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RBB Bancorp Common Stock RBB

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Market datapartial · fetched 2026-10-22T16:39:04.474Z

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 · 2026-10-22T16:30:01.358103673Z

FundamentalsAlpha Vantage · unavailable

Share price$26.63
1D+0.8%
$26.40$26.47$26.54$26.61$26.685:30 AM6:30 AM9:00 AM1:00 PMRBB
Sold putSold call

RBB Bancorp Common Stock options

Live interpolated RBB call and put midpoint premiums by absolute delta.RBB Bancorp Common Stock$0.19$1.93$3.67$5.41$7.15$22.13$24.77$27.41$30.05$32.6920Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive RBB spot · $26.63RBB PRICE$0.79$1.26$1.73$2.20$2.68$3.15$3.62$4.09$4.57$5.04$5.51$5.98$6.45$0.38$0.48$0.81$1.13$1.46$1.79$2.11$2.44$2.76$3.09$3.41$3.74$6.64
PutsExpensive1.79×
CallsExpensive2.10×
SkewBullish-20.75 pp
Implied moveBullish±$5.73
TiltBullish21.8% CALL
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ29.1341.1%12.3%24.0745.1%11.0%
25Δ28.4645.4%11.6%25.1635.4%7.3%
30Δ27.7949.7%10.8%25.6337.1%6.8%
35Δ27.1154.1%10.1%26.1138.8%6.2%
40Δ26.4458.4%9.3%26.5840.5%5.7%
45Δ25.7762.7%8.6%27.0642.2%5.1%
50Δ25.1067.0%7.8%27.5343.9%4.5%
55Δ24.4271.4%7.1%28.0145.7%4.0%
60Δ23.7575.7%6.3%28.4847.4%3.4%
65Δ23.0880.0%5.6%28.9649.1%2.8%
70Δ22.4184.3%4.8%29.4350.8%2.3%
75Δ21.7388.7%4.1%29.9152.5%1.7%
80Δ21.0693.0%3.3%32.8473.2%1.6%

20Δ

Calls
Pseudo strike
29.13
IV
41.1%
B/E move
12.3%
Puts
Pseudo strike
24.07
IV
45.1%
B/E move
11.0%

25Δ

Calls
Pseudo strike
28.46
IV
45.4%
B/E move
11.6%
Puts
Pseudo strike
25.16
IV
35.4%
B/E move
7.3%

30Δ

Calls
Pseudo strike
27.79
IV
49.7%
B/E move
10.8%
Puts
Pseudo strike
25.63
IV
37.1%
B/E move
6.8%

35Δ

Calls
Pseudo strike
27.11
IV
54.1%
B/E move
10.1%
Puts
Pseudo strike
26.11
IV
38.8%
B/E move
6.2%

40Δ

Calls
Pseudo strike
26.44
IV
58.4%
B/E move
9.3%
Puts
Pseudo strike
26.58
IV
40.5%
B/E move
5.7%

45Δ

Calls
Pseudo strike
25.77
IV
62.7%
B/E move
8.6%
Puts
Pseudo strike
27.06
IV
42.2%
B/E move
5.1%

50Δ

Calls
Pseudo strike
25.10
IV
67.0%
B/E move
7.8%
Puts
Pseudo strike
27.53
IV
43.9%
B/E move
4.5%

55Δ

Calls
Pseudo strike
24.42
IV
71.4%
B/E move
7.1%
Puts
Pseudo strike
28.01
IV
45.7%
B/E move
4.0%

60Δ

Calls
Pseudo strike
23.75
IV
75.7%
B/E move
6.3%
Puts
Pseudo strike
28.48
IV
47.4%
B/E move
3.4%

65Δ

Calls
Pseudo strike
23.08
IV
80.0%
B/E move
5.6%
Puts
Pseudo strike
28.96
IV
49.1%
B/E move
2.8%

70Δ

Calls
Pseudo strike
22.41
IV
84.3%
B/E move
4.8%
Puts
Pseudo strike
29.43
IV
50.8%
B/E move
2.3%

75Δ

Calls
Pseudo strike
21.73
IV
88.7%
B/E move
4.1%
Puts
Pseudo strike
29.91
IV
52.5%
B/E move
1.7%

80Δ

Calls
Pseudo strike
21.06
IV
93.0%
B/E move
3.3%
Puts
Pseudo strike
32.84
IV
73.2%
B/E move
1.6%

Options history

No recorded observations