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Midland States Bancorp, Inc. Common Stock MSBI

FINANCIAL SERVICES · BANKS - REGIONAL
i

Market dataready · fetched 2026-11-12T02:36:28.600Z

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 · 2026-11-11T21:00:00.649159571Z

FundamentalsAlpha Vantage · ready · quarter 2026-09-30 · fetched 2026-11-12T02:36:28.133285+00:00

Share price$32.09
1D-1.0%
AH$31.99$32.11$32.22$32.34$32.465:30 AM6:30 AM9:00 AM1:00 PM2:00 PMMSBI
Sold putSold callAH

Midland States Bancorp, Inc. Common Stock options

Live interpolated MSBI call and put midpoint premiums by absolute delta.Midland States Bancorp, Inc. Common Stock$0.16$3.05$5.94$8.83$11.73$29.27$31.27$33.27$35.27$37.2820Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ70Δ P unavailable: no unambiguous, price-consistent delta bracketP —75Δ P unavailable: no unambiguous, price-consistent delta bracketP —OPTION PRICELive MSBI spot · $32.09MSBI PRICE$0.47$0.54$0.81$1.08$1.35$1.62$1.89$2.16$2.44$2.71$2.98$4.22$5.66$0.54$0.57$0.92$1.28$1.64$2.00$2.36$2.72$3.09$3.45$10.89
Puts——
CallsExpensive2.07×
Skew——
Implied moveBearish±$4.26
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ37.3397.8%17.8%28.07102.6%14.2%
25Δ34.8772.5%10.4%29.9173.7%8.6%
30Δ34.3474.5%9.5%30.5474.7%7.7%
35Δ33.8176.5%8.7%31.1177.3%7.0%
40Δ33.2878.6%7.9%31.6879.9%6.4%
45Δ32.7580.6%7.1%32.2582.4%5.7%
50Δ32.2282.6%6.3%32.8285.0%5.1%
55Δ31.6984.6%5.5%33.3887.6%4.5%
60Δ31.1686.6%4.7%33.9590.2%3.8%
65Δ30.6288.6%3.9%34.5292.7%3.2%
70Δ30.0990.7%3.1%
75Δ28.72109.0%2.7%
80Δ27.18130.7%2.3%42.17175.4%2.5%

20Δ

Calls
Pseudo strike
37.33
IV
97.8%
B/E move
17.8%
Puts
Pseudo strike
28.07
IV
102.6%
B/E move
14.2%

25Δ

Calls
Pseudo strike
34.87
IV
72.5%
B/E move
10.4%
Puts
Pseudo strike
29.91
IV
73.7%
B/E move
8.6%

30Δ

Calls
Pseudo strike
34.34
IV
74.5%
B/E move
9.5%
Puts
Pseudo strike
30.54
IV
74.7%
B/E move
7.7%

35Δ

Calls
Pseudo strike
33.81
IV
76.5%
B/E move
8.7%
Puts
Pseudo strike
31.11
IV
77.3%
B/E move
7.0%

40Δ

Calls
Pseudo strike
33.28
IV
78.6%
B/E move
7.9%
Puts
Pseudo strike
31.68
IV
79.9%
B/E move
6.4%

45Δ

Calls
Pseudo strike
32.75
IV
80.6%
B/E move
7.1%
Puts
Pseudo strike
32.25
IV
82.4%
B/E move
5.7%

50Δ

Calls
Pseudo strike
32.22
IV
82.6%
B/E move
6.3%
Puts
Pseudo strike
32.82
IV
85.0%
B/E move
5.1%

55Δ

Calls
Pseudo strike
31.69
IV
84.6%
B/E move
5.5%
Puts
Pseudo strike
33.38
IV
87.6%
B/E move
4.5%

60Δ

Calls
Pseudo strike
31.16
IV
86.6%
B/E move
4.7%
Puts
Pseudo strike
33.95
IV
90.2%
B/E move
3.8%

65Δ

Calls
Pseudo strike
30.62
IV
88.6%
B/E move
3.9%
Puts
Pseudo strike
34.52
IV
92.7%
B/E move
3.2%

70Δ

Calls
Pseudo strike
30.09
IV
90.7%
B/E move
3.1%
Puts
Pseudo strike
IV
B/E move

75Δ

Calls
Pseudo strike
28.72
IV
109.0%
B/E move
2.7%
Puts
Pseudo strike
IV
B/E move

80Δ

Calls
Pseudo strike
27.18
IV
130.7%
B/E move
2.3%
Puts
Pseudo strike
42.17
IV
175.4%
B/E move
2.5%

Options history

IV · four-Friday blend44.21%
Daily EOD
MSBI34.0%42.1%50.1%2026-10-20: 35.53%2026-10-21: 49.03%2026-10-22: 39.97%2026-10-27: 35.10%2026-10-28: 44.21%Oct 20Oct 22Oct 28
5 observations2026-10-20 — 2026-10-28
Table
DateIV (%)
35.53%
49.03%
39.97%
35.10%
44.21%