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RBB Bancorp Common Stock RBB

FINANCIAL SERVICES · BANKS - REGIONAL
i

Market dataready · fetched 2026-11-12T03:06:43.227Z

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 · 2026-11-11T21:00:00.400018496Z

FundamentalsAlpha Vantage · ready · quarter 2026-09-30 · fetched 2026-11-12T03:06:42.638646+00:00

Share price$26.00
1D-0.8%
AH$25.91$25.99$26.07$26.15$26.235:30 AM6:30 AM9:00 AM1:00 PM2:00 PMRBB
Sold putSold callAH

RBB Bancorp Common Stock options

Live interpolated RBB call and put midpoint premiums by absolute delta.RBB Bancorp Common Stock$0.42$0.99$1.57$2.14$2.71$-0.12$0.19$0.50$0.81$1.1220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ35Δ P unavailable: no unambiguous, price-consistent delta bracketP —40Δ P unavailable: no unambiguous, price-consistent delta bracketP —45Δ P unavailable: no unambiguous, price-consistent delta bracketP —50Δ P unavailable: no unambiguous, price-consistent delta bracketP —55Δ P unavailable: no unambiguous, price-consistent delta bracketP —60Δ P unavailable: no unambiguous, price-consistent delta bracketP —65Δ P unavailable: no unambiguous, price-consistent delta bracketP —70Δ 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 PRICERBB PRICE$0.63$0.74$0.85$0.96$1.07$1.17$1.28$1.39$1.50$1.61$1.86$2.20$2.55$0.48$0.50$0.52
Puts——
CallsExpensive3.76×
Skew——
Implied move——
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ37.99193.4%48.5%22.89104.4%13.8%
25Δ36.61179.9%43.6%23.8085.6%10.4%
30Δ35.22166.5%38.7%24.7066.8%7.0%
35Δ33.84153.1%33.8%
40Δ32.46139.7%28.9%
45Δ31.08126.3%24.0%
50Δ29.69112.8%19.1%
55Δ28.3199.4%14.2%
60Δ26.9386.0%9.3%
65Δ25.5472.6%4.4%
70Δ24.7366.3%2.3%
75Δ24.2864.7%1.9%
80Δ23.8363.1%1.5%

20Δ

Calls
Pseudo strike
37.99
IV
193.4%
B/E move
48.5%
Puts
Pseudo strike
22.89
IV
104.4%
B/E move
13.8%

25Δ

Calls
Pseudo strike
36.61
IV
179.9%
B/E move
43.6%
Puts
Pseudo strike
23.80
IV
85.6%
B/E move
10.4%

30Δ

Calls
Pseudo strike
35.22
IV
166.5%
B/E move
38.7%
Puts
Pseudo strike
24.70
IV
66.8%
B/E move
7.0%

35Δ

Calls
Pseudo strike
33.84
IV
153.1%
B/E move
33.8%
Puts
Pseudo strike
IV
B/E move

40Δ

Calls
Pseudo strike
32.46
IV
139.7%
B/E move
28.9%
Puts
Pseudo strike
IV
B/E move

45Δ

Calls
Pseudo strike
31.08
IV
126.3%
B/E move
24.0%
Puts
Pseudo strike
IV
B/E move

50Δ

Calls
Pseudo strike
29.69
IV
112.8%
B/E move
19.1%
Puts
Pseudo strike
IV
B/E move

55Δ

Calls
Pseudo strike
28.31
IV
99.4%
B/E move
14.2%
Puts
Pseudo strike
IV
B/E move

60Δ

Calls
Pseudo strike
26.93
IV
86.0%
B/E move
9.3%
Puts
Pseudo strike
IV
B/E move

65Δ

Calls
Pseudo strike
25.54
IV
72.6%
B/E move
4.4%
Puts
Pseudo strike
IV
B/E move

70Δ

Calls
Pseudo strike
24.73
IV
66.3%
B/E move
2.3%
Puts
Pseudo strike
IV
B/E move

75Δ

Calls
Pseudo strike
24.28
IV
64.7%
B/E move
1.9%
Puts
Pseudo strike
IV
B/E move

80Δ

Calls
Pseudo strike
23.83
IV
63.1%
B/E move
1.5%
Puts
Pseudo strike
IV
B/E move

Options history

IV · four-Friday blend40.26%
Daily EOD
RBB40.0%41.9%43.8%2026-10-19: 43.50%2026-10-21: 40.26%Oct 19Oct 21
2 observations2026-10-19 — 2026-10-21
Table
DateIV (%)
43.50%
40.26%