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Home BancShares, Inc. HOMB

FINANCIAL SERVICES · BANKS - REGIONAL
i

Market dataready · fetched 2026-11-12T03:22:21.865Z

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 · 2026-11-12T00:00:00.002727807Z

FundamentalsAlpha Vantage · ready · quarter 2026-09-30 · fetched 2026-11-12T03:13:40.310280+00:00

Share price$30.21
1D+0.6%
AH$29.92$30.01$30.09$30.17$30.265:30 AM6:30 AM9:00 AM1:00 PM2:00 PMHOMB
Sold putSold callAH

Home BancShares, Inc. options

Live interpolated HOMB call and put midpoint premiums by absolute delta.Home BancShares, Inc.$0.41$1.62$2.83$4.05$5.26$24.54$26.54$28.55$30.55$32.5520Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ60Δ C unavailable: no unambiguous, price-consistent delta bracketC —65Δ C unavailable: no unambiguous, price-consistent delta bracketC —70Δ C unavailable: no unambiguous, price-consistent delta bracketC —75Δ C unavailable: no unambiguous, price-consistent delta bracketC —80Δ C unavailable: no unambiguous, price-consistent delta bracketC —OPTION PRICELive HOMB spot · $30.21HOMB PRICE$1.07$0.54$0.58$0.62$0.66$0.70$0.74$0.79$1.07$1.12$1.16$1.21$1.25$1.31$1.82$2.34$2.85$3.37$3.88$4.40$4.91
PutsExpensive4.00×
Calls——
Skew——
Implied moveBearish±$2.57
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ44.68244.1%51.5%24.83180.7%21.4%
25Δ34.3393.7%15.4%25.96157.5%17.8%
30Δ33.6484.6%13.3%26.97137.2%14.6%
35Δ32.9675.5%11.2%27.99116.8%11.4%
40Δ32.2866.3%9.1%29.0096.5%8.2%
45Δ31.6057.2%6.9%30.0176.4%5.0%
50Δ30.9248.1%4.8%30.6878.6%4.5%
55Δ30.2438.9%2.7%31.3580.9%4.0%
60Δ32.0183.1%3.5%
65Δ32.6885.3%3.0%
70Δ33.3587.5%2.4%
75Δ34.0289.8%1.9%
80Δ34.6992.0%1.4%

20Δ

Calls
Pseudo strike
44.68
IV
244.1%
B/E move
51.5%
Puts
Pseudo strike
24.83
IV
180.7%
B/E move
21.4%

25Δ

Calls
Pseudo strike
34.33
IV
93.7%
B/E move
15.4%
Puts
Pseudo strike
25.96
IV
157.5%
B/E move
17.8%

30Δ

Calls
Pseudo strike
33.64
IV
84.6%
B/E move
13.3%
Puts
Pseudo strike
26.97
IV
137.2%
B/E move
14.6%

35Δ

Calls
Pseudo strike
32.96
IV
75.5%
B/E move
11.2%
Puts
Pseudo strike
27.99
IV
116.8%
B/E move
11.4%

40Δ

Calls
Pseudo strike
32.28
IV
66.3%
B/E move
9.1%
Puts
Pseudo strike
29.00
IV
96.5%
B/E move
8.2%

45Δ

Calls
Pseudo strike
31.60
IV
57.2%
B/E move
6.9%
Puts
Pseudo strike
30.01
IV
76.4%
B/E move
5.0%

50Δ

Calls
Pseudo strike
30.92
IV
48.1%
B/E move
4.8%
Puts
Pseudo strike
30.68
IV
78.6%
B/E move
4.5%

55Δ

Calls
Pseudo strike
30.24
IV
38.9%
B/E move
2.7%
Puts
Pseudo strike
31.35
IV
80.9%
B/E move
4.0%

60Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
32.01
IV
83.1%
B/E move
3.5%

65Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
32.68
IV
85.3%
B/E move
3.0%

70Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
33.35
IV
87.5%
B/E move
2.4%

75Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
34.02
IV
89.8%
B/E move
1.9%

80Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
34.69
IV
92.0%
B/E move
1.4%

Options history

IV · four-Friday blend31.70%
Daily close
HOMB23.0%39.1%55.1%2026-08-25: 27.00%2026-08-26: 32.63%2026-08-27: 34.30%2026-08-28: 34.10%2026-08-31: 36.34%2026-09-01: 37.96%2026-09-04: 35.03%2026-09-08: 26.70%2026-09-09: 37.43%2026-09-10: 40.19%2026-09-11: 31.47%2026-09-15: 45.01%2026-09-16: 52.92%2026-09-18: 33.76%2026-09-21: 30.36%2026-10-19: 32.67%2026-10-22: 33.17%2026-10-23: 25.22%2026-10-26: 33.02%2026-10-27: 32.33%2026-10-28: 34.54%2026-10-29: 26.39%2026-10-30: 31.70%Aug 25Sep 15Oct 30
23 observations2026-08-25 — 2026-10-30
Table
DateIV (%)
27.00%
32.63%
34.30%
34.10%
36.34%
37.96%
35.03%
26.70%
37.43%
40.19%
31.47%
45.01%
52.92%
33.76%
30.36%
32.67%
33.17%
25.22%
33.02%
32.33%
34.54%
26.39%
31.70%