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First Internet Bancorp INBK

FINANCIAL SERVICES · BANKS - REGIONAL
i

Market dataready · fetched 2026-10-23T12:50:27.542Z

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 · 2026-10-22T20:00:00.406049264Z

FundamentalsAlpha Vantage · ready · quarter 2026-06-30 · fetched 2026-10-23T12:50:27.175492+00:00

Share price$26.79
1D+3.8%
AH$25.72$26.03$26.33$26.64$26.945:30 AM6:30 AM9:00 AM1:00 PM2:00 PMINBK
Sold putSold callAH

First Internet Bancorp options

Live interpolated INBK call and put midpoint premiums by absolute delta.First Internet Bancorp$0.40$2.39$4.38$6.37$8.36$17.90$21.65$25.40$29.16$32.9120Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive INBK spot · $26.79INBK PRICE$0.62$0.71$0.82$1.05$1.28$1.52$1.75$1.98$2.21$2.44$2.67$3.30$3.98$2.45$2.02$1.71$1.68$2.15$2.61$3.08$3.55$4.01$4.55$5.63$6.71$7.79
PutsExpensive2.38×
CallsExpensive1.42×
SkewBearish+37.15 pp
Implied moveBearish±$4.83
TiltBearish32.7% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ34.0384.7%29.3%19.39215.5%36.8%
25Δ31.9173.3%21.8%22.17146.4%24.8%
30Δ29.9462.8%14.8%23.92106.0%17.1%
35Δ29.3362.0%13.4%25.2782.1%12.0%
40Δ28.7361.1%12.0%26.0782.2%10.7%
45Δ28.1260.3%10.6%26.8882.2%9.4%
50Δ27.5159.4%9.2%27.6882.2%8.2%
55Δ26.9058.6%7.8%28.4982.2%6.9%
60Δ26.2957.8%6.4%29.2982.3%5.6%
65Δ25.6956.9%5.0%30.1582.4%4.4%
70Δ25.0856.1%3.6%31.4483.5%3.6%
75Δ24.2758.9%2.9%32.7484.5%2.9%
80Δ23.4462.2%2.3%34.0385.6%2.1%

20Δ

Calls
Pseudo strike
34.03
IV
84.7%
B/E move
29.3%
Puts
Pseudo strike
19.39
IV
215.5%
B/E move
36.8%

25Δ

Calls
Pseudo strike
31.91
IV
73.3%
B/E move
21.8%
Puts
Pseudo strike
22.17
IV
146.4%
B/E move
24.8%

30Δ

Calls
Pseudo strike
29.94
IV
62.8%
B/E move
14.8%
Puts
Pseudo strike
23.92
IV
106.0%
B/E move
17.1%

35Δ

Calls
Pseudo strike
29.33
IV
62.0%
B/E move
13.4%
Puts
Pseudo strike
25.27
IV
82.1%
B/E move
12.0%

40Δ

Calls
Pseudo strike
28.73
IV
61.1%
B/E move
12.0%
Puts
Pseudo strike
26.07
IV
82.2%
B/E move
10.7%

45Δ

Calls
Pseudo strike
28.12
IV
60.3%
B/E move
10.6%
Puts
Pseudo strike
26.88
IV
82.2%
B/E move
9.4%

50Δ

Calls
Pseudo strike
27.51
IV
59.4%
B/E move
9.2%
Puts
Pseudo strike
27.68
IV
82.2%
B/E move
8.2%

55Δ

Calls
Pseudo strike
26.90
IV
58.6%
B/E move
7.8%
Puts
Pseudo strike
28.49
IV
82.2%
B/E move
6.9%

60Δ

Calls
Pseudo strike
26.29
IV
57.8%
B/E move
6.4%
Puts
Pseudo strike
29.29
IV
82.3%
B/E move
5.6%

65Δ

Calls
Pseudo strike
25.69
IV
56.9%
B/E move
5.0%
Puts
Pseudo strike
30.15
IV
82.4%
B/E move
4.4%

70Δ

Calls
Pseudo strike
25.08
IV
56.1%
B/E move
3.6%
Puts
Pseudo strike
31.44
IV
83.5%
B/E move
3.6%

75Δ

Calls
Pseudo strike
24.27
IV
58.9%
B/E move
2.9%
Puts
Pseudo strike
32.74
IV
84.5%
B/E move
2.9%

80Δ

Calls
Pseudo strike
23.44
IV
62.2%
B/E move
2.3%
Puts
Pseudo strike
34.03
IV
85.6%
B/E move
2.1%

Options history

No recorded observations