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Ponce Financial Group, Inc. Common Stock PDLB

FINANCIAL SERVICES · BANKS - REGIONAL
i

Market dataready · fetched 2026-11-13T00:47:25.396Z

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 · 2026-11-12T21:00:00.588306659Z

FundamentalsAlpha Vantage · ready · quarter 2026-09-30 · fetched 2026-11-13T00:47:24.573334+00:00

Share price$22.20
1D-0.1%
AH$22.04$22.09$22.13$22.18$22.235:30 AM6:30 AM9:00 AM1:00 PM2:00 PMPDLB
Sold putSold callAH

Ponce Financial Group, Inc. Common Stock options

Live interpolated PDLB call and put midpoint premiums by absolute delta.Ponce Financial Group, Inc. Common Stock$1.53$2.18$2.82$3.47$4.12$-0.12$0.19$0.50$0.81$1.1220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ20Δ C unavailable: no unambiguous, price-consistent delta bracketC —25Δ C unavailable: no unambiguous, price-consistent delta bracketC —30Δ C unavailable: no unambiguous, price-consistent delta bracketC —35Δ C unavailable: no unambiguous, price-consistent delta bracketC —40Δ C unavailable: no unambiguous, price-consistent delta bracketC —45Δ C unavailable: no unambiguous, price-consistent delta bracketC —50Δ C unavailable: no unambiguous, price-consistent delta bracketC —80Δ C unavailable: no unambiguous, price-consistent delta bracketC —OPTION PRICEPDLB PRICE$1.77$1.94$2.11$2.28$2.45$1.60$1.60$1.60$1.66$1.73$1.80$1.91$2.13$2.35$2.58$2.80$3.02$3.93
PutsExpensive4.67×
Calls——
Skew——
Implied move——
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ16.43345.4%33.2%
25Δ18.27273.0%24.9%
30Δ19.73218.6%18.3%
35Δ20.57190.8%14.8%
40Δ21.27169.0%12.0%
45Δ21.97147.3%9.1%
50Δ22.61129.4%6.8%
55Δ22.19131.6%7.9%23.04123.2%5.8%
60Δ21.74124.0%6.7%23.47117.0%4.9%
65Δ21.30116.4%5.4%23.89110.9%4.0%
70Δ20.85108.8%4.2%24.32104.7%3.0%
75Δ20.40101.1%2.9%24.7598.6%2.1%
80Δ25.81102.7%1.4%

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
16.43
IV
345.4%
B/E move
33.2%

25Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
18.27
IV
273.0%
B/E move
24.9%

30Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
19.73
IV
218.6%
B/E move
18.3%

35Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
20.57
IV
190.8%
B/E move
14.8%

40Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
21.27
IV
169.0%
B/E move
12.0%

45Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
21.97
IV
147.3%
B/E move
9.1%

50Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
22.61
IV
129.4%
B/E move
6.8%

55Δ

Calls
Pseudo strike
22.19
IV
131.6%
B/E move
7.9%
Puts
Pseudo strike
23.04
IV
123.2%
B/E move
5.8%

60Δ

Calls
Pseudo strike
21.74
IV
124.0%
B/E move
6.7%
Puts
Pseudo strike
23.47
IV
117.0%
B/E move
4.9%

65Δ

Calls
Pseudo strike
21.30
IV
116.4%
B/E move
5.4%
Puts
Pseudo strike
23.89
IV
110.9%
B/E move
4.0%

70Δ

Calls
Pseudo strike
20.85
IV
108.8%
B/E move
4.2%
Puts
Pseudo strike
24.32
IV
104.7%
B/E move
3.0%

75Δ

Calls
Pseudo strike
20.40
IV
101.1%
B/E move
2.9%
Puts
Pseudo strike
24.75
IV
98.6%
B/E move
2.1%

80Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
25.81
IV
102.7%
B/E move
1.4%

Options history

IV · four-Friday blend58.77%
Daily EOD
PDLB55.1%63.6%72.1%2026-10-19: 61.90%2026-10-20: 59.43%2026-10-21: 70.89%2026-10-22: 70.05%2026-10-23: 65.36%2026-10-26: 56.31%2026-10-27: 62.48%2026-10-28: 58.38%2026-10-29: 58.81%2026-10-30: 58.77%Oct 19Oct 23Oct 30
10 observations2026-10-19 — 2026-10-30
Table
DateIV (%)
61.90%
59.43%
70.89%
70.05%
65.36%
56.31%
62.48%
58.38%
58.81%
58.77%