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Nicolet Bankshares,Inc. NIC

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Market datapartial · fetched 2026-10-22T14:52:36.576Z

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 · 2026-10-22T14:47:48.413396419Z

FundamentalsAlpha Vantage · unavailable

Share price$169.51
1D+2.7%
$165$166$168$169$1705:30 AM6:30 AM9:00 AM1:00 PMNIC
Sold putSold call

Nicolet Bankshares,Inc. options

Live interpolated NIC call and put midpoint premiums by absolute delta.Nicolet Bankshares,Inc.$2.19$4.63$7.07$9.51$11.95$150.40$160.57$170.74$180.91$191.0820Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive NIC spot · $169.51NIC PRICE$2.45$2.45$2.45$2.52$3.14$3.75$4.37$5.21$6.13$7.06$8.19$9.57$10.96$2.45$2.49$2.74$3.13$3.73$4.33$5.00$5.82$6.63$7.45$8.68$9.94$11.24
PutsCheap0.86×
CallsCheap0.74×
SkewBullish-0.27 pp
Implied moveBearish±$9.37
TiltBearish3.8% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ193.0848.9%15.3%154.6143.2%10.2%
25Δ183.4236.3%9.7%160.2333.5%6.9%
30Δ178.2728.4%6.6%163.1729.3%5.4%
35Δ174.8223.0%4.6%165.6226.5%4.1%
40Δ173.3623.3%4.1%167.2526.0%3.5%
45Δ171.9023.5%3.6%168.8725.4%2.9%
50Δ170.4323.7%3.1%170.4624.9%2.4%
55Δ168.9324.0%2.7%171.9424.6%2.0%
60Δ167.4024.3%2.4%173.4224.2%1.6%
65Δ165.8824.7%2.0%174.9023.9%1.2%
70Δ164.2124.9%1.7%176.6123.7%0.9%
75Δ162.3425.1%1.4%178.3423.5%0.7%
80Δ160.4625.3%1.1%180.1123.3%0.4%

20Δ

Calls
Pseudo strike
193.08
IV
48.9%
B/E move
15.3%
Puts
Pseudo strike
154.61
IV
43.2%
B/E move
10.2%

25Δ

Calls
Pseudo strike
183.42
IV
36.3%
B/E move
9.7%
Puts
Pseudo strike
160.23
IV
33.5%
B/E move
6.9%

30Δ

Calls
Pseudo strike
178.27
IV
28.4%
B/E move
6.6%
Puts
Pseudo strike
163.17
IV
29.3%
B/E move
5.4%

35Δ

Calls
Pseudo strike
174.82
IV
23.0%
B/E move
4.6%
Puts
Pseudo strike
165.62
IV
26.5%
B/E move
4.1%

40Δ

Calls
Pseudo strike
173.36
IV
23.3%
B/E move
4.1%
Puts
Pseudo strike
167.25
IV
26.0%
B/E move
3.5%

45Δ

Calls
Pseudo strike
171.90
IV
23.5%
B/E move
3.6%
Puts
Pseudo strike
168.87
IV
25.4%
B/E move
2.9%

50Δ

Calls
Pseudo strike
170.43
IV
23.7%
B/E move
3.1%
Puts
Pseudo strike
170.46
IV
24.9%
B/E move
2.4%

55Δ

Calls
Pseudo strike
168.93
IV
24.0%
B/E move
2.7%
Puts
Pseudo strike
171.94
IV
24.6%
B/E move
2.0%

60Δ

Calls
Pseudo strike
167.40
IV
24.3%
B/E move
2.4%
Puts
Pseudo strike
173.42
IV
24.2%
B/E move
1.6%

65Δ

Calls
Pseudo strike
165.88
IV
24.7%
B/E move
2.0%
Puts
Pseudo strike
174.90
IV
23.9%
B/E move
1.2%

70Δ

Calls
Pseudo strike
164.21
IV
24.9%
B/E move
1.7%
Puts
Pseudo strike
176.61
IV
23.7%
B/E move
0.9%

75Δ

Calls
Pseudo strike
162.34
IV
25.1%
B/E move
1.4%
Puts
Pseudo strike
178.34
IV
23.5%
B/E move
0.7%

80Δ

Calls
Pseudo strike
160.46
IV
25.3%
B/E move
1.1%
Puts
Pseudo strike
180.11
IV
23.3%
B/E move
0.4%

Options history

No recorded observations