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First Internet Bancorp Common Stock INBK

FINANCIAL SERVICES · BANKS - REGIONAL
i

Market dataready · fetched 2026-11-13T19:12:34.105Z

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 · 2026-11-13T19:11:16.5295586Z

FundamentalsAlpha Vantage · ready · quarter 2026-09-30 · fetched 2026-11-13T19:12:33.737044+00:00

Share price$25.34
1D-1.2%
$24.98$25.16$25.34$25.51$25.695:30 AM6:30 AM9:00 AM1:00 PMINBK
Sold putSold call

First Internet Bancorp Common Stock options

Live interpolated INBK call and put midpoint premiums by absolute delta.First Internet Bancorp Common Stock$0.36$1.46$2.57$3.68$4.79$-0.12$0.19$0.50$0.81$1.1220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ20Δ C unavailable: no unambiguous, price-consistent delta bracketC —45Δ P unavailable: no unambiguous, price-consistent delta bracketP —50Δ P unavailable: no unambiguous, price-consistent delta bracketP —55Δ P unavailable: no unambiguous, price-consistent delta bracketP —60Δ P unavailable: no unambiguous, price-consistent delta bracketP —65Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —70Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —75Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —80Δ P unavailable: no unambiguous, price-consistent delta bracketP —OPTION PRICEINBK PRICE$0.51$0.54$0.57$0.61$0.64$0.67$0.71$0.74$4.47$0.48$0.53$0.58$0.63$0.68
Puts——
Calls——
Skew——
Implied move——
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ22.51112.1%13.1%
25Δ29.41119.3%18.1%23.08100.7%11.0%
30Δ28.80108.3%15.8%23.6589.3%8.9%
35Δ28.2097.4%13.5%24.2377.9%6.9%
40Δ27.5986.4%11.3%24.8066.4%4.8%
45Δ26.9975.4%9.0%
50Δ26.3864.4%6.8%
55Δ25.7753.4%4.5%
60Δ25.1742.5%2.2%
65Δ
70Δ
75Δ
80Δ21.54155.3%2.7%

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
22.51
IV
112.1%
B/E move
13.1%

25Δ

Calls
Pseudo strike
29.41
IV
119.3%
B/E move
18.1%
Puts
Pseudo strike
23.08
IV
100.7%
B/E move
11.0%

30Δ

Calls
Pseudo strike
28.80
IV
108.3%
B/E move
15.8%
Puts
Pseudo strike
23.65
IV
89.3%
B/E move
8.9%

35Δ

Calls
Pseudo strike
28.20
IV
97.4%
B/E move
13.5%
Puts
Pseudo strike
24.23
IV
77.9%
B/E move
6.9%

40Δ

Calls
Pseudo strike
27.59
IV
86.4%
B/E move
11.3%
Puts
Pseudo strike
24.80
IV
66.4%
B/E move
4.8%

45Δ

Calls
Pseudo strike
26.99
IV
75.4%
B/E move
9.0%
Puts
Pseudo strike
IV
B/E move

50Δ

Calls
Pseudo strike
26.38
IV
64.4%
B/E move
6.8%
Puts
Pseudo strike
IV
B/E move

55Δ

Calls
Pseudo strike
25.77
IV
53.4%
B/E move
4.5%
Puts
Pseudo strike
IV
B/E move

60Δ

Calls
Pseudo strike
25.17
IV
42.5%
B/E move
2.2%
Puts
Pseudo strike
IV
B/E move

65Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

70Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

75Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

80Δ

Calls
Pseudo strike
21.54
IV
155.3%
B/E move
2.7%
Puts
Pseudo strike
IV
B/E move

Options history

IV · four-Friday blend73.02%
Daily close
INBK45.0%93.5%141.9%2026-08-17: 70.65%2026-08-18: 64.13%2026-08-21: 51.72%2026-08-24: 56.17%2026-08-25: 55.64%2026-08-28: 62.96%2026-09-02: 63.96%2026-09-03: 68.51%2026-09-04: 57.71%2026-09-08: 60.19%2026-09-18: 61.28%2026-09-21: 58.61%2026-09-22: 58.40%2026-09-24: 70.72%2026-09-25: 55.44%2026-09-30: 64.17%2026-10-01: 75.33%2026-10-08: 77.61%2026-10-15: 135.23%2026-10-16: 64.12%2026-10-19: 66.00%2026-10-20: 66.12%2026-10-21: 59.38%2026-10-22: 61.66%2026-10-23: 66.82%2026-10-26: 65.94%2026-10-27: 69.10%2026-10-28: 73.62%2026-10-29: 55.80%2026-10-30: 73.02%Aug 17Sep 25Oct 30
30 observations2026-08-17 — 2026-10-30
Table
DateIV (%)
70.65%
64.13%
51.72%
56.17%
55.64%
62.96%
63.96%
68.51%
57.71%
60.19%
61.28%
58.61%
58.40%
70.72%
55.44%
64.17%
75.33%
77.61%
135.23%
64.12%
66.00%
66.12%
59.38%
61.66%
66.82%
65.94%
69.10%
73.62%
55.80%
73.02%