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TriCo Bancshares Common Stock TCBK

i

Market dataready · fetched 2026-11-13T01:30:46.677Z

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 · 2026-11-12T21:00:00.42141705Z

FundamentalsSEC EDGAR · ready · as of 2026-09-30 · fetched 2026-11-13T01:30:43.621562+00:00

Share price$51.58
1D-0.8%
AH$51.42$51.58$51.74$51.90$52.065:30 AM6:30 AM9:00 AM1:00 PM2:00 PMTCBK
Sold putSold callAH

TriCo Bancshares Common Stock options

Live interpolated TCBK call and put midpoint premiums by absolute delta.TriCo Bancshares Common Stock$2.37$3.14$3.91$4.68$5.45$41.82$45.42$49.02$52.62$56.2220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ20Δ C unavailable: no unambiguous, price-consistent delta bracketC —OPTION PRICELive TCBK spot · $51.58TCBK PRICE$2.45$2.45$2.45$2.45$2.45$2.45$2.45$2.45$2.45$2.74$3.52$4.29$2.45$2.45$2.45$2.45$2.49$2.68$2.87$3.06$3.25$3.44$3.63$3.82$5.22
PutsExpensive4.73×
Calls——
Skew——
Implied moveBearish±$5.32
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ40.63245.3%26.0%
25Δ71.92260.7%44.2%44.41190.1%18.6%
30Δ62.90198.5%26.7%46.61157.9%14.4%
35Δ58.29158.4%17.8%48.51129.9%10.7%
40Δ55.05126.3%11.5%50.14106.5%7.6%
45Δ54.12112.6%9.7%50.8099.5%6.7%
50Δ53.2399.2%7.9%51.4592.5%5.8%
55Δ52.3485.7%6.2%52.1085.5%4.9%
60Δ51.4572.3%4.5%52.7578.5%4.0%
65Δ50.5558.9%2.8%53.4171.5%3.1%
70Δ49.6550.9%1.6%54.0664.5%2.2%
75Δ48.7451.9%1.3%54.7157.5%1.3%
80Δ47.8352.9%1.1%56.3762.5%0.9%

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
40.63
IV
245.3%
B/E move
26.0%

25Δ

Calls
Pseudo strike
71.92
IV
260.7%
B/E move
44.2%
Puts
Pseudo strike
44.41
IV
190.1%
B/E move
18.6%

30Δ

Calls
Pseudo strike
62.90
IV
198.5%
B/E move
26.7%
Puts
Pseudo strike
46.61
IV
157.9%
B/E move
14.4%

35Δ

Calls
Pseudo strike
58.29
IV
158.4%
B/E move
17.8%
Puts
Pseudo strike
48.51
IV
129.9%
B/E move
10.7%

40Δ

Calls
Pseudo strike
55.05
IV
126.3%
B/E move
11.5%
Puts
Pseudo strike
50.14
IV
106.5%
B/E move
7.6%

45Δ

Calls
Pseudo strike
54.12
IV
112.6%
B/E move
9.7%
Puts
Pseudo strike
50.80
IV
99.5%
B/E move
6.7%

50Δ

Calls
Pseudo strike
53.23
IV
99.2%
B/E move
7.9%
Puts
Pseudo strike
51.45
IV
92.5%
B/E move
5.8%

55Δ

Calls
Pseudo strike
52.34
IV
85.7%
B/E move
6.2%
Puts
Pseudo strike
52.10
IV
85.5%
B/E move
4.9%

60Δ

Calls
Pseudo strike
51.45
IV
72.3%
B/E move
4.5%
Puts
Pseudo strike
52.75
IV
78.5%
B/E move
4.0%

65Δ

Calls
Pseudo strike
50.55
IV
58.9%
B/E move
2.8%
Puts
Pseudo strike
53.41
IV
71.5%
B/E move
3.1%

70Δ

Calls
Pseudo strike
49.65
IV
50.9%
B/E move
1.6%
Puts
Pseudo strike
54.06
IV
64.5%
B/E move
2.2%

75Δ

Calls
Pseudo strike
48.74
IV
51.9%
B/E move
1.3%
Puts
Pseudo strike
54.71
IV
57.5%
B/E move
1.3%

80Δ

Calls
Pseudo strike
47.83
IV
52.9%
B/E move
1.1%
Puts
Pseudo strike
56.37
IV
62.5%
B/E move
0.9%

Options history

IV · four-Friday blend37.29%
Daily EOD
TCBK30.6%34.2%37.8%2026-10-19: 33.93%2026-10-20: 32.67%2026-10-21: 33.83%2026-10-22: 31.13%2026-10-23: 34.05%2026-10-26: 34.67%2026-10-27: 35.84%2026-10-28: 35.98%2026-10-29: 34.77%2026-10-30: 37.29%Oct 19Oct 23Oct 30
10 observations2026-10-19 — 2026-10-30
Table
DateIV (%)
33.93%
32.67%
33.83%
31.13%
34.05%
34.67%
35.84%
35.98%
34.77%
37.29%