Share price$23.02
1D+2.5%
Sold putSold callAH
Shore Bancshares Inc Common Stock SHBI
i
Market datapartial · fetched 2026-10-23T02:21:44.842Z
Delta surfaceAlpaca · derived absolute-delta buckets · 2026-11-20
Calculation methodologyOptions 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 dataPriceAlpaca · sip · 2026-10-22T22:48:35.369550767Z
FundamentalsAlpha Vantage · unavailable
Shore Bancshares Inc Common Stock options
PutsExpensive6.71×
CallsExpensive3.91×
SkewBearish+64.37 pp
Implied move——
TiltBullish34.8% CALL
Table
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 16.31 | 236.4% | 39.3% | |||
| 25Δ | 18.48 | 192.1% | 30.4% | |||
| 30Δ | 20.16 | 156.1% | 23.0% | |||
| 35Δ | 21.27 | 133.3% | 18.2% | |||
| 40Δ | 29.53 | 172.7% | 39.0% | 22.37 | 110.6% | 13.4% |
| 45Δ | 26.75 | 144.0% | 27.0% | |||
| 50Δ | 24.58 | 118.8% | 17.6% | |||
| 55Δ | 23.43 | 99.8% | 12.5% | |||
| 60Δ | 22.39 | 83.4% | 8.1% | |||
| 65Δ | 21.81 | 79.4% | 6.8% | |||
| 70Δ | 21.22 | 75.3% | 5.4% | |||
| 75Δ | 20.63 | 71.3% | 4.0% | |||
| 80Δ | 20.05 | 67.3% | 2.6% | |||
20Δ
- Pseudo strike
- IV
- B/E move
- Pseudo strike
- 16.31
- IV
- 236.4%
- B/E move
- 39.3%
25Δ
- Pseudo strike
- IV
- B/E move
- Pseudo strike
- 18.48
- IV
- 192.1%
- B/E move
- 30.4%
30Δ
- Pseudo strike
- IV
- B/E move
- Pseudo strike
- 20.16
- IV
- 156.1%
- B/E move
- 23.0%
35Δ
- Pseudo strike
- IV
- B/E move
- Pseudo strike
- 21.27
- IV
- 133.3%
- B/E move
- 18.2%
40Δ
- Pseudo strike
- 29.53
- IV
- 172.7%
- B/E move
- 39.0%
- Pseudo strike
- 22.37
- IV
- 110.6%
- B/E move
- 13.4%
45Δ
- Pseudo strike
- 26.75
- IV
- 144.0%
- B/E move
- 27.0%
- Pseudo strike
- IV
- B/E move
50Δ
- Pseudo strike
- 24.58
- IV
- 118.8%
- B/E move
- 17.6%
- Pseudo strike
- IV
- B/E move
55Δ
- Pseudo strike
- 23.43
- IV
- 99.8%
- B/E move
- 12.5%
- Pseudo strike
- IV
- B/E move
60Δ
- Pseudo strike
- 22.39
- IV
- 83.4%
- B/E move
- 8.1%
- Pseudo strike
- IV
- B/E move
65Δ
- Pseudo strike
- 21.81
- IV
- 79.4%
- B/E move
- 6.8%
- Pseudo strike
- IV
- B/E move
70Δ
- Pseudo strike
- 21.22
- IV
- 75.3%
- B/E move
- 5.4%
- Pseudo strike
- IV
- B/E move
75Δ
- Pseudo strike
- 20.63
- IV
- 71.3%
- B/E move
- 4.0%
- Pseudo strike
- IV
- B/E move
80Δ
- Pseudo strike
- 20.05
- IV
- 67.3%
- B/E move
- 2.6%
- Pseudo strike
- IV
- B/E move
Options history
No recorded observations