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TriCo Bancshares Common Stock TCBK

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Market datapartial · fetched 2026-10-23T20:15:58.432Z

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 · 2026-10-23T20:00:01.543335217Z

FundamentalsAlpha Vantage · unavailable

Share price$52.72
1D-3.0%
AH$51.99$52.63$53.27$53.90$54.545:30 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$2.34$3.32$4.30$5.28$6.26$42.38$47.70$53.01$58.33$63.6420Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive TCBK spot · $52.72TCBK PRICE$2.45$2.45$2.45$2.45$2.51$2.69$2.87$3.05$3.24$3.42$3.60$5.12$2.45$2.45$2.45$2.46$2.50$2.55$2.60$2.65$2.70$2.75$2.83$4.40$5.98
PutsExpensive2.27×
CallsExpensive2.47×
SkewBullish-4.02 pp
Implied moveBalanced±$5.29
TiltBearish3.3% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ41.66128.1%25.6%
25Δ72.95134.1%43.0%45.5398.9%18.3%
30Δ64.00102.0%26.0%47.9081.3%13.8%
35Δ59.3581.1%17.2%50.0865.1%9.7%
40Δ56.7666.8%12.3%50.7959.4%8.4%
45Δ54.7555.9%8.6%51.4953.7%7.2%
50Δ53.9651.9%7.4%52.1948.1%5.9%
55Δ53.1747.9%6.3%52.9042.4%4.7%
60Δ52.3744.0%5.1%53.6036.7%3.5%
65Δ51.5840.0%4.0%54.3131.1%2.2%
70Δ50.7936.0%2.8%55.0325.6%1.0%
75Δ50.0032.1%1.7%56.6931.0%0.8%
80Δ48.3537.2%1.4%58.3436.3%0.7%

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
41.66
IV
128.1%
B/E move
25.6%

25Δ

Calls
Pseudo strike
72.95
IV
134.1%
B/E move
43.0%
Puts
Pseudo strike
45.53
IV
98.9%
B/E move
18.3%

30Δ

Calls
Pseudo strike
64.00
IV
102.0%
B/E move
26.0%
Puts
Pseudo strike
47.90
IV
81.3%
B/E move
13.8%

35Δ

Calls
Pseudo strike
59.35
IV
81.1%
B/E move
17.2%
Puts
Pseudo strike
50.08
IV
65.1%
B/E move
9.7%

40Δ

Calls
Pseudo strike
56.76
IV
66.8%
B/E move
12.3%
Puts
Pseudo strike
50.79
IV
59.4%
B/E move
8.4%

45Δ

Calls
Pseudo strike
54.75
IV
55.9%
B/E move
8.6%
Puts
Pseudo strike
51.49
IV
53.7%
B/E move
7.2%

50Δ

Calls
Pseudo strike
53.96
IV
51.9%
B/E move
7.4%
Puts
Pseudo strike
52.19
IV
48.1%
B/E move
5.9%

55Δ

Calls
Pseudo strike
53.17
IV
47.9%
B/E move
6.3%
Puts
Pseudo strike
52.90
IV
42.4%
B/E move
4.7%

60Δ

Calls
Pseudo strike
52.37
IV
44.0%
B/E move
5.1%
Puts
Pseudo strike
53.60
IV
36.7%
B/E move
3.5%

65Δ

Calls
Pseudo strike
51.58
IV
40.0%
B/E move
4.0%
Puts
Pseudo strike
54.31
IV
31.1%
B/E move
2.2%

70Δ

Calls
Pseudo strike
50.79
IV
36.0%
B/E move
2.8%
Puts
Pseudo strike
55.03
IV
25.6%
B/E move
1.0%

75Δ

Calls
Pseudo strike
50.00
IV
32.1%
B/E move
1.7%
Puts
Pseudo strike
56.69
IV
31.0%
B/E move
0.8%

80Δ

Calls
Pseudo strike
48.35
IV
37.2%
B/E move
1.4%
Puts
Pseudo strike
58.34
IV
36.3%
B/E move
0.7%

Options history

No recorded observations