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Pinnacle Financial Partners, Inc. PNFP

FINANCIAL SERVICES · BANKS - REGIONAL
i

Market dataready · fetched 2026-11-12T02:47:18.152Z

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 · 2026-11-12T00:00:00.003880158Z

FundamentalsAlpha Vantage · ready · quarter 2026-09-30 · fetched 2026-11-12T02:43:17.907769+00:00

Share price$101.84
1D-0.1%
AH$100.93$101.28$101.63$101.99$102.345:30 AM6:30 AM9:00 AM1:00 PM2:00 PMPNFP
Sold putSold callAH

Pinnacle Financial Partners, Inc. options

Live interpolated PNFP call and put midpoint premiums by absolute delta.Pinnacle Financial Partners, Inc.$0.66$2.19$3.73$5.26$6.80$93.97$98.01$102.04$106.07$110.1020Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive PNFP spot · $101.84PNFP PRICE$0.82$1.10$1.37$1.64$2.00$2.36$2.71$3.07$3.43$3.96$4.76$5.56$6.35$1.17$1.41$1.59$1.76$1.97$2.20$2.44$2.68$2.91$3.15$3.38$3.62$4.77
PutsFair1.02×
CallsFair0.99×
SkewBullish-2.24 pp
Implied moveBullish±$5.15
TiltBullish8.4% CALL
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ107.9540.1%6.8%94.3961.7%8.5%
25Δ106.9841.8%6.1%96.0058.7%7.1%
30Δ106.0043.5%5.4%97.6052.4%5.7%
35Δ105.0345.2%4.7%99.2046.0%4.3%
40Δ104.1344.4%4.2%100.3341.8%3.4%
45Δ103.2443.6%3.7%100.9839.6%3.0%
50Δ102.3442.8%3.2%101.6437.4%2.6%
55Δ101.4441.9%2.6%102.2935.3%2.2%
60Δ100.5541.1%2.1%102.9533.1%1.8%
65Δ99.5940.7%1.7%103.6030.9%1.4%
70Δ98.5241.0%1.4%104.2628.7%0.9%
75Δ97.4641.2%1.2%104.9126.6%0.5%
80Δ96.4041.5%0.9%106.2327.6%0.4%

20Δ

Calls
Pseudo strike
107.95
IV
40.1%
B/E move
6.8%
Puts
Pseudo strike
94.39
IV
61.7%
B/E move
8.5%

25Δ

Calls
Pseudo strike
106.98
IV
41.8%
B/E move
6.1%
Puts
Pseudo strike
96.00
IV
58.7%
B/E move
7.1%

30Δ

Calls
Pseudo strike
106.00
IV
43.5%
B/E move
5.4%
Puts
Pseudo strike
97.60
IV
52.4%
B/E move
5.7%

35Δ

Calls
Pseudo strike
105.03
IV
45.2%
B/E move
4.7%
Puts
Pseudo strike
99.20
IV
46.0%
B/E move
4.3%

40Δ

Calls
Pseudo strike
104.13
IV
44.4%
B/E move
4.2%
Puts
Pseudo strike
100.33
IV
41.8%
B/E move
3.4%

45Δ

Calls
Pseudo strike
103.24
IV
43.6%
B/E move
3.7%
Puts
Pseudo strike
100.98
IV
39.6%
B/E move
3.0%

50Δ

Calls
Pseudo strike
102.34
IV
42.8%
B/E move
3.2%
Puts
Pseudo strike
101.64
IV
37.4%
B/E move
2.6%

55Δ

Calls
Pseudo strike
101.44
IV
41.9%
B/E move
2.6%
Puts
Pseudo strike
102.29
IV
35.3%
B/E move
2.2%

60Δ

Calls
Pseudo strike
100.55
IV
41.1%
B/E move
2.1%
Puts
Pseudo strike
102.95
IV
33.1%
B/E move
1.8%

65Δ

Calls
Pseudo strike
99.59
IV
40.7%
B/E move
1.7%
Puts
Pseudo strike
103.60
IV
30.9%
B/E move
1.4%

70Δ

Calls
Pseudo strike
98.52
IV
41.0%
B/E move
1.4%
Puts
Pseudo strike
104.26
IV
28.7%
B/E move
0.9%

75Δ

Calls
Pseudo strike
97.46
IV
41.2%
B/E move
1.2%
Puts
Pseudo strike
104.91
IV
26.6%
B/E move
0.5%

80Δ

Calls
Pseudo strike
96.40
IV
41.5%
B/E move
0.9%
Puts
Pseudo strike
106.23
IV
27.6%
B/E move
0.4%

Options history

IV · four-Friday blend27.40%
Daily EOD
PNFP27.2%28.8%30.5%2026-10-19: 30.24%2026-10-20: 29.22%2026-10-21: 28.35%2026-10-22: 28.97%2026-10-23: 29.10%2026-10-26: 29.51%2026-10-27: 29.57%2026-10-28: 28.54%2026-10-29: 28.43%2026-10-30: 27.40%Oct 19Oct 23Oct 30
10 observations2026-10-19 — 2026-10-30
Table
DateIV (%)
30.24%
29.22%
28.35%
28.97%
29.10%
29.51%
29.57%
28.54%
28.43%
27.40%