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Preferred Bank Common Stock PFBC

FINANCIAL SERVICES · BANKS - REGIONAL
i

Market dataready · fetched 2026-11-12T02:43:18.322Z

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 · 2026-11-11T21:00:01.079207857Z

FundamentalsAlpha Vantage · ready · quarter 2026-09-30 · fetched 2026-11-12T02:35:06.353788+00:00

Share price$103.17
1D-0.6%
AH$102.77$103.03$103.30$103.57$103.835:30 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$2.41$3.23$4.06$4.88$5.71$94.18$99.43$104.69$109.94$115.1920Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ70Δ P unavailable: no unambiguous, price-consistent delta bracketP —75Δ P unavailable: no unambiguous, price-consistent delta bracketP —80Δ P unavailable: no unambiguous, price-consistent delta bracketP —OPTION PRICELive PFBC spot · $103.17PFBC PRICE$2.50$2.50$2.50$2.50$2.50$2.58$2.83$3.07$3.32$3.56$3.81$4.05$5.47$2.50$2.50$2.50$2.50$2.51$2.52$2.52$2.53$2.54$2.55
Puts——
CallsExpensive1.57×
Skew——
Implied moveBullish±$5.35
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ130.47156.5%28.9%89.09127.9%16.1%
25Δ118.44114.9%17.2%94.2497.8%11.1%
30Δ112.3389.2%11.3%97.2579.5%8.2%
35Δ108.8272.2%7.9%99.9363.0%5.6%
40Δ106.5259.5%5.7%100.7756.5%4.8%
45Δ104.7350.1%4.0%101.5650.3%4.0%
50Δ103.9447.0%3.5%102.3644.2%3.2%
55Δ103.1543.9%3.0%103.1538.0%2.5%
60Δ102.3740.8%2.4%103.9431.8%1.7%
65Δ101.5837.7%1.9%104.7425.6%1.0%
70Δ100.7934.6%1.4%
75Δ100.0031.6%0.9%
80Δ98.4234.5%0.7%

20Δ

Calls
Pseudo strike
130.47
IV
156.5%
B/E move
28.9%
Puts
Pseudo strike
89.09
IV
127.9%
B/E move
16.1%

25Δ

Calls
Pseudo strike
118.44
IV
114.9%
B/E move
17.2%
Puts
Pseudo strike
94.24
IV
97.8%
B/E move
11.1%

30Δ

Calls
Pseudo strike
112.33
IV
89.2%
B/E move
11.3%
Puts
Pseudo strike
97.25
IV
79.5%
B/E move
8.2%

35Δ

Calls
Pseudo strike
108.82
IV
72.2%
B/E move
7.9%
Puts
Pseudo strike
99.93
IV
63.0%
B/E move
5.6%

40Δ

Calls
Pseudo strike
106.52
IV
59.5%
B/E move
5.7%
Puts
Pseudo strike
100.77
IV
56.5%
B/E move
4.8%

45Δ

Calls
Pseudo strike
104.73
IV
50.1%
B/E move
4.0%
Puts
Pseudo strike
101.56
IV
50.3%
B/E move
4.0%

50Δ

Calls
Pseudo strike
103.94
IV
47.0%
B/E move
3.5%
Puts
Pseudo strike
102.36
IV
44.2%
B/E move
3.2%

55Δ

Calls
Pseudo strike
103.15
IV
43.9%
B/E move
3.0%
Puts
Pseudo strike
103.15
IV
38.0%
B/E move
2.5%

60Δ

Calls
Pseudo strike
102.37
IV
40.8%
B/E move
2.4%
Puts
Pseudo strike
103.94
IV
31.8%
B/E move
1.7%

65Δ

Calls
Pseudo strike
101.58
IV
37.7%
B/E move
1.9%
Puts
Pseudo strike
104.74
IV
25.6%
B/E move
1.0%

70Δ

Calls
Pseudo strike
100.79
IV
34.6%
B/E move
1.4%
Puts
Pseudo strike
IV
B/E move

75Δ

Calls
Pseudo strike
100.00
IV
31.6%
B/E move
0.9%
Puts
Pseudo strike
IV
B/E move

80Δ

Calls
Pseudo strike
98.42
IV
34.5%
B/E move
0.7%
Puts
Pseudo strike
IV
B/E move

Options history

IV · four-Friday blend26.89%
Daily EOD
PFBC25.5%26.3%27.0%2026-10-19: 26.30%2026-10-20: 25.97%2026-10-21: 26.28%2026-10-22: 26.19%2026-10-23: 25.71%2026-10-26: 26.01%2026-10-27: 25.63%2026-10-28: 25.68%2026-10-29: 25.89%2026-10-30: 26.89%Oct 19Oct 23Oct 30
10 observations2026-10-19 — 2026-10-30
Table
DateIV (%)
26.30%
25.97%
26.28%
26.19%
25.71%
26.01%
25.63%
25.68%
25.89%
26.89%