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S&T Bancorp, Inc. Common Stock STBA

FINANCIAL SERVICES · BANKS - REGIONAL
i

Market dataready · fetched 2026-11-12T00:54:25.287Z

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 · 2026-11-11T21:00:06.665234601Z

FundamentalsAlpha Vantage · ready · quarter 2026-09-30 · fetched 2026-11-12T00:48:08.807337+00:00

Share price$50.95
1D-0.5%
AH$50.84$50.98$51.11$51.24$51.385:30 AM6:30 AM9:00 AM1:00 PM2:00 PMSTBA
Sold putSold callAH

S&T Bancorp, Inc. Common Stock options

Live interpolated STBA call and put midpoint premiums by absolute delta.S&T Bancorp, Inc. Common Stock$2.40$3.29$4.18$5.08$5.97$40.93$44.67$48.40$52.13$55.8720Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ20Δ C unavailable: no unambiguous, price-consistent delta bracketC —60Δ C unavailable: no unambiguous, price-consistent delta bracketC —65Δ C unavailable: no unambiguous, price-consistent delta bracketC —70Δ C unavailable: no unambiguous, price-consistent delta bracketC —75Δ C unavailable: no unambiguous, price-consistent delta bracketC —80Δ C unavailable: no unambiguous, price-consistent delta bracketC —OPTION PRICELive STBA spot · $50.95STBA PRICE$2.50$2.50$2.50$2.50$2.50$2.50$2.50$2.50$2.50$2.50$2.50$2.50$2.68$2.96$3.24$3.52$3.80$4.09$4.37$5.71
PutsExpensive3.20×
Calls——
Skew——
Implied moveBearish±$5.46
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ40.08234.9%26.2%
25Δ72.21254.8%46.6%43.60185.7%19.3%
30Δ62.70193.6%28.0%46.02151.7%14.6%
35Δ57.88154.3%18.5%47.72127.6%11.3%
40Δ54.76124.9%12.4%49.41103.5%7.9%
45Δ53.57109.3%10.1%50.4591.8%6.3%
50Δ52.3893.7%7.7%51.1386.7%5.5%
55Δ51.1978.1%5.4%51.8181.7%4.7%
60Δ52.5076.6%3.9%
65Δ53.1871.6%3.1%
70Δ53.8766.5%2.3%
75Δ54.5561.5%1.5%
80Δ56.1765.9%1.0%

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
40.08
IV
234.9%
B/E move
26.2%

25Δ

Calls
Pseudo strike
72.21
IV
254.8%
B/E move
46.6%
Puts
Pseudo strike
43.60
IV
185.7%
B/E move
19.3%

30Δ

Calls
Pseudo strike
62.70
IV
193.6%
B/E move
28.0%
Puts
Pseudo strike
46.02
IV
151.7%
B/E move
14.6%

35Δ

Calls
Pseudo strike
57.88
IV
154.3%
B/E move
18.5%
Puts
Pseudo strike
47.72
IV
127.6%
B/E move
11.3%

40Δ

Calls
Pseudo strike
54.76
IV
124.9%
B/E move
12.4%
Puts
Pseudo strike
49.41
IV
103.5%
B/E move
7.9%

45Δ

Calls
Pseudo strike
53.57
IV
109.3%
B/E move
10.1%
Puts
Pseudo strike
50.45
IV
91.8%
B/E move
6.3%

50Δ

Calls
Pseudo strike
52.38
IV
93.7%
B/E move
7.7%
Puts
Pseudo strike
51.13
IV
86.7%
B/E move
5.5%

55Δ

Calls
Pseudo strike
51.19
IV
78.1%
B/E move
5.4%
Puts
Pseudo strike
51.81
IV
81.7%
B/E move
4.7%

60Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
52.50
IV
76.6%
B/E move
3.9%

65Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
53.18
IV
71.6%
B/E move
3.1%

70Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
53.87
IV
66.5%
B/E move
2.3%

75Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
54.55
IV
61.5%
B/E move
1.5%

80Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
56.17
IV
65.9%
B/E move
1.0%

Options history

IV · four-Friday blend37.74%
Daily EOD
STBA32.8%35.5%38.3%2026-10-19: 34.84%2026-10-20: 33.20%2026-10-21: 33.90%2026-10-22: 36.23%2026-10-23: 34.94%2026-10-26: 37.49%2026-10-28: 37.19%2026-10-29: 37.89%2026-10-30: 37.74%Oct 19Oct 23Oct 30
9 observations2026-10-19 — 2026-10-30
Table
DateIV (%)
34.84%
33.20%
33.90%
36.23%
34.94%
37.49%
37.19%
37.89%
37.74%