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The Bancorp Inc Common Stock TBBK

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Market datapartial · fetched 2026-10-23T17:43:22.741Z

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 · 2026-10-23T17:40:35.574178218Z

FundamentalsAlpha Vantage · unavailable

Share price$51.29
1D+0.7%
$50.67$50.84$51.02$51.19$51.365:30 AM6:30 AM9:00 AM1:00 PMTBBK
Sold putSold call

The Bancorp Inc Common Stock options

Live interpolated TBBK call and put midpoint premiums by absolute delta.The Bancorp Inc Common Stock$0.96$3.23$5.49$7.75$10.02$40.61$45.71$50.81$55.91$61.0220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive TBBK spot · $51.29TBBK PRICE$1.21$1.34$1.52$1.70$2.03$2.38$2.73$3.08$3.43$3.92$4.44$4.96$5.48$1.43$1.66$1.98$2.29$2.61$3.15$3.69$4.23$4.77$5.39$6.71$8.04$9.36
PutsExpensive1.93×
CallsExpensive1.75×
SkewBearish+6.69 pp
Implied moveBearish±$6.42
TiltBearish18.3% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ65.8087.7%30.6%43.3982.5%18.2%
25Δ59.7969.6%19.2%45.7571.3%14.0%
30Δ57.5462.5%15.2%47.1867.1%11.9%
35Δ55.3055.4%11.1%48.6162.8%9.7%
40Δ54.1453.5%9.5%50.0358.6%7.6%
45Δ53.1552.3%8.3%51.0457.6%6.6%
50Δ52.1751.2%7.0%52.0656.7%5.7%
55Δ51.1850.1%5.8%53.0755.8%4.8%
60Δ50.1948.9%4.5%54.0954.9%3.8%
65Δ49.3347.2%3.8%55.1754.3%2.9%
70Δ48.5045.3%3.2%56.7656.1%2.4%
75Δ47.6843.4%2.6%58.3657.9%1.9%
80Δ46.8541.4%2.0%59.9659.7%1.4%

20Δ

Calls
Pseudo strike
65.80
IV
87.7%
B/E move
30.6%
Puts
Pseudo strike
43.39
IV
82.5%
B/E move
18.2%

25Δ

Calls
Pseudo strike
59.79
IV
69.6%
B/E move
19.2%
Puts
Pseudo strike
45.75
IV
71.3%
B/E move
14.0%

30Δ

Calls
Pseudo strike
57.54
IV
62.5%
B/E move
15.2%
Puts
Pseudo strike
47.18
IV
67.1%
B/E move
11.9%

35Δ

Calls
Pseudo strike
55.30
IV
55.4%
B/E move
11.1%
Puts
Pseudo strike
48.61
IV
62.8%
B/E move
9.7%

40Δ

Calls
Pseudo strike
54.14
IV
53.5%
B/E move
9.5%
Puts
Pseudo strike
50.03
IV
58.6%
B/E move
7.6%

45Δ

Calls
Pseudo strike
53.15
IV
52.3%
B/E move
8.3%
Puts
Pseudo strike
51.04
IV
57.6%
B/E move
6.6%

50Δ

Calls
Pseudo strike
52.17
IV
51.2%
B/E move
7.0%
Puts
Pseudo strike
52.06
IV
56.7%
B/E move
5.7%

55Δ

Calls
Pseudo strike
51.18
IV
50.1%
B/E move
5.8%
Puts
Pseudo strike
53.07
IV
55.8%
B/E move
4.8%

60Δ

Calls
Pseudo strike
50.19
IV
48.9%
B/E move
4.5%
Puts
Pseudo strike
54.09
IV
54.9%
B/E move
3.8%

65Δ

Calls
Pseudo strike
49.33
IV
47.2%
B/E move
3.8%
Puts
Pseudo strike
55.17
IV
54.3%
B/E move
2.9%

70Δ

Calls
Pseudo strike
48.50
IV
45.3%
B/E move
3.2%
Puts
Pseudo strike
56.76
IV
56.1%
B/E move
2.4%

75Δ

Calls
Pseudo strike
47.68
IV
43.4%
B/E move
2.6%
Puts
Pseudo strike
58.36
IV
57.9%
B/E move
1.9%

80Δ

Calls
Pseudo strike
46.85
IV
41.4%
B/E move
2.0%
Puts
Pseudo strike
59.96
IV
59.7%
B/E move
1.4%

Options history

No recorded observations