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NewtekOne, Inc. Common Stock NEWT

FINANCIAL SERVICES · BANKS - REGIONAL
i

Market dataready · fetched 2026-11-12T02:23:49.962Z

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 · 2026-11-11T21:00:07.373362952Z

FundamentalsAlpha Vantage · ready · quarter 2026-09-30 · fetched 2026-11-12T02:23:49.441651+00:00

Share price$10.79
1D-1.3%
AH$10.77$10.82$10.86$10.91$10.965:30 AM6:30 AM9:00 AM1:00 PM2:00 PMNEWT
Sold putSold callAH

NewtekOne, Inc. Common Stock options

Live interpolated NEWT call and put midpoint premiums by absolute delta.NewtekOne, Inc. Common Stock$0.15$0.56$0.96$1.37$1.78$9.55$10.19$10.83$11.47$12.1120Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ20Δ P unavailable: no unambiguous, price-consistent delta bracketP —75Δ C unavailable: no unambiguous, price-consistent delta bracketC —80Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —OPTION PRICELive NEWT spot · $10.79NEWT PRICE$0.19$0.29$0.39$0.48$0.58$0.68$0.78$0.87$0.97$1.07$1.17$0.24$0.38$0.53$0.67$0.81$0.95$1.09$1.24$1.38$1.52$1.66
Puts——
Calls——
Skew——
Implied moveBearish±$1.73
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ12.3491.6%16.2%
25Δ12.1193.2%14.9%10.1469.9%8.3%
30Δ11.8894.9%13.7%10.3472.1%7.7%
35Δ11.6496.6%12.4%10.5574.4%7.1%
40Δ11.4198.2%11.2%10.7676.7%6.5%
45Δ11.1899.9%9.9%10.9778.9%5.8%
50Δ10.95101.5%8.7%11.1881.2%5.2%
55Δ10.72103.2%7.4%11.3983.5%4.6%
60Δ10.49104.9%6.2%11.6085.8%4.0%
65Δ10.25106.5%4.9%11.8188.0%3.4%
70Δ10.02108.2%3.7%12.0290.3%2.7%
75Δ12.2392.6%2.1%
80Δ

20Δ

Calls
Pseudo strike
12.34
IV
91.6%
B/E move
16.2%
Puts
Pseudo strike
IV
B/E move

25Δ

Calls
Pseudo strike
12.11
IV
93.2%
B/E move
14.9%
Puts
Pseudo strike
10.14
IV
69.9%
B/E move
8.3%

30Δ

Calls
Pseudo strike
11.88
IV
94.9%
B/E move
13.7%
Puts
Pseudo strike
10.34
IV
72.1%
B/E move
7.7%

35Δ

Calls
Pseudo strike
11.64
IV
96.6%
B/E move
12.4%
Puts
Pseudo strike
10.55
IV
74.4%
B/E move
7.1%

40Δ

Calls
Pseudo strike
11.41
IV
98.2%
B/E move
11.2%
Puts
Pseudo strike
10.76
IV
76.7%
B/E move
6.5%

45Δ

Calls
Pseudo strike
11.18
IV
99.9%
B/E move
9.9%
Puts
Pseudo strike
10.97
IV
78.9%
B/E move
5.8%

50Δ

Calls
Pseudo strike
10.95
IV
101.5%
B/E move
8.7%
Puts
Pseudo strike
11.18
IV
81.2%
B/E move
5.2%

55Δ

Calls
Pseudo strike
10.72
IV
103.2%
B/E move
7.4%
Puts
Pseudo strike
11.39
IV
83.5%
B/E move
4.6%

60Δ

Calls
Pseudo strike
10.49
IV
104.9%
B/E move
6.2%
Puts
Pseudo strike
11.60
IV
85.8%
B/E move
4.0%

65Δ

Calls
Pseudo strike
10.25
IV
106.5%
B/E move
4.9%
Puts
Pseudo strike
11.81
IV
88.0%
B/E move
3.4%

70Δ

Calls
Pseudo strike
10.02
IV
108.2%
B/E move
3.7%
Puts
Pseudo strike
12.02
IV
90.3%
B/E move
2.7%

75Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
12.23
IV
92.6%
B/E move
2.1%

80Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

Options history

IV · four-Friday blend—
Daily EOD

No recorded observations

0 observations