Share price$23.54
1D+0.3%
Sold putSold call
John Marshall Bancorp Inc JMSB
FINANCIAL SERVICES · BANKS - REGIONALi
Market dataready · fetched 2026-10-23T15:05:47.042Z
Delta surfaceAlpaca · derived absolute-delta buckets · 2026-11-20
Calculation methodologyOptions 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 dataPriceAlpaca · sip · 2026-10-23T15:04:15.261314661Z
FundamentalsAlpha Vantage · ready · quarter 2026-06-30 · fetched 2026-10-23T15:05:45.312279+00:00
John Marshall Bancorp Inc options
PutsExpensive5.15×
CallsExpensive3.17×
SkewBearish+28.56 pp
Implied move——
TiltBearish40.1% PUT
Table
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | ||||||
| 25Δ | 18.64 | 190.9% | 30.5% | |||
| 30Δ | 20.19 | 150.0% | 23.0% | |||
| 35Δ | 21.74 | 109.2% | 15.5% | |||
| 40Δ | 23.02 | 90.4% | 11.3% | |||
| 45Δ | 24.05 | 93.2% | 10.2% | |||
| 50Δ | 25.08 | 96.0% | 9.1% | |||
| 55Δ | 26.11 | 98.8% | 7.9% | |||
| 60Δ | 27.14 | 101.6% | 6.8% | |||
| 65Δ | 22.29 | 66.5% | 5.1% | 28.17 | 104.4% | 5.7% |
| 70Δ | 21.14 | 79.2% | 4.6% | 29.20 | 107.2% | 4.6% |
| 75Δ | 19.98 | 92.0% | 4.1% | |||
| 80Δ | 18.83 | 104.8% | 3.6% | |||
20Δ
- Pseudo strike
- IV
- B/E move
- Pseudo strike
- IV
- B/E move
25Δ
- Pseudo strike
- IV
- B/E move
- Pseudo strike
- 18.64
- IV
- 190.9%
- B/E move
- 30.5%
30Δ
- Pseudo strike
- IV
- B/E move
- Pseudo strike
- 20.19
- IV
- 150.0%
- B/E move
- 23.0%
35Δ
- Pseudo strike
- IV
- B/E move
- Pseudo strike
- 21.74
- IV
- 109.2%
- B/E move
- 15.5%
40Δ
- Pseudo strike
- IV
- B/E move
- Pseudo strike
- 23.02
- IV
- 90.4%
- B/E move
- 11.3%
45Δ
- Pseudo strike
- IV
- B/E move
- Pseudo strike
- 24.05
- IV
- 93.2%
- B/E move
- 10.2%
50Δ
- Pseudo strike
- IV
- B/E move
- Pseudo strike
- 25.08
- IV
- 96.0%
- B/E move
- 9.1%
55Δ
- Pseudo strike
- IV
- B/E move
- Pseudo strike
- 26.11
- IV
- 98.8%
- B/E move
- 7.9%
60Δ
- Pseudo strike
- IV
- B/E move
- Pseudo strike
- 27.14
- IV
- 101.6%
- B/E move
- 6.8%
65Δ
- Pseudo strike
- 22.29
- IV
- 66.5%
- B/E move
- 5.1%
- Pseudo strike
- 28.17
- IV
- 104.4%
- B/E move
- 5.7%
70Δ
- Pseudo strike
- 21.14
- IV
- 79.2%
- B/E move
- 4.6%
- Pseudo strike
- 29.20
- IV
- 107.2%
- B/E move
- 4.6%
75Δ
- Pseudo strike
- 19.98
- IV
- 92.0%
- B/E move
- 4.1%
- Pseudo strike
- IV
- B/E move
80Δ
- Pseudo strike
- 18.83
- IV
- 104.8%
- B/E move
- 3.6%
- Pseudo strike
- IV
- B/E move
Options history
No recorded observations