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NBT Bancorp Inc. Common Stock NBTB

FINANCIAL SERVICES · BANKS - REGIONAL
i

Market dataready · fetched 2026-11-12T17:21:24.917Z

Delta surfaceAlpaca · derived absolute-delta buckets · 2027-02-19

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 · 2026-11-12T17:13:47.83422755Z

FundamentalsAlpha Vantage · ready · quarter 2026-09-30 · fetched 2026-11-12T17:21:23.131828+00:00

Share price$52.74
1D-0.7%
$52.46$52.63$52.81$52.98$53.155:30 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$1.01$3.24$5.46$7.68$9.91$42.83$47.87$52.91$57.95$62.9920Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ20Δ C unavailable: no unambiguous, price-consistent delta bracketC —25Δ C unavailable: no unambiguous, price-consistent delta bracketC —80Δ P unavailable: no unambiguous, price-consistent delta bracketP —OPTION PRICELive NBTB spot · $52.74NBTB PRICE$2.48$2.52$2.56$2.60$2.94$3.30$3.67$4.03$4.40$6.38$9.27$1.25$1.72$2.19$2.69$3.27$3.84$4.42$5.00$5.58$6.15$6.73$7.31
Puts——
Calls——
Skew——
Implied moveBearish±$7.36
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ46.7633.0%13.7%
25Δ47.9734.5%12.3%
30Δ67.2058.6%32.1%49.1936.0%10.9%
35Δ63.2249.3%24.6%50.3736.7%9.6%
40Δ59.2440.1%17.2%51.5235.7%8.5%
45Δ55.2530.9%9.7%52.6634.6%7.4%
50Δ54.1229.2%8.2%53.8033.5%6.4%
55Δ53.1728.0%7.1%54.9532.5%5.3%
60Δ52.2326.8%6.0%56.0931.4%4.2%
65Δ51.2825.6%4.9%57.2330.4%3.1%
70Δ50.3424.5%3.8%58.3729.3%2.1%
75Δ47.9427.8%3.0%59.5228.2%1.0%
80Δ44.7433.6%2.4%

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
46.76
IV
33.0%
B/E move
13.7%

25Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
47.97
IV
34.5%
B/E move
12.3%

30Δ

Calls
Pseudo strike
67.20
IV
58.6%
B/E move
32.1%
Puts
Pseudo strike
49.19
IV
36.0%
B/E move
10.9%

35Δ

Calls
Pseudo strike
63.22
IV
49.3%
B/E move
24.6%
Puts
Pseudo strike
50.37
IV
36.7%
B/E move
9.6%

40Δ

Calls
Pseudo strike
59.24
IV
40.1%
B/E move
17.2%
Puts
Pseudo strike
51.52
IV
35.7%
B/E move
8.5%

45Δ

Calls
Pseudo strike
55.25
IV
30.9%
B/E move
9.7%
Puts
Pseudo strike
52.66
IV
34.6%
B/E move
7.4%

50Δ

Calls
Pseudo strike
54.12
IV
29.2%
B/E move
8.2%
Puts
Pseudo strike
53.80
IV
33.5%
B/E move
6.4%

55Δ

Calls
Pseudo strike
53.17
IV
28.0%
B/E move
7.1%
Puts
Pseudo strike
54.95
IV
32.5%
B/E move
5.3%

60Δ

Calls
Pseudo strike
52.23
IV
26.8%
B/E move
6.0%
Puts
Pseudo strike
56.09
IV
31.4%
B/E move
4.2%

65Δ

Calls
Pseudo strike
51.28
IV
25.6%
B/E move
4.9%
Puts
Pseudo strike
57.23
IV
30.4%
B/E move
3.1%

70Δ

Calls
Pseudo strike
50.34
IV
24.5%
B/E move
3.8%
Puts
Pseudo strike
58.37
IV
29.3%
B/E move
2.1%

75Δ

Calls
Pseudo strike
47.94
IV
27.8%
B/E move
3.0%
Puts
Pseudo strike
59.52
IV
28.2%
B/E move
1.0%

80Δ

Calls
Pseudo strike
44.74
IV
33.6%
B/E move
2.4%
Puts
Pseudo strike
IV
B/E move

Options history

IV · four-Friday blend32.75%
Daily EOD
NBTB32.5%34.1%35.7%2026-10-19: 34.54%2026-10-20: 33.20%2026-10-21: 33.85%2026-10-22: 34.77%2026-10-23: 34.00%2026-10-26: 35.49%2026-10-27: 35.01%2026-10-29: 32.75%Oct 19Oct 22Oct 29
8 observations2026-10-19 — 2026-10-29
Table
DateIV (%)
34.54%
33.20%
33.85%
34.77%
34.00%
35.49%
35.01%
32.75%