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Preferred Bank Common Stock PFBC

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Market datapartial · fetched 2026-10-23T05:59:12.670Z

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$4.20$6.11$8.02$9.92$95.28$102.26$109.25$116.24$123.2320Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive PFBC spot · $108.80PFBC PRICE$2.50$2.50$2.50$2.54$2.71$2.87$3.31$4.01$4.71$5.41$6.22$7.59$8.95$2.50$2.50$2.50$2.66$3.07$3.47$3.87$4.42$5.09$5.76$6.43$7.22$9.37
PutsExpensive1.26×
CallsExpensive1.36×
SkewBullish-2.97 pp
Implied moveBearish±$7.18
TiltBearish2.7% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ135.9181.7%27.2%94.8767.1%15.1%
25Δ124.1059.9%16.4%100.1251.2%10.3%
30Δ118.1646.7%10.9%103.1741.6%7.5%
35Δ114.5237.9%7.6%105.5235.2%5.5%
40Δ112.7033.9%6.1%106.8233.6%4.6%
45Δ110.8829.9%4.6%108.1332.1%3.8%
50Δ109.4128.2%3.6%109.4330.5%3.0%
55Δ108.2628.7%3.2%110.6229.5%2.4%
60Δ107.1129.3%2.8%111.7428.9%2.0%
65Δ105.9629.8%2.4%112.8628.2%1.6%
70Δ104.7330.5%2.0%113.9727.6%1.2%
75Δ103.0231.6%1.7%115.1927.2%0.8%
80Δ101.3132.7%1.3%117.5829.4%0.5%

20Δ

Calls
Pseudo strike
135.91
IV
81.7%
B/E move
27.2%
Puts
Pseudo strike
94.87
IV
67.1%
B/E move
15.1%

25Δ

Calls
Pseudo strike
124.10
IV
59.9%
B/E move
16.4%
Puts
Pseudo strike
100.12
IV
51.2%
B/E move
10.3%

30Δ

Calls
Pseudo strike
118.16
IV
46.7%
B/E move
10.9%
Puts
Pseudo strike
103.17
IV
41.6%
B/E move
7.5%

35Δ

Calls
Pseudo strike
114.52
IV
37.9%
B/E move
7.6%
Puts
Pseudo strike
105.52
IV
35.2%
B/E move
5.5%

40Δ

Calls
Pseudo strike
112.70
IV
33.9%
B/E move
6.1%
Puts
Pseudo strike
106.82
IV
33.6%
B/E move
4.6%

45Δ

Calls
Pseudo strike
110.88
IV
29.9%
B/E move
4.6%
Puts
Pseudo strike
108.13
IV
32.1%
B/E move
3.8%

50Δ

Calls
Pseudo strike
109.41
IV
28.2%
B/E move
3.6%
Puts
Pseudo strike
109.43
IV
30.5%
B/E move
3.0%

55Δ

Calls
Pseudo strike
108.26
IV
28.7%
B/E move
3.2%
Puts
Pseudo strike
110.62
IV
29.5%
B/E move
2.4%

60Δ

Calls
Pseudo strike
107.11
IV
29.3%
B/E move
2.8%
Puts
Pseudo strike
111.74
IV
28.9%
B/E move
2.0%

65Δ

Calls
Pseudo strike
105.96
IV
29.8%
B/E move
2.4%
Puts
Pseudo strike
112.86
IV
28.2%
B/E move
1.6%

70Δ

Calls
Pseudo strike
104.73
IV
30.5%
B/E move
2.0%
Puts
Pseudo strike
113.97
IV
27.6%
B/E move
1.2%

75Δ

Calls
Pseudo strike
103.02
IV
31.6%
B/E move
1.7%
Puts
Pseudo strike
115.19
IV
27.2%
B/E move
0.8%

80Δ

Calls
Pseudo strike
101.31
IV
32.7%
B/E move
1.3%
Puts
Pseudo strike
117.58
IV
29.4%
B/E move
0.5%

Options history

No recorded observations