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Stock Yards Bancorp, Inc. Common Stock SYBT

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Market datapartial · fetched 2026-11-13T02:09:45.646Z

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 · 2026-11-12T21:00:01.825124307Z

FundamentalsAlpha Vantage · unavailable

Share price$79.04
1D-1.0%
AH$78.68$78.98$79.29$79.60$79.905:30 AM6:30 AM9:00 AM1:00 PM2:00 PMSYBT
Sold putSold callAH

Stock Yards Bancorp, Inc. Common Stock options

Live interpolated SYBT call and put midpoint premiums by absolute delta.Stock Yards Bancorp, Inc. Common Stock$2.37$3.12$3.86$4.61$5.36$73.98$78.15$82.32$86.49$90.6620Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ60Δ P unavailable: no unambiguous, price-consistent delta bracketP —65Δ P unavailable: no unambiguous, price-consistent delta bracketP —70Δ P unavailable: no unambiguous, price-consistent delta bracketP —75Δ P unavailable: no unambiguous, price-consistent delta bracketP —80Δ P unavailable: no unambiguous, price-consistent delta bracketP —OPTION PRICELive SYBT spot · $79.04SYBT PRICE$2.45$2.45$2.45$2.45$2.45$2.45$2.67$3.04$3.40$3.76$4.12$4.48$5.14$2.45$2.45$2.45$2.46$2.48$2.50$2.53$2.55
Puts——
CallsExpensive3.63×
Skew——
Implied moveBullish±$5.20
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ109.17219.7%41.2%66.11170.0%19.5%
25Δ95.08159.1%23.4%70.70130.8%13.7%
30Δ88.58123.5%15.2%73.65105.2%9.9%
35Δ84.6398.4%10.2%75.5887.7%7.5%
40Δ82.6983.1%7.7%76.6677.1%6.2%
45Δ80.7467.8%5.3%77.7466.5%4.8%
50Δ79.5260.5%4.0%78.8155.9%3.5%
55Δ78.7458.1%3.5%79.8945.3%2.1%
60Δ77.9655.7%2.9%
65Δ77.1853.3%2.4%
70Δ76.4051.0%1.9%
75Δ75.6348.6%1.4%
80Δ74.6047.9%0.9%

20Δ

Calls
Pseudo strike
109.17
IV
219.7%
B/E move
41.2%
Puts
Pseudo strike
66.11
IV
170.0%
B/E move
19.5%

25Δ

Calls
Pseudo strike
95.08
IV
159.1%
B/E move
23.4%
Puts
Pseudo strike
70.70
IV
130.8%
B/E move
13.7%

30Δ

Calls
Pseudo strike
88.58
IV
123.5%
B/E move
15.2%
Puts
Pseudo strike
73.65
IV
105.2%
B/E move
9.9%

35Δ

Calls
Pseudo strike
84.63
IV
98.4%
B/E move
10.2%
Puts
Pseudo strike
75.58
IV
87.7%
B/E move
7.5%

40Δ

Calls
Pseudo strike
82.69
IV
83.1%
B/E move
7.7%
Puts
Pseudo strike
76.66
IV
77.1%
B/E move
6.2%

45Δ

Calls
Pseudo strike
80.74
IV
67.8%
B/E move
5.3%
Puts
Pseudo strike
77.74
IV
66.5%
B/E move
4.8%

50Δ

Calls
Pseudo strike
79.52
IV
60.5%
B/E move
4.0%
Puts
Pseudo strike
78.81
IV
55.9%
B/E move
3.5%

55Δ

Calls
Pseudo strike
78.74
IV
58.1%
B/E move
3.5%
Puts
Pseudo strike
79.89
IV
45.3%
B/E move
2.1%

60Δ

Calls
Pseudo strike
77.96
IV
55.7%
B/E move
2.9%
Puts
Pseudo strike
IV
B/E move

65Δ

Calls
Pseudo strike
77.18
IV
53.3%
B/E move
2.4%
Puts
Pseudo strike
IV
B/E move

70Δ

Calls
Pseudo strike
76.40
IV
51.0%
B/E move
1.9%
Puts
Pseudo strike
IV
B/E move

75Δ

Calls
Pseudo strike
75.63
IV
48.6%
B/E move
1.4%
Puts
Pseudo strike
IV
B/E move

80Δ

Calls
Pseudo strike
74.60
IV
47.9%
B/E move
0.9%
Puts
Pseudo strike
IV
B/E move

Options history

IV · four-Friday blend29.97%
Daily EOD
SYBT27.6%29.4%31.2%2026-10-19: 28.86%2026-10-20: 28.21%2026-10-21: 28.99%2026-10-22: 27.99%2026-10-23: 28.92%2026-10-26: 27.89%2026-10-27: 29.35%2026-10-28: 31.00%2026-10-29: 29.20%2026-10-30: 29.97%Oct 19Oct 23Oct 30
10 observations2026-10-19 — 2026-10-30
Table
DateIV (%)
28.86%
28.21%
28.99%
27.99%
28.92%
27.89%
29.35%
31.00%
29.20%
29.97%