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The Bancorp Inc Common Stock TBBK

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Market datapartial · fetched 2026-10-23T19:04:08.432Z

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 · 2026-10-23T19:02:39.039020835Z

FundamentalsAlpha Vantage · unavailable

Share price$50.98
1D+0.1%
$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$1.03$2.94$4.84$6.75$8.65$41.73$46.60$51.46$56.33$61.1920Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive TBBK spot · $50.98TBBK PRICE$1.24$1.40$1.56$1.73$2.10$2.47$2.84$3.21$3.62$4.22$4.82$5.42$6.02$2.98$3.48$3.99$4.49$4.99$5.81$6.96$8.10
PutsExpensive1.65×
CallsExpensive1.91×
SkewBullish-6.80 pp
Implied moveBearish±$6.32
TiltBalanced0.2% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ67.2393.5%34.3%
25Δ63.1481.1%26.6%
30Δ59.0468.7%18.9%
35Δ54.9956.5%11.3%
40Δ53.9555.6%9.9%
45Δ52.9154.7%8.6%50.7255.4%6.4%
50Δ51.8753.8%7.3%51.6754.2%5.5%
55Δ50.8352.8%6.0%52.6153.1%4.6%
60Δ49.8151.9%4.8%53.5651.9%3.7%
65Δ48.8650.9%4.1%54.5150.7%2.9%
70Δ47.9149.9%3.4%55.6850.3%2.2%
75Δ46.9549.0%2.7%57.0850.6%1.7%
80Δ46.0048.0%2.0%58.4850.9%1.2%

20Δ

Calls
Pseudo strike
67.23
IV
93.5%
B/E move
34.3%
Puts
Pseudo strike
IV
B/E move

25Δ

Calls
Pseudo strike
63.14
IV
81.1%
B/E move
26.6%
Puts
Pseudo strike
IV
B/E move

30Δ

Calls
Pseudo strike
59.04
IV
68.7%
B/E move
18.9%
Puts
Pseudo strike
IV
B/E move

35Δ

Calls
Pseudo strike
54.99
IV
56.5%
B/E move
11.3%
Puts
Pseudo strike
IV
B/E move

40Δ

Calls
Pseudo strike
53.95
IV
55.6%
B/E move
9.9%
Puts
Pseudo strike
IV
B/E move

45Δ

Calls
Pseudo strike
52.91
IV
54.7%
B/E move
8.6%
Puts
Pseudo strike
50.72
IV
55.4%
B/E move
6.4%

50Δ

Calls
Pseudo strike
51.87
IV
53.8%
B/E move
7.3%
Puts
Pseudo strike
51.67
IV
54.2%
B/E move
5.5%

55Δ

Calls
Pseudo strike
50.83
IV
52.8%
B/E move
6.0%
Puts
Pseudo strike
52.61
IV
53.1%
B/E move
4.6%

60Δ

Calls
Pseudo strike
49.81
IV
51.9%
B/E move
4.8%
Puts
Pseudo strike
53.56
IV
51.9%
B/E move
3.7%

65Δ

Calls
Pseudo strike
48.86
IV
50.9%
B/E move
4.1%
Puts
Pseudo strike
54.51
IV
50.7%
B/E move
2.9%

70Δ

Calls
Pseudo strike
47.91
IV
49.9%
B/E move
3.4%
Puts
Pseudo strike
55.68
IV
50.3%
B/E move
2.2%

75Δ

Calls
Pseudo strike
46.95
IV
49.0%
B/E move
2.7%
Puts
Pseudo strike
57.08
IV
50.6%
B/E move
1.7%

80Δ

Calls
Pseudo strike
46.00
IV
48.0%
B/E move
2.0%
Puts
Pseudo strike
58.48
IV
50.9%
B/E move
1.2%

Options history

No recorded observations