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The Bancorp Inc Common Stock TBBK

i

Market datapartial · fetched 2026-11-13T10:49:03.938Z

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 · 2026-11-13T09:27:59.811858613Z

FundamentalsAlpha Vantage · unavailable

Share price$48.43
1D
Price history unavailable.

The Bancorp Inc Common Stock options

Live interpolated TBBK call and put midpoint premiums by absolute delta.The Bancorp Inc Common Stock$0.71$1.51$2.31$3.11$3.91$46.00$47.20$48.40$49.61$50.8120Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ20Δ C unavailable: no unambiguous, price-consistent delta bracketC —25Δ C unavailable: no unambiguous, price-consistent delta bracketC —30Δ C unavailable: no unambiguous, price-consistent delta bracketC —60Δ 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 TBBK spot · $48.43TBBK PRICE$0.80$1.12$1.44$1.76$2.08$2.40$2.72$3.04$3.36$3.68$0.85$1.09$1.40$1.75$2.11$2.46$2.81$3.17
Puts——
Calls——
Skew——
Implied moveBearish±$4.57
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ43.3494.8%12.3%
25Δ44.5096.3%10.4%
30Δ45.4796.4%9.0%
35Δ49.7346.5%4.3%46.3095.5%8.0%
40Δ49.2347.9%4.0%47.1394.6%7.0%
45Δ48.7449.3%3.6%47.9693.7%6.0%
50Δ48.2450.6%3.2%48.7992.8%5.1%
55Δ47.7552.0%2.9%49.6391.9%4.1%
60Δ47.2553.4%2.5%
65Δ46.7554.7%2.2%
70Δ46.2656.1%1.8%
75Δ45.7657.5%1.4%
80Δ45.2658.8%1.1%

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
43.34
IV
94.8%
B/E move
12.3%

25Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
44.50
IV
96.3%
B/E move
10.4%

30Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
45.47
IV
96.4%
B/E move
9.0%

35Δ

Calls
Pseudo strike
49.73
IV
46.5%
B/E move
4.3%
Puts
Pseudo strike
46.30
IV
95.5%
B/E move
8.0%

40Δ

Calls
Pseudo strike
49.23
IV
47.9%
B/E move
4.0%
Puts
Pseudo strike
47.13
IV
94.6%
B/E move
7.0%

45Δ

Calls
Pseudo strike
48.74
IV
49.3%
B/E move
3.6%
Puts
Pseudo strike
47.96
IV
93.7%
B/E move
6.0%

50Δ

Calls
Pseudo strike
48.24
IV
50.6%
B/E move
3.2%
Puts
Pseudo strike
48.79
IV
92.8%
B/E move
5.1%

55Δ

Calls
Pseudo strike
47.75
IV
52.0%
B/E move
2.9%
Puts
Pseudo strike
49.63
IV
91.9%
B/E move
4.1%

60Δ

Calls
Pseudo strike
47.25
IV
53.4%
B/E move
2.5%
Puts
Pseudo strike
IV
B/E move

65Δ

Calls
Pseudo strike
46.75
IV
54.7%
B/E move
2.2%
Puts
Pseudo strike
IV
B/E move

70Δ

Calls
Pseudo strike
46.26
IV
56.1%
B/E move
1.8%
Puts
Pseudo strike
IV
B/E move

75Δ

Calls
Pseudo strike
45.76
IV
57.5%
B/E move
1.4%
Puts
Pseudo strike
IV
B/E move

80Δ

Calls
Pseudo strike
45.26
IV
58.8%
B/E move
1.1%
Puts
Pseudo strike
IV
B/E move

Options history

IV · four-Friday blend44.05%
Daily EOD
TBBK43.6%47.0%50.4%2026-10-19: 48.38%2026-10-20: 49.81%2026-10-21: 45.64%2026-10-22: 48.19%2026-10-23: 49.93%2026-10-26: 49.38%2026-10-27: 48.94%2026-10-28: 47.60%2026-10-29: 49.92%2026-10-30: 44.05%Oct 19Oct 23Oct 30
10 observations2026-10-19 — 2026-10-30
Table
DateIV (%)
48.38%
49.81%
45.64%
48.19%
49.93%
49.38%
48.94%
47.60%
49.92%
44.05%