Share price$52.81
1D+2.4%
Sold putSold call
NBT Bancorp Inc. Common Stock NBTB
i
Market datapartial · fetched 2026-10-22T18:29:05.100Z
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 · 2026-10-22T18:26:41.502179528Z
FundamentalsAlpha Vantage · unavailable
NBT Bancorp Inc. Common Stock options
PutsExpensive3.34×
CallsExpensive3.51×
SkewBullish-17.68 pp
Implied move——
TiltBearish80.9% PUT
Table
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 39.99 | 140.9% | 28.6% | |||
| 25Δ | 45.58 | 97.7% | 18.4% | |||
| 30Δ | 64.09 | 98.0% | 25.8% | 47.89 | 82.3% | 14.2% |
| 35Δ | 58.90 | 64.1% | 15.1% | 50.07 | 67.7% | 10.2% |
| 40Δ | 50.93 | 61.8% | 8.7% | |||
| 45Δ | 51.79 | 55.8% | 7.3% | |||
| 50Δ | 52.65 | 49.9% | 5.8% | |||
| 55Δ | 53.51 | 43.9% | 4.4% | |||
| 60Δ | 54.38 | 37.9% | 3.0% | |||
| 65Δ | 55.45 | 35.1% | 1.9% | |||
| 70Δ | 57.09 | 40.8% | 1.6% | |||
| 75Δ | 58.74 | 46.4% | 1.4% | |||
| 80Δ | ||||||
20Δ
- Pseudo strike
- IV
- B/E move
- Pseudo strike
- 39.99
- IV
- 140.9%
- B/E move
- 28.6%
25Δ
- Pseudo strike
- IV
- B/E move
- Pseudo strike
- 45.58
- IV
- 97.7%
- B/E move
- 18.4%
30Δ
- Pseudo strike
- 64.09
- IV
- 98.0%
- B/E move
- 25.8%
- Pseudo strike
- 47.89
- IV
- 82.3%
- B/E move
- 14.2%
35Δ
- Pseudo strike
- 58.90
- IV
- 64.1%
- B/E move
- 15.1%
- Pseudo strike
- 50.07
- IV
- 67.7%
- B/E move
- 10.2%
40Δ
- Pseudo strike
- IV
- B/E move
- Pseudo strike
- 50.93
- IV
- 61.8%
- B/E move
- 8.7%
45Δ
- Pseudo strike
- IV
- B/E move
- Pseudo strike
- 51.79
- IV
- 55.8%
- B/E move
- 7.3%
50Δ
- Pseudo strike
- IV
- B/E move
- Pseudo strike
- 52.65
- IV
- 49.9%
- B/E move
- 5.8%
55Δ
- Pseudo strike
- IV
- B/E move
- Pseudo strike
- 53.51
- IV
- 43.9%
- B/E move
- 4.4%
60Δ
- Pseudo strike
- IV
- B/E move
- Pseudo strike
- 54.38
- IV
- 37.9%
- B/E move
- 3.0%
65Δ
- Pseudo strike
- IV
- B/E move
- Pseudo strike
- 55.45
- IV
- 35.1%
- B/E move
- 1.9%
70Δ
- Pseudo strike
- IV
- B/E move
- Pseudo strike
- 57.09
- IV
- 40.8%
- B/E move
- 1.6%
75Δ
- Pseudo strike
- IV
- B/E move
- Pseudo strike
- 58.74
- IV
- 46.4%
- B/E move
- 1.4%
80Δ
- Pseudo strike
- IV
- B/E move
- Pseudo strike
- IV
- B/E move
Options history
No recorded observations