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Home BancShares, Inc. HOMB

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Market datapartial · fetched 2026-10-22T18:15:11.291Z

Delta surfaceAlpaca · derived absolute-delta buckets · 2027-06-17

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 · 2026-10-22T18:14:49.908797283Z

FundamentalsAlpha Vantage · unavailable

Share price$30.14
1D+1.7%
$29.60$29.75$29.90$30.05$30.215:30 AM6:30 AM9:00 AM1:00 PMHOMB
Sold putSold call

Home BancShares, Inc. options

Live interpolated HOMB call and put midpoint premiums by absolute delta.Home BancShares, Inc.$1.22$2.79$4.36$5.92$7.49$17.34$22.33$27.33$32.33$37.3320Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive HOMB spot · $30.14HOMB PRICE$1.39$1.55$1.70$1.86$2.01$2.17$2.53$3.01$3.48$3.95$1.84$2.28$2.73$3.17$3.61$4.05$4.50$4.94$5.38$7.04
PutsExpensive2.28×
CallsFair0.95×
SkewBearish+24.06 pp
Implied moveBearish±$6.36
TiltBearish25.1% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ22.1657.0%32.6%
25Δ23.6554.2%29.1%
30Δ25.1451.3%25.6%
35Δ34.7727.4%20.0%26.6448.5%22.1%
40Δ33.8825.6%17.5%28.1345.6%18.7%
45Δ32.9923.8%15.1%29.6242.8%15.2%
50Δ32.0922.0%12.6%31.1239.9%11.7%
55Δ31.2020.2%10.2%32.6137.1%8.2%
60Δ30.3118.4%7.8%34.1034.2%4.7%
65Δ29.4917.6%6.2%36.4336.0%2.5%
70Δ28.7117.3%5.2%
75Δ27.9317.0%4.2%
80Δ27.1416.6%3.2%

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
22.16
IV
57.0%
B/E move
32.6%

25Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
23.65
IV
54.2%
B/E move
29.1%

30Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
25.14
IV
51.3%
B/E move
25.6%

35Δ

Calls
Pseudo strike
34.77
IV
27.4%
B/E move
20.0%
Puts
Pseudo strike
26.64
IV
48.5%
B/E move
22.1%

40Δ

Calls
Pseudo strike
33.88
IV
25.6%
B/E move
17.5%
Puts
Pseudo strike
28.13
IV
45.6%
B/E move
18.7%

45Δ

Calls
Pseudo strike
32.99
IV
23.8%
B/E move
15.1%
Puts
Pseudo strike
29.62
IV
42.8%
B/E move
15.2%

50Δ

Calls
Pseudo strike
32.09
IV
22.0%
B/E move
12.6%
Puts
Pseudo strike
31.12
IV
39.9%
B/E move
11.7%

55Δ

Calls
Pseudo strike
31.20
IV
20.2%
B/E move
10.2%
Puts
Pseudo strike
32.61
IV
37.1%
B/E move
8.2%

60Δ

Calls
Pseudo strike
30.31
IV
18.4%
B/E move
7.8%
Puts
Pseudo strike
34.10
IV
34.2%
B/E move
4.7%

65Δ

Calls
Pseudo strike
29.49
IV
17.6%
B/E move
6.2%
Puts
Pseudo strike
36.43
IV
36.0%
B/E move
2.5%

70Δ

Calls
Pseudo strike
28.71
IV
17.3%
B/E move
5.2%
Puts
Pseudo strike
IV
B/E move

75Δ

Calls
Pseudo strike
27.93
IV
17.0%
B/E move
4.2%
Puts
Pseudo strike
IV
B/E move

80Δ

Calls
Pseudo strike
27.14
IV
16.6%
B/E move
3.2%
Puts
Pseudo strike
IV
B/E move

Options history

No recorded observations