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NBT Bancorp Inc. Common Stock NBTB

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Market datapartial · fetched 2026-10-23T14:14:15.404Z

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 · 2026-10-23T14:13:43.083771548Z

FundamentalsAlpha Vantage · unavailable

Share price$52.56
1D-0.4%
$52.53$52.62$52.71$52.79$52.885:30 AM6:30 AM9:00 AM1:00 PMNBTB
Sold putSold call

NBT Bancorp Inc. Common Stock options

Live interpolated NBTB call and put midpoint premiums by absolute delta.NBT Bancorp Inc. Common Stock$1.94$2.61$3.28$3.96$4.63$-0.12$0.19$0.50$0.81$1.1220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICENBTB PRICE$2.47$2.57$2.68$2.78$2.88$2.99$3.09$3.19$3.30$3.41$4.44$2.01$2.22$2.43$2.63
PutsExpensive6.00×
CallsExpensive2.84×
SkewBearish+51.02 pp
Implied move——
TiltBullish56.9% CALL
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ36.36160.1%34.6%
25Δ40.79130.3%26.6%
30Δ64.66105.1%27.7%45.22100.4%18.6%
35Δ63.0396.7%24.8%49.6570.6%10.6%
40Δ61.4088.4%21.9%
45Δ59.7780.1%19.0%
50Δ58.1471.8%16.1%
55Δ56.5063.5%13.2%
60Δ54.8755.2%10.3%
65Δ53.2446.8%7.4%
70Δ51.6138.5%4.5%
75Δ49.9830.3%1.6%
80Δ48.7831.1%1.2%

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
36.36
IV
160.1%
B/E move
34.6%

25Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
40.79
IV
130.3%
B/E move
26.6%

30Δ

Calls
Pseudo strike
64.66
IV
105.1%
B/E move
27.7%
Puts
Pseudo strike
45.22
IV
100.4%
B/E move
18.6%

35Δ

Calls
Pseudo strike
63.03
IV
96.7%
B/E move
24.8%
Puts
Pseudo strike
49.65
IV
70.6%
B/E move
10.6%

40Δ

Calls
Pseudo strike
61.40
IV
88.4%
B/E move
21.9%
Puts
Pseudo strike
IV
B/E move

45Δ

Calls
Pseudo strike
59.77
IV
80.1%
B/E move
19.0%
Puts
Pseudo strike
IV
B/E move

50Δ

Calls
Pseudo strike
58.14
IV
71.8%
B/E move
16.1%
Puts
Pseudo strike
IV
B/E move

55Δ

Calls
Pseudo strike
56.50
IV
63.5%
B/E move
13.2%
Puts
Pseudo strike
IV
B/E move

60Δ

Calls
Pseudo strike
54.87
IV
55.2%
B/E move
10.3%
Puts
Pseudo strike
IV
B/E move

65Δ

Calls
Pseudo strike
53.24
IV
46.8%
B/E move
7.4%
Puts
Pseudo strike
IV
B/E move

70Δ

Calls
Pseudo strike
51.61
IV
38.5%
B/E move
4.5%
Puts
Pseudo strike
IV
B/E move

75Δ

Calls
Pseudo strike
49.98
IV
30.3%
B/E move
1.6%
Puts
Pseudo strike
IV
B/E move

80Δ

Calls
Pseudo strike
48.78
IV
31.1%
B/E move
1.2%
Puts
Pseudo strike
IV
B/E move

Options history

No recorded observations