.6%3.2%22.3437.3%0.8%
80Δ16.8674.7%2.8%23.0641.6%0.6%

20Δ

Calls
Pseudo strike
23.68
IV
67.4%
B/E move
22.7%
Puts
Pseudo strike
17.39
IV
56.4%
B/E move
13.2%

25Δ

Calls
Pseudo strike
22.26
IV
57.1%
B/E move
15.9%
Puts
Pseudo strike
17.80
IV
50.9%
B/E move
11.3%

30Δ

Calls
Pseudo strike
21.81
IV
58.7%
B/E move
14.5%
Puts
Pseudo strike
18.13
IV
46.8%
B/E move
9.8%

35Δ

Calls
Pseudo strike
21.36
IV
60.3%
B/E move
13.1%
Puts
Pseudo strike
18.46
IV
42.6%
B/E move
8.4%

40Δ

Calls
Pseudo strike
20.91
IV
61.9%
B/E move
11.6%
Puts
Pseudo strike
18.78
IV
38.5%
B/E move
6.9%

45Δ

Calls
Pseudo strike
20.46
IV
63.5%
B/E move
10.2%
Puts
Pseudo strike
19.11
IV
34.4%
B/E move
5.5%

50Δ

Calls
Pseudo strike
20.01
IV
65.1%
B/E move
8.7%
Puts
Pseudo strike
19.44
IV
30.3%
B/E move
4.0%

55Δ

Calls
Pseudo strike
19.58
IV
63.7%
B/E move
7.6%
Puts
Pseudo strike
19.76
IV
26.2%
B/E move
2.6%

60Δ

Calls
Pseudo strike
19.15
IV
62.2%
B/E move
6.5%
Puts
Pseudo strike
20.20
IV
24.4%
B/E move
1.5%

65Δ

Calls
Pseudo strike
18.72
IV
60.6%
B/E move
5.4%
Puts
Pseudo strike
20.91
IV
28.7%
B/E move
1.3%

70Δ

Calls
Pseudo strike
18.29
IV
59.1%
B/E move
4.3%
Puts
Pseudo strike
21.63
IV
33.0%
B/E move
1.0%

75Δ

Calls
Pseudo strike
17.86
IV
57.6%
B/E move
3.2%
Puts
Pseudo strike
22.34
IV
37.3%
B/E move
0.8%

80Δ

Calls
Pseudo strike
16.86
IV
74.7%
B/E move
2.8%
Puts
Pseudo strike
23.06
IV
41.6%
B/E move
0.6%

Options history

No recorded observations