IntraAlpha
Create free account Start free

Shore Bancshares Inc Common Stock SHBI

i

Market datapartial · fetched 2026-10-22T20:32:54.084Z

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 · 2026-10-22T20:00:01.79176731Z

FundamentalsAlpha Vantage · unavailable

Share price$23.43
1D+2.5%
AH$22.80$22.98$23.17$23.35$23.545:30 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$2.26$3.34$4.42$5.50$6.58$13.77$18.18$22.60$27.01$31.4220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive SHBI spot · $23.43SHBI PRICE$2.45$2.48$2.50$2.48$2.46$2.55$2.75$2.94$3.13$2.38$2.45$2.45$2.45$2.61$3.06$3.52$3.98$4.44$4.90$5.35$5.81$6.27
PutsExpensive5.17×
CallsExpensive3.69×
SkewBearish+25.30 pp
Implied moveBearish±$6.02
TiltBearish35.3% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ16.67232.9%39.0%
25Δ18.83188.7%30.1%
30Δ20.48154.5%23.1%
35Δ21.70130.1%17.9%
40Δ29.73167.5%37.4%22.77112.6%13.9%
45Δ27.18140.6%26.6%23.56108.3%12.5%
50Δ24.86115.3%16.8%24.35104.1%11.1%
55Δ23.9198.6%12.6%25.1499.8%9.7%
60Δ22.9581.9%8.5%25.9395.6%8.3%
65Δ22.2871.2%6.0%26.7291.3%6.9%
70Δ21.8665.9%5.0%27.5187.1%5.5%
75Δ21.4360.6%4.0%28.3082.9%4.0%
80Δ21.0155.3%3.1%29.0878.6%2.6%

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
16.67
IV
232.9%
B/E move
39.0%

25Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
18.83
IV
188.7%
B/E move
30.1%

30Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
20.48
IV
154.5%
B/E move
23.1%

35Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
21.70
IV
130.1%
B/E move
17.9%

40Δ

Calls
Pseudo strike
29.73
IV
167.5%
B/E move
37.4%
Puts
Pseudo strike
22.77
IV
112.6%
B/E move
13.9%

45Δ

Calls
Pseudo strike
27.18
IV
140.6%
B/E move
26.6%
Puts
Pseudo strike
23.56
IV
108.3%
B/E move
12.5%

50Δ

Calls
Pseudo strike
24.86
IV
115.3%
B/E move
16.8%
Puts
Pseudo strike
24.35
IV
104.1%
B/E move
11.1%

55Δ

Calls
Pseudo strike
23.91
IV
98.6%
B/E move
12.6%
Puts
Pseudo strike
25.14
IV
99.8%
B/E move
9.7%

60Δ

Calls
Pseudo strike
22.95
IV
81.9%
B/E move
8.5%
Puts
Pseudo strike
25.93
IV
95.6%
B/E move
8.3%

65Δ

Calls
Pseudo strike
22.28
IV
71.2%
B/E move
6.0%
Puts
Pseudo strike
26.72
IV
91.3%
B/E move
6.9%

70Δ

Calls
Pseudo strike
21.86
IV
65.9%
B/E move
5.0%
Puts
Pseudo strike
27.51
IV
87.1%
B/E move
5.5%

75Δ

Calls
Pseudo strike
21.43
IV
60.6%
B/E move
4.0%
Puts
Pseudo strike
28.30
IV
82.9%
B/E move
4.0%

80Δ

Calls
Pseudo strike
21.01
IV
55.3%
B/E move
3.1%
Puts
Pseudo strike
29.08
IV
78.6%
B/E move
2.6%

Options history

No recorded observations