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The Bancorp Inc Common Stock TBBK

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Market datapartial · fetched 2026-10-23T19:44:23.014Z

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 · 2026-10-23T19:42:03.618124464Z

FundamentalsAlpha Vantage · unavailable

Share price$51.13
1D+0.4%
$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$0.99$3.04$5.09$7.15$9.20$40.75$45.82$50.89$55.95$61.0220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive TBBK spot · $51.13TBBK PRICE$1.21$1.35$1.53$1.72$2.07$2.43$2.79$3.15$3.51$4.08$4.65$5.21$5.78$1.42$1.64$1.95$2.26$2.56$3.06$3.58$4.10$4.62$5.14$6.20$7.40$8.61
PutsExpensive1.89×
CallsExpensive1.82×
SkewBearish+3.36 pp
Implied moveBearish±$6.37
TiltBearish14.2% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ65.6888.2%30.8%43.2482.6%18.2%
25Δ59.7170.3%19.4%45.6570.8%13.9%
30Δ57.4263.1%15.3%47.0566.5%11.8%
35Δ55.1255.9%11.2%48.4462.2%9.7%
40Δ54.0454.6%9.7%49.8457.9%7.5%
45Δ53.0253.6%8.5%50.8756.5%6.5%
50Δ52.0152.6%7.2%51.8555.4%5.6%
55Δ50.9951.5%5.9%52.8354.4%4.7%
60Δ49.9850.5%4.6%53.8153.3%3.8%
65Δ49.0849.1%4.0%54.7952.3%2.9%
70Δ48.1847.7%3.3%56.1652.7%2.3%
75Δ47.2846.4%2.7%57.6253.5%1.8%
80Δ46.3845.0%2.0%59.0954.3%1.2%

20Δ

Calls
Pseudo strike
65.68
IV
88.2%
B/E move
30.8%
Puts
Pseudo strike
43.24
IV
82.6%
B/E move
18.2%

25Δ

Calls
Pseudo strike
59.71
IV
70.3%
B/E move
19.4%
Puts
Pseudo strike
45.65
IV
70.8%
B/E move
13.9%

30Δ

Calls
Pseudo strike
57.42
IV
63.1%
B/E move
15.3%
Puts
Pseudo strike
47.05
IV
66.5%
B/E move
11.8%

35Δ

Calls
Pseudo strike
55.12
IV
55.9%
B/E move
11.2%
Puts
Pseudo strike
48.44
IV
62.2%
B/E move
9.7%

40Δ

Calls
Pseudo strike
54.04
IV
54.6%
B/E move
9.7%
Puts
Pseudo strike
49.84
IV
57.9%
B/E move
7.5%

45Δ

Calls
Pseudo strike
53.02
IV
53.6%
B/E move
8.5%
Puts
Pseudo strike
50.87
IV
56.5%
B/E move
6.5%

50Δ

Calls
Pseudo strike
52.01
IV
52.6%
B/E move
7.2%
Puts
Pseudo strike
51.85
IV
55.4%
B/E move
5.6%

55Δ

Calls
Pseudo strike
50.99
IV
51.5%
B/E move
5.9%
Puts
Pseudo strike
52.83
IV
54.4%
B/E move
4.7%

60Δ

Calls
Pseudo strike
49.98
IV
50.5%
B/E move
4.6%
Puts
Pseudo strike
53.81
IV
53.3%
B/E move
3.8%

65Δ

Calls
Pseudo strike
49.08
IV
49.1%
B/E move
4.0%
Puts
Pseudo strike
54.79
IV
52.3%
B/E move
2.9%

70Δ

Calls
Pseudo strike
48.18
IV
47.7%
B/E move
3.3%
Puts
Pseudo strike
56.16
IV
52.7%
B/E move
2.3%

75Δ

Calls
Pseudo strike
47.28
IV
46.4%
B/E move
2.7%
Puts
Pseudo strike
57.62
IV
53.5%
B/E move
1.8%

80Δ

Calls
Pseudo strike
46.38
IV
45.0%
B/E move
2.0%
Puts
Pseudo strike
59.09
IV
54.3%
B/E move
1.2%

Options history

No recorded observations