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Horizon Bancorp, Inc. Common Stock HBNC

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Market datapartial · fetched 2026-11-11T14:58:03.558Z

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: 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 · 2026-11-11T14:57:32.945961596Z

FundamentalsAlpha Vantage · unavailable

Share price$21.26
1D+0.3%
$21.13$21.17$21.22$21.26$21.315:30 AM6:30 AM9:00 AM1:00 PMHBNC
Sold putSold call

Horizon Bancorp, Inc. Common Stock options

Live interpolated HBNC call and put midpoint premiums by absolute delta.Horizon Bancorp, Inc. Common Stock$0.34$0.64$0.93$1.22$1.51$17.89$19.39$20.89$22.39$23.8920Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive HBNC spot · $21.26HBNC PRICE$0.38$0.38$0.38$0.48$0.59$0.69$0.80$0.90$1.01$1.11$1.22$1.32$1.43$0.44$0.50$0.56$0.62$0.68$0.75$0.81$0.87$0.93$0.99$1.05$1.11$1.18
PutsExpensive2.96×
CallsExpensive1.62×
SkewBearish+21.64 pp
Implied moveBalanced±$1.60
TiltBalanced0.9% CALL
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ24.97107.7%19.2%17.85123.9%18.1%
25Δ23.7484.5%13.4%18.19117.0%16.8%
30Δ22.5161.3%7.7%18.53110.0%15.5%
35Δ22.2659.7%6.9%18.88103.1%14.1%
40Δ22.0158.3%6.3%19.2296.2%12.8%
45Δ21.7757.0%5.6%19.5689.2%11.5%
50Δ21.5255.6%5.0%19.9082.3%10.2%
55Δ21.2754.2%4.3%20.2475.4%8.9%
60Δ21.0352.8%3.7%20.5868.5%7.6%
65Δ20.7851.5%3.0%20.9261.5%6.2%
70Δ20.5450.1%2.3%21.2654.6%4.9%
75Δ20.2948.7%1.7%21.6147.7%3.6%
80Δ20.0547.4%1.0%21.9540.7%2.3%

20Δ

Calls
Pseudo strike
24.97
IV
107.7%
B/E move
19.2%
Puts
Pseudo strike
17.85
IV
123.9%
B/E move
18.1%

25Δ

Calls
Pseudo strike
23.74
IV
84.5%
B/E move
13.4%
Puts
Pseudo strike
18.19
IV
117.0%
B/E move
16.8%

30Δ

Calls
Pseudo strike
22.51
IV
61.3%
B/E move
7.7%
Puts
Pseudo strike
18.53
IV
110.0%
B/E move
15.5%

35Δ

Calls
Pseudo strike
22.26
IV
59.7%
B/E move
6.9%
Puts
Pseudo strike
18.88
IV
103.1%
B/E move
14.1%

40Δ

Calls
Pseudo strike
22.01
IV
58.3%
B/E move
6.3%
Puts
Pseudo strike
19.22
IV
96.2%
B/E move
12.8%

45Δ

Calls
Pseudo strike
21.77
IV
57.0%
B/E move
5.6%
Puts
Pseudo strike
19.56
IV
89.2%
B/E move
11.5%

50Δ

Calls
Pseudo strike
21.52
IV
55.6%
B/E move
5.0%
Puts
Pseudo strike
19.90
IV
82.3%
B/E move
10.2%

55Δ

Calls
Pseudo strike
21.27
IV
54.2%
B/E move
4.3%
Puts
Pseudo strike
20.24
IV
75.4%
B/E move
8.9%

60Δ

Calls
Pseudo strike
21.03
IV
52.8%
B/E move
3.7%
Puts
Pseudo strike
20.58
IV
68.5%
B/E move
7.6%

65Δ

Calls
Pseudo strike
20.78
IV
51.5%
B/E move
3.0%
Puts
Pseudo strike
20.92
IV
61.5%
B/E move
6.2%

70Δ

Calls
Pseudo strike
20.54
IV
50.1%
B/E move
2.3%
Puts
Pseudo strike
21.26
IV
54.6%
B/E move
4.9%

75Δ

Calls
Pseudo strike
20.29
IV
48.7%
B/E move
1.7%
Puts
Pseudo strike
21.61
IV
47.7%
B/E move
3.6%

80Δ

Calls
Pseudo strike
20.05
IV
47.4%
B/E move
1.0%
Puts
Pseudo strike
21.95
IV
40.7%
B/E move
2.3%

Options history

IV · four-Friday blend44.51%
Daily close
HBNC27.6%52.1%76.6%2026-08-14: 47.26%2026-08-17: 53.41%2026-08-18: 48.47%2026-08-19: 65.09%2026-08-21: 30.97%2026-08-24: 34.42%2026-08-25: 37.54%2026-08-26: 39.27%2026-08-27: 43.35%2026-08-28: 39.79%2026-09-01: 51.65%2026-09-02: 34.47%2026-09-03: 44.21%2026-09-04: 39.90%2026-09-09: 41.38%2026-09-15: 49.76%2026-09-18: 37.82%2026-09-21: 45.37%2026-09-22: 43.72%2026-09-23: 43.54%2026-09-25: 42.57%2026-09-28: 45.38%2026-09-29: 44.27%2026-09-30: 55.62%2026-10-02: 47.62%2026-10-07: 55.60%2026-10-09: 54.86%2026-10-13: 73.18%2026-10-14: 71.68%2026-10-16: 38.51%2026-10-19: 42.43%2026-10-20: 34.34%2026-10-21: 40.69%2026-10-22: 40.33%2026-10-26: 47.71%2026-10-27: 46.82%2026-10-28: 42.80%2026-10-30: 44.51%Aug 14Sep 22Oct 30
38 observations2026-08-14 — 2026-10-30
Table
DateIV (%)
47.26%
53.41%
48.47%
65.09%
30.97%
34.42%
37.54%
39.27%
43.35%
39.79%
51.65%
34.47%
44.21%
39.90%
41.38%
49.76%
37.82%
45.37%
43.72%
43.54%
42.57%
45.38%
44.27%
55.62%
47.62%
55.60%
54.86%
73.18%
71.68%
38.51%
42.43%
34.34%
40.69%
40.33%
47.71%
46.82%
42.80%
44.51%