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Preferred Bank Common Stock PFBC

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Market datapartial · fetched 2026-10-22T23:47:25.599Z

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 · 2026-10-22T22:42:50.200031483Z

FundamentalsAlpha Vantage · unavailable

Share price$108.80
1D+3.2%
AH$105$106$107$108$1095:30 AM6:30 AM9:00 AM1:00 PM2:00 PMPFBC
Sold putSold callAH

Preferred Bank Common Stock options

Live interpolated PFBC call and put midpoint premiums by absolute delta.Preferred Bank Common Stock$2.29$4.22$6.14$8.07$9.99$95.35$102.29$109.23$116.18$123.1220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive PFBC spot · $108.80PFBC PRICE$2.50$2.50$2.50$2.54$2.71$2.87$3.30$4.00$4.70$5.40$6.20$7.56$8.93$2.50$2.50$2.50$2.66$3.07$3.47$3.88$4.44$5.11$5.78$6.45$7.27$9.44
PutsExpensive1.26×
CallsExpensive1.33×
SkewBullish-2.84 pp
Implied moveBearish±$7.18
TiltBearish2.9% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ135.9181.3%27.2%94.8766.8%15.1%
25Δ124.1059.6%16.4%100.1251.0%10.3%
30Δ118.1646.5%10.9%103.1741.4%7.5%
35Δ114.5237.7%7.6%105.5335.0%5.5%
40Δ112.7133.6%6.1%106.8333.3%4.6%
45Δ110.9029.4%4.6%108.1431.7%3.8%
50Δ109.4227.6%3.6%109.4430.1%3.0%
55Δ108.2828.2%3.2%110.6429.0%2.4%
60Δ107.1328.7%2.8%111.7628.4%2.0%
65Δ105.9829.2%2.4%112.8827.8%1.6%
70Δ104.7529.9%2.0%114.0027.2%1.1%
75Δ103.0530.9%1.7%115.2526.9%0.8%
80Δ101.3432.0%1.3%117.6529.1%0.5%

20Δ

Calls
Pseudo strike
135.91
IV
81.3%
B/E move
27.2%
Puts
Pseudo strike
94.87
IV
66.8%
B/E move
15.1%

25Δ

Calls
Pseudo strike
124.10
IV
59.6%
B/E move
16.4%
Puts
Pseudo strike
100.12
IV
51.0%
B/E move
10.3%

30Δ

Calls
Pseudo strike
118.16
IV
46.5%
B/E move
10.9%
Puts
Pseudo strike
103.17
IV
41.4%
B/E move
7.5%

35Δ

Calls
Pseudo strike
114.52
IV
37.7%
B/E move
7.6%
Puts
Pseudo strike
105.53
IV
35.0%
B/E move
5.5%

40Δ

Calls
Pseudo strike
112.71
IV
33.6%
B/E move
6.1%
Puts
Pseudo strike
106.83
IV
33.3%
B/E move
4.6%

45Δ

Calls
Pseudo strike
110.90
IV
29.4%
B/E move
4.6%
Puts
Pseudo strike
108.14
IV
31.7%
B/E move
3.8%

50Δ

Calls
Pseudo strike
109.42
IV
27.6%
B/E move
3.6%
Puts
Pseudo strike
109.44
IV
30.1%
B/E move
3.0%

55Δ

Calls
Pseudo strike
108.28
IV
28.2%
B/E move
3.2%
Puts
Pseudo strike
110.64
IV
29.0%
B/E move
2.4%

60Δ

Calls
Pseudo strike
107.13
IV
28.7%
B/E move
2.8%
Puts
Pseudo strike
111.76
IV
28.4%
B/E move
2.0%

65Δ

Calls
Pseudo strike
105.98
IV
29.2%
B/E move
2.4%
Puts
Pseudo strike
112.88
IV
27.8%
B/E move
1.6%

70Δ

Calls
Pseudo strike
104.75
IV
29.9%
B/E move
2.0%
Puts
Pseudo strike
114.00
IV
27.2%
B/E move
1.1%

75Δ

Calls
Pseudo strike
103.05
IV
30.9%
B/E move
1.7%
Puts
Pseudo strike
115.25
IV
26.9%
B/E move
0.8%

80Δ

Calls
Pseudo strike
101.34
IV
32.0%
B/E move
1.3%
Puts
Pseudo strike
117.65
IV
29.1%
B/E move
0.5%

Options history

No recorded observations