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Nicolet Bankshares,Inc. NIC

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Market datapartial · fetched 2026-11-11T15:55:19.680Z

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 · 2026-11-11T15:55:14.706606057Z

FundamentalsAlpha Vantage · unavailable

Share price$174.36
1D-0.5%
$174.35$174.70$175.05$175.40$175.755:30 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.$0.93$3.10$5.26$7.42$9.59$164.88$170.46$176.05$181.63$187.2120Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive NIC spot · $174.36NIC PRICE$1.65$1.82$2.20$2.60$3.06$3.53$3.99$4.45$4.91$5.37$5.83$7.14$8.96$1.17$1.32$1.53$1.79$2.05$2.31$2.58$2.92$3.33$3.74$4.15$4.56$4.97
PutsCheap0.92×
CallsExpensive1.07×
SkewBullish-14.25 pp
Implied moveBullish±$6.56
TiltBullish20.8% CALL
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ190.6158.8%10.3%166.1037.5%5.4%
25Δ183.9545.7%6.5%168.6831.9%4.0%
30Δ181.5843.3%5.4%170.4928.4%3.1%
35Δ179.5741.2%4.5%171.5027.1%2.7%
40Δ178.2739.7%4.0%172.5125.8%2.2%
45Δ176.9738.2%3.5%173.5224.4%1.8%
50Δ175.6736.7%3.0%174.5223.1%1.4%
55Δ174.3835.2%2.6%175.3622.0%1.1%
60Δ173.0833.7%2.1%176.0521.1%0.9%
65Δ171.7832.2%1.6%176.7320.2%0.8%
70Δ170.4830.7%1.1%177.4119.3%0.6%
75Δ168.7032.0%0.9%178.1018.4%0.5%
80Δ166.6334.8%0.7%178.7817.5%0.3%

20Δ

Calls
Pseudo strike
190.61
IV
58.8%
B/E move
10.3%
Puts
Pseudo strike
166.10
IV
37.5%
B/E move
5.4%

25Δ

Calls
Pseudo strike
183.95
IV
45.7%
B/E move
6.5%
Puts
Pseudo strike
168.68
IV
31.9%
B/E move
4.0%

30Δ

Calls
Pseudo strike
181.58
IV
43.3%
B/E move
5.4%
Puts
Pseudo strike
170.49
IV
28.4%
B/E move
3.1%

35Δ

Calls
Pseudo strike
179.57
IV
41.2%
B/E move
4.5%
Puts
Pseudo strike
171.50
IV
27.1%
B/E move
2.7%

40Δ

Calls
Pseudo strike
178.27
IV
39.7%
B/E move
4.0%
Puts
Pseudo strike
172.51
IV
25.8%
B/E move
2.2%

45Δ

Calls
Pseudo strike
176.97
IV
38.2%
B/E move
3.5%
Puts
Pseudo strike
173.52
IV
24.4%
B/E move
1.8%

50Δ

Calls
Pseudo strike
175.67
IV
36.7%
B/E move
3.0%
Puts
Pseudo strike
174.52
IV
23.1%
B/E move
1.4%

55Δ

Calls
Pseudo strike
174.38
IV
35.2%
B/E move
2.6%
Puts
Pseudo strike
175.36
IV
22.0%
B/E move
1.1%

60Δ

Calls
Pseudo strike
173.08
IV
33.7%
B/E move
2.1%
Puts
Pseudo strike
176.05
IV
21.1%
B/E move
0.9%

65Δ

Calls
Pseudo strike
171.78
IV
32.2%
B/E move
1.6%
Puts
Pseudo strike
176.73
IV
20.2%
B/E move
0.8%

70Δ

Calls
Pseudo strike
170.48
IV
30.7%
B/E move
1.1%
Puts
Pseudo strike
177.41
IV
19.3%
B/E move
0.6%

75Δ

Calls
Pseudo strike
168.70
IV
32.0%
B/E move
0.9%
Puts
Pseudo strike
178.10
IV
18.4%
B/E move
0.5%

80Δ

Calls
Pseudo strike
166.63
IV
34.8%
B/E move
0.7%
Puts
Pseudo strike
178.78
IV
17.5%
B/E move
0.3%

Options history

IV · four-Friday blend24.09%
Daily EOD
NIC22.8%24.1%25.4%2026-10-19: 25.25%2026-10-20: 25.23%2026-10-21: 23.32%2026-10-22: 23.44%2026-10-23: 23.83%2026-10-26: 23.49%2026-10-27: 23.20%2026-10-28: 23.36%2026-10-29: 23.02%2026-10-30: 24.09%Oct 19Oct 23Oct 30
10 observations2026-10-19 — 2026-10-30
Table
DateIV (%)
25.25%
25.23%
23.32%
23.44%
23.83%
23.49%
23.20%
23.36%
23.02%
24.09%