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NBT Bancorp Inc. Common Stock NBTB

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Market datapartial · fetched 2026-10-22T21:02:35.370Z

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 · 2026-10-22T20:00:01.980793718Z

FundamentalsAlpha Vantage · unavailable

Share price$52.79
1D+2.4%
AH$51.44$51.83$52.21$52.59$52.985:30 AM6:30 AM9:00 AM1:00 PM2:00 PMNBTB
Sold putSold callAH

NBT Bancorp Inc. Common Stock options

Live interpolated NBTB call and put midpoint premiums by absolute delta.NBT Bancorp Inc. Common Stock$2.29$3.73$5.17$6.61$8.04$41.77$46.99$52.21$57.44$62.6620Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive NBTB spot · $52.79NBTB PRICE$2.45$2.45$2.45$2.50$2.67$2.85$3.03$3.20$3.38$3.55$5.29$2.45$2.47$2.55$2.63$2.73$2.83$2.93$3.03$3.12$3.50$4.88$6.25$7.63
PutsExpensive3.19×
CallsExpensive2.29×
SkewBearish+7.74 pp
Implied moveBearish±$5.60
TiltBearish16.3% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ41.72125.8%25.6%
25Δ45.5697.8%18.4%
30Δ64.06100.1%26.0%47.8682.4%14.2%
35Δ59.4179.5%17.2%50.0667.7%10.2%
40Δ56.8565.7%12.3%50.9261.7%8.7%
45Δ54.7954.6%8.5%51.7755.8%7.3%
50Δ54.0250.7%7.4%52.6249.9%5.9%
55Δ53.2646.8%6.3%53.4843.9%4.4%
60Δ52.4942.9%5.2%54.3338.0%3.0%
65Δ51.7339.0%4.1%55.3334.3%1.8%
70Δ50.9635.2%2.9%56.8438.7%1.6%
75Δ50.2031.3%1.8%58.3643.1%1.3%
80Δ48.1934.9%1.3%59.8747.5%1.0%

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
41.72
IV
125.8%
B/E move
25.6%

25Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
45.56
IV
97.8%
B/E move
18.4%

30Δ

Calls
Pseudo strike
64.06
IV
100.1%
B/E move
26.0%
Puts
Pseudo strike
47.86
IV
82.4%
B/E move
14.2%

35Δ

Calls
Pseudo strike
59.41
IV
79.5%
B/E move
17.2%
Puts
Pseudo strike
50.06
IV
67.7%
B/E move
10.2%

40Δ

Calls
Pseudo strike
56.85
IV
65.7%
B/E move
12.3%
Puts
Pseudo strike
50.92
IV
61.7%
B/E move
8.7%

45Δ

Calls
Pseudo strike
54.79
IV
54.6%
B/E move
8.5%
Puts
Pseudo strike
51.77
IV
55.8%
B/E move
7.3%

50Δ

Calls
Pseudo strike
54.02
IV
50.7%
B/E move
7.4%
Puts
Pseudo strike
52.62
IV
49.9%
B/E move
5.9%

55Δ

Calls
Pseudo strike
53.26
IV
46.8%
B/E move
6.3%
Puts
Pseudo strike
53.48
IV
43.9%
B/E move
4.4%

60Δ

Calls
Pseudo strike
52.49
IV
42.9%
B/E move
5.2%
Puts
Pseudo strike
54.33
IV
38.0%
B/E move
3.0%

65Δ

Calls
Pseudo strike
51.73
IV
39.0%
B/E move
4.1%
Puts
Pseudo strike
55.33
IV
34.3%
B/E move
1.8%

70Δ

Calls
Pseudo strike
50.96
IV
35.2%
B/E move
2.9%
Puts
Pseudo strike
56.84
IV
38.7%
B/E move
1.6%

75Δ

Calls
Pseudo strike
50.20
IV
31.3%
B/E move
1.8%
Puts
Pseudo strike
58.36
IV
43.1%
B/E move
1.3%

80Δ

Calls
Pseudo strike
48.19
IV
34.9%
B/E move
1.3%
Puts
Pseudo strike
59.87
IV
47.5%
B/E move
1.0%

Options history

No recorded observations