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1st Source Corporation Common Stock SRCE

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Market datapartial · fetched 2026-11-12T02:53:10.435Z

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 · 2026-11-11T21:00:00.62209335Z

FundamentalsAlpha Vantage · unavailable

Share price$87.71
1D-0.1%
AH$87.02$87.27$87.51$87.75$88.005:30 AM6:30 AM9:00 AM1:00 PM2:00 PMSRCE
Sold putSold callAH

1st Source Corporation Common Stock options

Live interpolated SRCE call and put midpoint premiums by absolute delta.1st Source Corporation Common Stock$1.04$1.58$2.13$2.68$3.22$81.29$84.68$88.07$91.46$94.8420Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive SRCE spot · $87.71SRCE PRICE$1.13$1.19$1.25$1.31$1.48$1.68$1.88$2.07$2.27$2.47$2.67$2.87$3.07$1.10$1.19$1.28$1.39$1.51$1.63$1.75$1.87$1.99$2.11$2.23$2.35$2.47
PutsExpensive1.37×
CallsExpensive1.07×
SkewBullish-5.29 pp
Implied moveBullish±$3.63
TiltBullish5.1% CALL
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ101.7191.1%17.2%80.4870.0%9.5%
25Δ98.0775.6%13.2%82.5159.2%7.3%
30Δ94.4360.0%9.1%84.5348.4%5.1%
35Δ90.7944.4%5.0%85.3943.8%4.2%
40Δ89.5739.6%3.8%85.9041.0%3.8%
45Δ89.0237.6%3.4%86.4138.1%3.3%
50Δ88.4735.7%3.0%86.9235.3%2.9%
55Δ87.9233.7%2.6%87.4332.5%2.5%
60Δ87.3731.8%2.2%87.9429.7%2.0%
65Δ86.8229.9%1.8%88.4526.9%1.6%
70Δ86.2727.9%1.4%88.9624.0%1.1%
75Δ85.7226.0%1.0%89.4721.2%0.7%
80Δ85.1724.0%0.6%89.9718.4%0.2%

20Δ

Calls
Pseudo strike
101.71
IV
91.1%
B/E move
17.2%
Puts
Pseudo strike
80.48
IV
70.0%
B/E move
9.5%

25Δ

Calls
Pseudo strike
98.07
IV
75.6%
B/E move
13.2%
Puts
Pseudo strike
82.51
IV
59.2%
B/E move
7.3%

30Δ

Calls
Pseudo strike
94.43
IV
60.0%
B/E move
9.1%
Puts
Pseudo strike
84.53
IV
48.4%
B/E move
5.1%

35Δ

Calls
Pseudo strike
90.79
IV
44.4%
B/E move
5.0%
Puts
Pseudo strike
85.39
IV
43.8%
B/E move
4.2%

40Δ

Calls
Pseudo strike
89.57
IV
39.6%
B/E move
3.8%
Puts
Pseudo strike
85.90
IV
41.0%
B/E move
3.8%

45Δ

Calls
Pseudo strike
89.02
IV
37.6%
B/E move
3.4%
Puts
Pseudo strike
86.41
IV
38.1%
B/E move
3.3%

50Δ

Calls
Pseudo strike
88.47
IV
35.7%
B/E move
3.0%
Puts
Pseudo strike
86.92
IV
35.3%
B/E move
2.9%

55Δ

Calls
Pseudo strike
87.92
IV
33.7%
B/E move
2.6%
Puts
Pseudo strike
87.43
IV
32.5%
B/E move
2.5%

60Δ

Calls
Pseudo strike
87.37
IV
31.8%
B/E move
2.2%
Puts
Pseudo strike
87.94
IV
29.7%
B/E move
2.0%

65Δ

Calls
Pseudo strike
86.82
IV
29.9%
B/E move
1.8%
Puts
Pseudo strike
88.45
IV
26.9%
B/E move
1.6%

70Δ

Calls
Pseudo strike
86.27
IV
27.9%
B/E move
1.4%
Puts
Pseudo strike
88.96
IV
24.0%
B/E move
1.1%

75Δ

Calls
Pseudo strike
85.72
IV
26.0%
B/E move
1.0%
Puts
Pseudo strike
89.47
IV
21.2%
B/E move
0.7%

80Δ

Calls
Pseudo strike
85.17
IV
24.0%
B/E move
0.6%
Puts
Pseudo strike
89.97
IV
18.4%
B/E move
0.2%

Options history

IV · four-Friday blend24.20%
Daily EOD
SRCE22.6%23.5%24.3%2026-10-19: 23.62%2026-10-20: 22.76%2026-10-21: 23.49%2026-10-22: 23.48%2026-10-23: 23.38%2026-10-26: 23.01%2026-10-27: 23.44%2026-10-28: 23.89%2026-10-29: 23.69%2026-10-30: 24.20%Oct 19Oct 23Oct 30
10 observations2026-10-19 — 2026-10-30
Table
DateIV (%)
23.62%
22.76%
23.49%
23.48%
23.38%
23.01%
23.44%
23.89%
23.69%
24.20%