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HomeTrust Bancshares, Inc. HTB

FINANCIAL SERVICES · BANKS - REGIONAL
i

Market dataready · fetched 2026-11-11T13:45:26.403Z

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 · 2026-11-11T00:00:00.00260688Z

FundamentalsAlpha Vantage · ready · quarter 2026-09-30 · fetched 2026-11-11T13:45:25.774916+00:00

Share price$47.29
1D-0.3%
AH$46.91$47.09$47.27$47.45$47.635:30 AM6:30 AM9:00 AM1:00 PM2:00 PMHTB
Sold putSold callAH

HomeTrust Bancshares, Inc. options

Live interpolated HTB call and put midpoint premiums by absolute delta.HomeTrust Bancshares, Inc.$2.49$2.58$2.67$2.75$2.84$37.71$41.09$44.47$47.86$51.2420Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ20Δ C unavailable: no unambiguous, price-consistent delta bracketC —OPTION PRICELive HTB spot · $47.29HTB PRICE$2.50$2.50$2.50$2.50$2.50$2.50$2.50$2.50$2.50$2.50$2.50$2.50$2.50$2.50$2.50$2.50$2.53$2.56$2.60$2.64$2.67$2.71$2.74$2.78$2.82
PutsExpensive4.61×
Calls——
Skew——
Implied moveBalanced±$5.10
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ36.56247.9%28.0%
25Δ69.69271.5%52.7%40.30190.9%20.1%
30Δ59.41205.2%30.9%42.44159.1%15.5%
35Δ54.30162.7%20.1%44.59127.2%11.0%
40Δ51.38132.9%13.9%45.41113.8%9.3%
45Δ49.70113.6%10.4%45.92104.8%8.3%
50Δ49.13103.4%9.2%46.4395.8%7.3%
55Δ48.5693.3%8.0%46.9586.8%6.3%
60Δ47.9983.1%6.8%47.4677.8%5.3%
65Δ47.4373.0%5.6%47.9768.8%4.3%
70Δ46.8662.8%4.4%48.4859.8%3.3%
75Δ46.2952.7%3.2%48.9950.8%2.3%
80Δ45.7242.5%2.0%49.5041.8%1.3%

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
36.56
IV
247.9%
B/E move
28.0%

25Δ

Calls
Pseudo strike
69.69
IV
271.5%
B/E move
52.7%
Puts
Pseudo strike
40.30
IV
190.9%
B/E move
20.1%

30Δ

Calls
Pseudo strike
59.41
IV
205.2%
B/E move
30.9%
Puts
Pseudo strike
42.44
IV
159.1%
B/E move
15.5%

35Δ

Calls
Pseudo strike
54.30
IV
162.7%
B/E move
20.1%
Puts
Pseudo strike
44.59
IV
127.2%
B/E move
11.0%

40Δ

Calls
Pseudo strike
51.38
IV
132.9%
B/E move
13.9%
Puts
Pseudo strike
45.41
IV
113.8%
B/E move
9.3%

45Δ

Calls
Pseudo strike
49.70
IV
113.6%
B/E move
10.4%
Puts
Pseudo strike
45.92
IV
104.8%
B/E move
8.3%

50Δ

Calls
Pseudo strike
49.13
IV
103.4%
B/E move
9.2%
Puts
Pseudo strike
46.43
IV
95.8%
B/E move
7.3%

55Δ

Calls
Pseudo strike
48.56
IV
93.3%
B/E move
8.0%
Puts
Pseudo strike
46.95
IV
86.8%
B/E move
6.3%

60Δ

Calls
Pseudo strike
47.99
IV
83.1%
B/E move
6.8%
Puts
Pseudo strike
47.46
IV
77.8%
B/E move
5.3%

65Δ

Calls
Pseudo strike
47.43
IV
73.0%
B/E move
5.6%
Puts
Pseudo strike
47.97
IV
68.8%
B/E move
4.3%

70Δ

Calls
Pseudo strike
46.86
IV
62.8%
B/E move
4.4%
Puts
Pseudo strike
48.48
IV
59.8%
B/E move
3.3%

75Δ

Calls
Pseudo strike
46.29
IV
52.7%
B/E move
3.2%
Puts
Pseudo strike
48.99
IV
50.8%
B/E move
2.3%

80Δ

Calls
Pseudo strike
45.72
IV
42.5%
B/E move
2.0%
Puts
Pseudo strike
49.50
IV
41.8%
B/E move
1.3%

Options history

IV · four-Friday blend41.35%
Daily close
HTB29.0%64.2%99.5%2026-08-17: 61.33%2026-08-24: 40.96%2026-08-27: 42.51%2026-09-01: 43.32%2026-09-02: 42.06%2026-09-04: 45.43%2026-09-11: 43.66%2026-09-14: 57.36%2026-09-15: 64.71%2026-09-18: 38.87%2026-09-21: 40.28%2026-09-24: 37.59%2026-09-25: 43.73%2026-09-29: 42.99%2026-09-30: 43.49%2026-10-01: 45.89%2026-10-08: 51.08%2026-10-12: 67.84%2026-10-14: 84.44%2026-10-15: 94.64%2026-10-16: 34.13%2026-10-19: 36.56%2026-10-20: 33.83%2026-10-21: 36.93%2026-10-22: 35.55%2026-10-23: 35.82%2026-10-26: 38.39%2026-10-27: 39.20%2026-10-28: 40.84%2026-10-29: 41.35%Aug 17Sep 30Oct 29
30 observations2026-08-17 — 2026-10-29
Table
DateIV (%)
61.33%
40.96%
42.51%
43.32%
42.06%
45.43%
43.66%
57.36%
64.71%
38.87%
40.28%
37.59%
43.73%
42.99%
43.49%
45.89%
51.08%
67.84%
84.44%
94.64%
34.13%
36.56%
33.83%
36.93%
35.55%
35.82%
38.39%
39.20%
40.84%
41.35%