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The Bank of N.T. Butterfield & Son Limited NTB

FINANCIAL SERVICES · BANKS - DIVERSIFIED
i

Market dataready · fetched 2026-11-12T03:02:23.629Z

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 · 2026-11-12T00:00:00.003717671Z

FundamentalsAlpha Vantage · ready · quarter 2026-09-30 · fetched 2026-11-12T03:02:23.223102+00:00

Share price$56.55
1D+1.0%
AH$55.84$56.05$56.25$56.45$56.665:30 AM6:30 AM9:00 AM1:00 PM2:00 PMNTB
Sold putSold callAH

The Bank of N.T. Butterfield & Son Limited options

Live interpolated NTB call and put midpoint premiums by absolute delta.The Bank of N.T. Butterfield & Son Limited$0.26$3.28$6.29$9.31$12.32$49.81$52.57$55.34$58.10$60.8620Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ20Δ C unavailable: no unambiguous, price-consistent delta bracketC —25Δ C unavailable: no unambiguous, price-consistent delta bracketC —OPTION PRICELive NTB spot · $56.55NTB PRICE$0.59$0.71$0.83$0.94$1.06$1.18$1.30$1.42$1.54$1.65$1.77$0.70$0.73$0.76$1.51$2.62$3.72$4.83$5.93$7.04$8.14$9.24$10.35$11.45
PutsExpensive2.41×
Calls——
Skew——
Implied moveBearish±$5.89
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ51.2974.7%10.5%
25Δ52.8860.3%7.8%
30Δ58.8531.3%5.1%54.4745.9%5.0%
35Δ58.4730.3%4.6%55.8644.4%3.9%
40Δ58.1029.3%4.2%57.1349.2%3.6%
45Δ57.7228.3%3.7%58.4154.0%3.3%
50Δ57.3427.3%3.3%59.6958.9%3.0%
55Δ56.9726.3%2.8%60.9663.7%2.7%
60Δ56.5925.3%2.4%62.2468.5%2.4%
65Δ56.2224.3%1.9%63.5173.4%2.1%
70Δ55.8423.3%1.5%64.7978.2%1.8%
75Δ55.4722.3%1.0%66.0783.0%1.5%
80Δ55.0921.3%0.6%67.3487.8%1.2%

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
51.29
IV
74.7%
B/E move
10.5%

25Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
52.88
IV
60.3%
B/E move
7.8%

30Δ

Calls
Pseudo strike
58.85
IV
31.3%
B/E move
5.1%
Puts
Pseudo strike
54.47
IV
45.9%
B/E move
5.0%

35Δ

Calls
Pseudo strike
58.47
IV
30.3%
B/E move
4.6%
Puts
Pseudo strike
55.86
IV
44.4%
B/E move
3.9%

40Δ

Calls
Pseudo strike
58.10
IV
29.3%
B/E move
4.2%
Puts
Pseudo strike
57.13
IV
49.2%
B/E move
3.6%

45Δ

Calls
Pseudo strike
57.72
IV
28.3%
B/E move
3.7%
Puts
Pseudo strike
58.41
IV
54.0%
B/E move
3.3%

50Δ

Calls
Pseudo strike
57.34
IV
27.3%
B/E move
3.3%
Puts
Pseudo strike
59.69
IV
58.9%
B/E move
3.0%

55Δ

Calls
Pseudo strike
56.97
IV
26.3%
B/E move
2.8%
Puts
Pseudo strike
60.96
IV
63.7%
B/E move
2.7%

60Δ

Calls
Pseudo strike
56.59
IV
25.3%
B/E move
2.4%
Puts
Pseudo strike
62.24
IV
68.5%
B/E move
2.4%

65Δ

Calls
Pseudo strike
56.22
IV
24.3%
B/E move
1.9%
Puts
Pseudo strike
63.51
IV
73.4%
B/E move
2.1%

70Δ

Calls
Pseudo strike
55.84
IV
23.3%
B/E move
1.5%
Puts
Pseudo strike
64.79
IV
78.2%
B/E move
1.8%

75Δ

Calls
Pseudo strike
55.47
IV
22.3%
B/E move
1.0%
Puts
Pseudo strike
66.07
IV
83.0%
B/E move
1.5%

80Δ

Calls
Pseudo strike
55.09
IV
21.3%
B/E move
0.6%
Puts
Pseudo strike
67.34
IV
87.8%
B/E move
1.2%

Options history

IV · four-Friday blend31.39%
Daily EOD
NTB26.2%29.5%32.7%2026-10-19: 28.15%2026-10-20: 29.22%2026-10-21: 26.65%2026-10-22: 30.63%2026-10-23: 27.46%2026-10-26: 29.43%2026-10-27: 32.26%2026-10-28: 29.53%2026-10-29: 31.27%2026-10-30: 31.39%Oct 19Oct 23Oct 30
10 observations2026-10-19 — 2026-10-30
Table
DateIV (%)
28.15%
29.22%
26.65%
30.63%
27.46%
29.43%
32.26%
29.53%
31.27%
31.39%