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Shore Bancshares Inc Common Stock SHBI

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Market datapartial · fetched 2026-10-22T16:19:23.761Z

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 · 2026-10-22T16:17:07.395634625Z

FundamentalsAlpha Vantage · unavailable

Share price$23.34
1D+2.1%
$22.81$22.96$23.12$23.27$23.425:30 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$2.21$4.94$7.66$10.38$13.10$-0.12$0.19$0.50$0.81$1.1220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICESHBI PRICE$3.26$4.43$5.60$6.78$2.51$2.54$2.58$2.61$2.65$4.83$7.37$9.92$12.31
PutsExpensive4.17×
CallsExpensive4.10×
SkewBullish-7.92 pp
Implied move——
TiltBearish40.4% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ
25Δ
30Δ
35Δ
40Δ22.64111.4%13.7%
45Δ23.21100.1%11.4%
50Δ23.7888.7%9.1%
55Δ24.3577.4%6.8%
60Δ24.9266.0%4.6%
65Δ21.5785.4%6.4%27.2380.7%4.0%
70Δ20.2398.9%5.7%29.8499.9%3.7%
75Δ18.89112.5%5.0%32.46119.1%3.4%
80Δ17.55126.0%4.2%34.92136.6%3.1%

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
IV
B/E move

30Δ

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

35Δ

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

40Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
22.64
IV
111.4%
B/E move
13.7%

45Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
23.21
IV
100.1%
B/E move
11.4%

50Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
23.78
IV
88.7%
B/E move
9.1%

55Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
24.35
IV
77.4%
B/E move
6.8%

60Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
24.92
IV
66.0%
B/E move
4.6%

65Δ

Calls
Pseudo strike
21.57
IV
85.4%
B/E move
6.4%
Puts
Pseudo strike
27.23
IV
80.7%
B/E move
4.0%

70Δ

Calls
Pseudo strike
20.23
IV
98.9%
B/E move
5.7%
Puts
Pseudo strike
29.84
IV
99.9%
B/E move
3.7%

75Δ

Calls
Pseudo strike
18.89
IV
112.5%
B/E move
5.0%
Puts
Pseudo strike
32.46
IV
119.1%
B/E move
3.4%

80Δ

Calls
Pseudo strike
17.55
IV
126.0%
B/E move
4.2%
Puts
Pseudo strike
34.92
IV
136.6%
B/E move
3.1%

Options history

No recorded observations