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Shore Bancshares Inc Common Stock SHBI

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Market datapartial · fetched 2026-10-23T15:53:46.711Z

Delta surfaceAlpaca · derived absolute-delta buckets · 2026-12-18

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 · 2026-10-23T15:52:56.611258984Z

FundamentalsAlpha Vantage · unavailable

Share price$22.94
1D+0.9%
$22.67$22.79$22.92$23.04$23.175:30 AM6:30 AM9:00 AM1:00 PMSHBI
Sold putSold call

Shore Bancshares Inc Common Stock options

Live interpolated SHBI call and put midpoint premiums by absolute delta.Shore Bancshares Inc Common Stock$0.24$1.35$2.45$3.55$4.65$10.04$14.43$18.82$23.21$27.5920Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive SHBI spot · $22.94SHBI PRICE$0.36$0.72$1.08$1.45$1.81$2.17$2.53$2.89$3.25$3.61$3.97$4.33$0.91$1.06$1.22$1.37$1.52$1.68$1.83$1.98$2.14$2.29$2.44
PutsExpensive5.45×
CallsExpensive1.42×
SkewBearish+91.68 pp
Implied moveBullish±$4.00
TiltBullish20.9% CALL
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ10.16214.2%59.7%
25Δ24.9827.8%10.5%11.64196.3%53.9%
30Δ24.4628.7%9.8%13.12178.3%48.1%
35Δ23.9329.6%9.0%14.60160.4%42.3%
40Δ23.4130.6%8.3%16.07142.5%36.6%
45Δ22.8831.5%7.6%17.55124.5%30.8%
50Δ22.3532.4%6.9%19.03106.6%25.0%
55Δ21.8333.3%6.2%20.5188.7%19.2%
60Δ21.3034.2%5.5%21.9970.7%13.5%
65Δ20.7835.1%4.7%23.4752.8%7.7%
70Δ20.2536.0%4.0%24.9434.9%1.9%
75Δ19.7337.0%3.3%
80Δ19.2037.9%2.6%

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
10.16
IV
214.2%
B/E move
59.7%

25Δ

Calls
Pseudo strike
24.98
IV
27.8%
B/E move
10.5%
Puts
Pseudo strike
11.64
IV
196.3%
B/E move
53.9%

30Δ

Calls
Pseudo strike
24.46
IV
28.7%
B/E move
9.8%
Puts
Pseudo strike
13.12
IV
178.3%
B/E move
48.1%

35Δ

Calls
Pseudo strike
23.93
IV
29.6%
B/E move
9.0%
Puts
Pseudo strike
14.60
IV
160.4%
B/E move
42.3%

40Δ

Calls
Pseudo strike
23.41
IV
30.6%
B/E move
8.3%
Puts
Pseudo strike
16.07
IV
142.5%
B/E move
36.6%

45Δ

Calls
Pseudo strike
22.88
IV
31.5%
B/E move
7.6%
Puts
Pseudo strike
17.55
IV
124.5%
B/E move
30.8%

50Δ

Calls
Pseudo strike
22.35
IV
32.4%
B/E move
6.9%
Puts
Pseudo strike
19.03
IV
106.6%
B/E move
25.0%

55Δ

Calls
Pseudo strike
21.83
IV
33.3%
B/E move
6.2%
Puts
Pseudo strike
20.51
IV
88.7%
B/E move
19.2%

60Δ

Calls
Pseudo strike
21.30
IV
34.2%
B/E move
5.5%
Puts
Pseudo strike
21.99
IV
70.7%
B/E move
13.5%

65Δ

Calls
Pseudo strike
20.78
IV
35.1%
B/E move
4.7%
Puts
Pseudo strike
23.47
IV
52.8%
B/E move
7.7%

70Δ

Calls
Pseudo strike
20.25
IV
36.0%
B/E move
4.0%
Puts
Pseudo strike
24.94
IV
34.9%
B/E move
1.9%

75Δ

Calls
Pseudo strike
19.73
IV
37.0%
B/E move
3.3%
Puts
Pseudo strike
IV
B/E move

80Δ

Calls
Pseudo strike
19.20
IV
37.9%
B/E move
2.6%
Puts
Pseudo strike
IV
B/E move

Options history

No recorded observations