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S&T Bancorp Inc STBA

FINANCIAL SERVICES · BANKS - REGIONAL
i

Market dataready · fetched 2026-10-22T22:54:55.986Z

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 · 2026-10-22T20:00:00.244464793Z

FundamentalsAlpha Vantage · ready · quarter 2026-06-30 · fetched 2026-10-22T22:54:55.321757+00:00

Share price$50.73
1D+0.4%
AH$50.19$50.46$50.72$50.98$51.255:30 AM6:30 AM9:00 AM1:00 PM2:00 PMSTBA
Sold putSold callAH

S&T Bancorp Inc options

Live interpolated STBA call and put midpoint premiums by absolute delta.S&T Bancorp Inc$1.68$2.76$3.84$4.92$6.01$39.98$45.60$51.22$56.85$62.4720Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive STBA spot · $50.73STBA PRICE$1.80$2.40$2.50$2.50$2.50$2.50$2.50$2.50$2.60$3.14$3.68$4.23$4.77$2.50$2.50$2.50$2.50$2.50$2.67$2.96$3.26$3.55$3.85$4.15$4.44$5.69
PutsExpensive2.83×
CallsExpensive2.40×
SkewBullish-6.93 pp
Implied moveBearish±$5.46
TiltBearish6.8% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ71.88121.1%45.2%40.00130.1%26.1%
25Δ70.25132.9%43.2%43.49103.2%19.2%
30Δ62.66107.6%28.4%45.9484.1%14.4%
35Δ58.8989.9%21.0%47.6070.9%11.1%
40Δ57.0578.7%17.4%49.2757.8%7.8%
45Δ55.2067.4%13.7%50.3850.5%5.9%
50Δ53.3656.2%10.1%51.0747.9%5.2%
55Δ51.5144.9%6.5%51.7645.3%4.4%
60Δ49.8635.6%3.4%52.4542.6%3.6%
65Δ49.1035.1%3.0%53.1440.0%2.8%
70Δ48.3334.6%2.5%53.8337.4%2.1%
75Δ47.5734.1%2.1%54.5134.8%1.3%
80Δ46.8033.6%1.7%56.0536.9%0.7%

20Δ

Calls
Pseudo strike
71.88
IV
121.1%
B/E move
45.2%
Puts
Pseudo strike
40.00
IV
130.1%
B/E move
26.1%

25Δ

Calls
Pseudo strike
70.25
IV
132.9%
B/E move
43.2%
Puts
Pseudo strike
43.49
IV
103.2%
B/E move
19.2%

30Δ

Calls
Pseudo strike
62.66
IV
107.6%
B/E move
28.4%
Puts
Pseudo strike
45.94
IV
84.1%
B/E move
14.4%

35Δ

Calls
Pseudo strike
58.89
IV
89.9%
B/E move
21.0%
Puts
Pseudo strike
47.60
IV
70.9%
B/E move
11.1%

40Δ

Calls
Pseudo strike
57.05
IV
78.7%
B/E move
17.4%
Puts
Pseudo strike
49.27
IV
57.8%
B/E move
7.8%

45Δ

Calls
Pseudo strike
55.20
IV
67.4%
B/E move
13.7%
Puts
Pseudo strike
50.38
IV
50.5%
B/E move
5.9%

50Δ

Calls
Pseudo strike
53.36
IV
56.2%
B/E move
10.1%
Puts
Pseudo strike
51.07
IV
47.9%
B/E move
5.2%

55Δ

Calls
Pseudo strike
51.51
IV
44.9%
B/E move
6.5%
Puts
Pseudo strike
51.76
IV
45.3%
B/E move
4.4%

60Δ

Calls
Pseudo strike
49.86
IV
35.6%
B/E move
3.4%
Puts
Pseudo strike
52.45
IV
42.6%
B/E move
3.6%

65Δ

Calls
Pseudo strike
49.10
IV
35.1%
B/E move
3.0%
Puts
Pseudo strike
53.14
IV
40.0%
B/E move
2.8%

70Δ

Calls
Pseudo strike
48.33
IV
34.6%
B/E move
2.5%
Puts
Pseudo strike
53.83
IV
37.4%
B/E move
2.1%

75Δ

Calls
Pseudo strike
47.57
IV
34.1%
B/E move
2.1%
Puts
Pseudo strike
54.51
IV
34.8%
B/E move
1.3%

80Δ

Calls
Pseudo strike
46.80
IV
33.6%
B/E move
1.7%
Puts
Pseudo strike
56.05
IV
36.9%
B/E move
0.7%

Options history

No recorded observations