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Home BancShares, Inc. HOMB

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Market datapartial · fetched 2026-10-22T21:13:51.461Z

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 · 2026-10-22T20:10:00.002745918Z

FundamentalsAlpha Vantage · unavailable

Share price$30.15
1D+1.7%
AH$29.59$29.76$29.93$30.09$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.$0.27$2.74$5.21$7.68$10.16$23.06$26.43$29.81$33.19$36.5720Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive HOMB spot · $30.15HOMB PRICE$1.07$1.07$1.06$0.97$0.88$0.79$0.71$0.62$0.53$1.07$1.14$1.20$1.27$1.34$1.43$2.15$2.88$3.60$4.32$5.04$6.32$9.45
PutsExpensive2.06×
CallsExpensive1.85×
SkewBearish+7.97 pp
Implied moveBearish±$2.86
TiltBearish68.5% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ44.74134.4%51.9%24.8799.0%21.1%
25Δ38.2498.8%30.4%25.9787.3%17.6%
30Δ34.8375.6%19.0%26.9976.6%14.5%
35Δ34.0465.1%16.1%28.0166.0%11.3%
40Δ33.2554.6%13.2%29.0255.4%8.2%
45Δ32.4544.1%10.3%30.0445.4%5.1%
50Δ31.6633.5%7.3%30.9049.7%4.7%
55Δ30.8623.0%4.4%31.7654.0%4.2%
60Δ30.0712.5%1.5%32.6258.3%3.8%
65Δ33.4862.7%3.3%
70Δ34.3467.0%2.8%
75Δ35.7574.1%2.4%
80Δ38.9690.5%2.1%

20Δ

Calls
Pseudo strike
44.74
IV
134.4%
B/E move
51.9%
Puts
Pseudo strike
24.87
IV
99.0%
B/E move
21.1%

25Δ

Calls
Pseudo strike
38.24
IV
98.8%
B/E move
30.4%
Puts
Pseudo strike
25.97
IV
87.3%
B/E move
17.6%

30Δ

Calls
Pseudo strike
34.83
IV
75.6%
B/E move
19.0%
Puts
Pseudo strike
26.99
IV
76.6%
B/E move
14.5%

35Δ

Calls
Pseudo strike
34.04
IV
65.1%
B/E move
16.1%
Puts
Pseudo strike
28.01
IV
66.0%
B/E move
11.3%

40Δ

Calls
Pseudo strike
33.25
IV
54.6%
B/E move
13.2%
Puts
Pseudo strike
29.02
IV
55.4%
B/E move
8.2%

45Δ

Calls
Pseudo strike
32.45
IV
44.1%
B/E move
10.3%
Puts
Pseudo strike
30.04
IV
45.4%
B/E move
5.1%

50Δ

Calls
Pseudo strike
31.66
IV
33.5%
B/E move
7.3%
Puts
Pseudo strike
30.90
IV
49.7%
B/E move
4.7%

55Δ

Calls
Pseudo strike
30.86
IV
23.0%
B/E move
4.4%
Puts
Pseudo strike
31.76
IV
54.0%
B/E move
4.2%

60Δ

Calls
Pseudo strike
30.07
IV
12.5%
B/E move
1.5%
Puts
Pseudo strike
32.62
IV
58.3%
B/E move
3.8%

65Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
33.48
IV
62.7%
B/E move
3.3%

70Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
34.34
IV
67.0%
B/E move
2.8%

75Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
35.75
IV
74.1%
B/E move
2.4%

80Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
38.96
IV
90.5%
B/E move
2.1%

Options history

No recorded observations