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Shore Bancshares Inc Common Stock SHBI

i

Market dataready · fetched 2026-11-13T01:26:46.187Z

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 · 2026-11-12T21:00:00.274012885Z

FundamentalsSEC EDGAR · ready · as of 2026-09-30 · fetched 2026-11-13T01:26:45.660381+00:00

Share price$22.75
1D+0.1%
AH$22.63$22.69$22.74$22.80$22.865:30 AM6:30 AM9:00 AM1:00 PM2:00 PMSHBI
Sold putSold callAH

Shore Bancshares Inc Common Stock options

Live interpolated SHBI call and put midpoint premiums by absolute delta.Shore Bancshares Inc Common Stock$1.72$2.01$2.31$2.60$2.89$-0.12$0.19$0.50$0.81$1.1220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ20Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —25Δ C unavailable: no unambiguous, price-consistent delta bracketC —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 PRICESHBI PRICE$1.75$1.75$1.75$1.79$1.88$1.97$2.12$2.29$2.47$2.64$2.81$1.75$1.76$1.83$1.90
Puts——
Calls——
Skew——
Implied move——
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ
25Δ18.63288.0%25.8%
30Δ34.34355.0%58.6%20.15231.8%19.2%
35Δ29.20278.3%36.0%21.03204.2%15.6%
40Δ26.50225.4%24.2%21.91176.6%12.1%
45Δ24.59187.1%16.0%
50Δ23.68167.0%12.3%
55Δ22.76146.9%8.7%
60Δ22.19134.7%6.9%
65Δ21.76125.5%5.8%
70Δ21.34116.4%4.6%
75Δ20.91107.3%3.5%
80Δ20.4898.1%2.4%

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

25Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
18.63
IV
288.0%
B/E move
25.8%

30Δ

Calls
Pseudo strike
34.34
IV
355.0%
B/E move
58.6%
Puts
Pseudo strike
20.15
IV
231.8%
B/E move
19.2%

35Δ

Calls
Pseudo strike
29.20
IV
278.3%
B/E move
36.0%
Puts
Pseudo strike
21.03
IV
204.2%
B/E move
15.6%

40Δ

Calls
Pseudo strike
26.50
IV
225.4%
B/E move
24.2%
Puts
Pseudo strike
21.91
IV
176.6%
B/E move
12.1%

45Δ

Calls
Pseudo strike
24.59
IV
187.1%
B/E move
16.0%
Puts
Pseudo strike
IV
B/E move

50Δ

Calls
Pseudo strike
23.68
IV
167.0%
B/E move
12.3%
Puts
Pseudo strike
IV
B/E move

55Δ

Calls
Pseudo strike
22.76
IV
146.9%
B/E move
8.7%
Puts
Pseudo strike
IV
B/E move

60Δ

Calls
Pseudo strike
22.19
IV
134.7%
B/E move
6.9%
Puts
Pseudo strike
IV
B/E move

65Δ

Calls
Pseudo strike
21.76
IV
125.5%
B/E move
5.8%
Puts
Pseudo strike
IV
B/E move

70Δ

Calls
Pseudo strike
21.34
IV
116.4%
B/E move
4.6%
Puts
Pseudo strike
IV
B/E move

75Δ

Calls
Pseudo strike
20.91
IV
107.3%
B/E move
3.5%
Puts
Pseudo strike
IV
B/E move

80Δ

Calls
Pseudo strike
20.48
IV
98.1%
B/E move
2.4%
Puts
Pseudo strike
IV
B/E move

Options history

IV · four-Friday blend63.45%
Daily EOD
SHBI51.3%58.2%65.2%2026-10-19: 52.25%2026-10-20: 54.88%2026-10-21: 56.15%2026-10-22: 52.32%2026-10-23: 57.25%2026-10-26: 60.82%2026-10-27: 58.96%2026-10-28: 61.45%2026-10-29: 64.23%2026-10-30: 63.45%Oct 19Oct 23Oct 30
10 observations2026-10-19 — 2026-10-30
Table
DateIV (%)
52.25%
54.88%
56.15%
52.32%
57.25%
60.82%
58.96%
61.45%
64.23%
63.45%