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HomeTrust Bancshares, Inc. HTB

FINANCIAL SERVICES · BANKS - REGIONAL
i

Market dataready · fetched 2026-10-22T09:03:37.182Z

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 · 2026-10-21T23:00:00.003368204Z

FundamentalsAlpha Vantage · ready · quarter 2026-06-30 · fetched 2026-10-22T09:00:22.194066+00:00

Share price$47.36
1D-0.1%
AH$46.79$46.98$47.17$47.35$47.545:30 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.$1.39$2.73$4.08$5.42$6.77$36.73$42.29$47.86$53.42$58.9820Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive HTB spot · $47.36HTB PRICE$1.53$2.50$2.50$2.50$2.50$2.54$2.63$2.72$2.81$2.91$3.00$3.09$6.38$2.50$2.50$2.50$2.50$2.61$2.74$2.86$2.98$3.10$3.23$3.54$4.66$5.77
PutsExpensive2.81×
CallsExpensive2.77×
SkewBullish-7.39 pp
Implied moveBearish±$5.49
TiltBearish4.9% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ63.00102.5%36.3%36.71139.1%27.8%
25Δ69.88152.1%52.8%40.42107.4%19.9%
30Δ59.72115.4%31.4%42.6489.1%15.3%
35Δ55.9496.0%23.4%44.8570.7%10.6%
40Δ52.1776.6%15.4%45.6964.4%9.0%
45Δ49.6863.1%10.2%46.4359.1%7.7%
50Δ48.9157.6%8.8%47.1753.7%6.4%
55Δ48.1452.1%7.4%47.9248.4%5.1%
60Δ47.3846.6%6.0%48.6643.0%3.8%
65Δ46.6141.2%4.6%49.4037.7%2.5%
70Δ45.8435.7%3.1%50.2433.7%1.4%
75Δ45.0830.2%1.7%51.5035.6%1.1%
80Δ41.6446.3%1.4%52.7737.4%0.8%

20Δ

Calls
Pseudo strike
63.00
IV
102.5%
B/E move
36.3%
Puts
Pseudo strike
36.71
IV
139.1%
B/E move
27.8%

25Δ

Calls
Pseudo strike
69.88
IV
152.1%
B/E move
52.8%
Puts
Pseudo strike
40.42
IV
107.4%
B/E move
19.9%

30Δ

Calls
Pseudo strike
59.72
IV
115.4%
B/E move
31.4%
Puts
Pseudo strike
42.64
IV
89.1%
B/E move
15.3%

35Δ

Calls
Pseudo strike
55.94
IV
96.0%
B/E move
23.4%
Puts
Pseudo strike
44.85
IV
70.7%
B/E move
10.6%

40Δ

Calls
Pseudo strike
52.17
IV
76.6%
B/E move
15.4%
Puts
Pseudo strike
45.69
IV
64.4%
B/E move
9.0%

45Δ

Calls
Pseudo strike
49.68
IV
63.1%
B/E move
10.2%
Puts
Pseudo strike
46.43
IV
59.1%
B/E move
7.7%

50Δ

Calls
Pseudo strike
48.91
IV
57.6%
B/E move
8.8%
Puts
Pseudo strike
47.17
IV
53.7%
B/E move
6.4%

55Δ

Calls
Pseudo strike
48.14
IV
52.1%
B/E move
7.4%
Puts
Pseudo strike
47.92
IV
48.4%
B/E move
5.1%

60Δ

Calls
Pseudo strike
47.38
IV
46.6%
B/E move
6.0%
Puts
Pseudo strike
48.66
IV
43.0%
B/E move
3.8%

65Δ

Calls
Pseudo strike
46.61
IV
41.2%
B/E move
4.6%
Puts
Pseudo strike
49.40
IV
37.7%
B/E move
2.5%

70Δ

Calls
Pseudo strike
45.84
IV
35.7%
B/E move
3.1%
Puts
Pseudo strike
50.24
IV
33.7%
B/E move
1.4%

75Δ

Calls
Pseudo strike
45.08
IV
30.2%
B/E move
1.7%
Puts
Pseudo strike
51.50
IV
35.6%
B/E move
1.1%

80Δ

Calls
Pseudo strike
41.64
IV
46.3%
B/E move
1.4%
Puts
Pseudo strike
52.77
IV
37.4%
B/E move
0.8%

Options history

No recorded observations