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RBB Bancorp Common Stock RBB

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Market datapartial · fetched 2026-10-23T03:32:11.078Z

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 · 2026-10-22T20:00:01.609620057Z

FundamentalsAlpha Vantage · unavailable

Share price$26.52
1D+0.4%
AH$26.39$26.48$26.57$26.66$26.745:30 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$0.26$3.39$6.51$9.64$12.77$19.30$22.57$25.84$29.12$32.3920Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive RBB spot · $26.52RBB PRICE$0.60$0.74$0.88$1.02$1.16$1.30$1.44$1.58$1.73$1.87$2.01$2.76$4.69$0.63$0.83$1.04$1.58$2.73$3.87$5.01$6.15$7.30$8.44$9.58$10.73$11.87
PutsExpensive3.10×
CallsExpensive1.93×
SkewBearish+18.18 pp
Implied moveBearish±$6.45
TiltBearish52.4% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ34.2582.9%31.4%23.0467.1%15.5%
25Δ33.3878.8%28.7%23.7866.3%13.5%
30Δ32.5174.7%25.9%24.5265.6%11.5%
35Δ31.6470.5%23.2%25.4966.5%9.9%
40Δ30.7866.4%20.4%26.8570.5%9.0%
45Δ29.9162.3%17.7%28.2174.4%8.2%
50Δ29.0458.2%14.9%29.5878.4%7.4%
55Δ28.1754.0%12.2%30.9482.3%6.5%
60Δ27.3049.9%9.5%32.3086.3%5.7%
65Δ26.4445.8%6.7%33.6790.2%4.9%
70Δ25.5741.6%4.0%35.0394.2%4.0%
75Δ24.3547.7%2.2%36.3998.1%3.2%
80Δ22.4672.9%2.4%37.76102.1%2.4%

20Δ

Calls
Pseudo strike
34.25
IV
82.9%
B/E move
31.4%
Puts
Pseudo strike
23.04
IV
67.1%
B/E move
15.5%

25Δ

Calls
Pseudo strike
33.38
IV
78.8%
B/E move
28.7%
Puts
Pseudo strike
23.78
IV
66.3%
B/E move
13.5%

30Δ

Calls
Pseudo strike
32.51
IV
74.7%
B/E move
25.9%
Puts
Pseudo strike
24.52
IV
65.6%
B/E move
11.5%

35Δ

Calls
Pseudo strike
31.64
IV
70.5%
B/E move
23.2%
Puts
Pseudo strike
25.49
IV
66.5%
B/E move
9.9%

40Δ

Calls
Pseudo strike
30.78
IV
66.4%
B/E move
20.4%
Puts
Pseudo strike
26.85
IV
70.5%
B/E move
9.0%

45Δ

Calls
Pseudo strike
29.91
IV
62.3%
B/E move
17.7%
Puts
Pseudo strike
28.21
IV
74.4%
B/E move
8.2%

50Δ

Calls
Pseudo strike
29.04
IV
58.2%
B/E move
14.9%
Puts
Pseudo strike
29.58
IV
78.4%
B/E move
7.4%

55Δ

Calls
Pseudo strike
28.17
IV
54.0%
B/E move
12.2%
Puts
Pseudo strike
30.94
IV
82.3%
B/E move
6.5%

60Δ

Calls
Pseudo strike
27.30
IV
49.9%
B/E move
9.5%
Puts
Pseudo strike
32.30
IV
86.3%
B/E move
5.7%

65Δ

Calls
Pseudo strike
26.44
IV
45.8%
B/E move
6.7%
Puts
Pseudo strike
33.67
IV
90.2%
B/E move
4.9%

70Δ

Calls
Pseudo strike
25.57
IV
41.6%
B/E move
4.0%
Puts
Pseudo strike
35.03
IV
94.2%
B/E move
4.0%

75Δ

Calls
Pseudo strike
24.35
IV
47.7%
B/E move
2.2%
Puts
Pseudo strike
36.39
IV
98.1%
B/E move
3.2%

80Δ

Calls
Pseudo strike
22.46
IV
72.9%
B/E move
2.4%
Puts
Pseudo strike
37.76
IV
102.1%
B/E move
2.4%

Options history

No recorded observations